How can I integrate the density function g(x,y) over positive reals in R^2?

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SUMMARY

The discussion focuses on integrating the density function g(X,Y)(x,y) = f(x+y)/(x+y) over the positive reals in R^2. The user jam_33 initially struggled with the double integral and attempted substitution methods without success. A key breakthrough occurred when another user suggested converting to polar coordinates, which ultimately resolved the integration issue. This highlights the effectiveness of polar coordinates in simplifying complex integrals in multivariable calculus.

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jam_33
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Homework Statement



f(x) is a density on R+ so f(x) < 0 if x < 0. Define g_(X,Y)(x,y) = f(x+y)/(x+y). Show g is a density on R^2.

Homework Equations



the first part is easy (showing that g is in fact >= 0. The part I am struggling with is the double integral of the g(x,y) over the positive reals.

The Attempt at a Solution



I have tried substitution as well as by parts but I always end up with something I can't integrate. Any suggestions on how to attach the problem?I'm guessing I need to give more information to get a response. I am struggling getting going on the actual problem...I believe the substition i used (u = x+y) is wrong as I get a very nasty integral. I am just looking for some advice on how to get going
 
Last edited:
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Welcome to PF, jam_33.

I would try converting to polar coordinates.
 
Billy Bob said:
Welcome to PF, jam_33.

I would try converting to polar coordinates.

Hello Billy Bob,

Thanks for the suggestion as it worked!

cheers,

jam_33
 

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