- #1
Gridvvk
- 56
- 1
Homework Statement
The problem is in the context of a probability problem; however, my question in regards to a computation regarding a particular integral. All that is needed to know is that the probability density function is 1 in the range 0 < y < 1 , y-1 < x < 1 - y, and 0 otherwise.
I need to find E(XY) and E(|XY|).
Homework Equations
[tex] E(XY) = \int_0^{1} \int_{y-1}^{1-y}\ XY \ dx dy[/tex]
[tex] E(|XY|) = \int_0^{1} \ \int_{y-1}^{1-y} \ |XY| \ dx dy[/tex]
The Attempt at a Solution
E(XY) = 0. Simple calculation.
For E(|XY|) however, I am getting 1/24, but WolframAlpha computes it out to be 1/12.
I am doing:
[tex] E(|XY|) = \int_0^{1}\ \int_{y-1}^{1-y}\ |XY| \, dx dy[/tex] = [tex]
\int_0^{1} \int_0^{1-y} \ XY \, dx dy[/tex]
I am not sure why this is incorrect. Making the lower bound of x 0 worked for me when I was computing E(|X|), but is giving me half the answer for E(|XY|).
Last edited: