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Joint Pdf Expected Value

  • Thread starter rzn972
  • Start date
  • #1
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Homework Statement



two random variables have a join pdf
f(x,y)= c , x^2+y^2<= 1, x >0, y>0
0, otherwise
Find c.
Find E{xy}.

Homework Equations





The Attempt at a Solution


For the first part, since area= pi/4,
c(pi/4) = 1
c=(4/pi)
b)
x=cos θ
y= sin θ
∫∫-(sin θ)^2(cos θ)^2 dθ dθ = -308. (integral from 0 to pi/2 for both bounds)
This doesn't make sense to me. x,y are always positive how is the expected value negative? Am I doing something wrong?
 

Answers and Replies

  • #2
LCKurtz
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Homework Statement



two random variables have a join pdf
f(x,y)= c , x^2+y^2<= 1, x >0, y>0
0, otherwise
Find c.
Find E{xy}.

Homework Equations





The Attempt at a Solution


For the first part, since area= pi/4,
c(pi/4) = 1
c=(4/pi)
b)
x=cos θ
y= sin θ
∫∫-(sin θ)^2(cos θ)^2 dθ dθ = -308. (integral from 0 to pi/2 for both bounds)
This doesn't make sense to me. x,y are always positive how is the expected value negative? Am I doing something wrong?
You need ##x=r\cos\theta,~y=r\sin\theta,~dydx=rdrd\theta##. And where did that minus sign come from anyway?
 

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