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The random vector (X, Y) is said to be uniformly distributed over a region R in the plane if, for some constant c, its joint density is f(x, y) =  c if(x, y) ∈ R 0 otherwise

(a) Show that 1/c = area of region R. Suppose that (X, Y) is uniformly distributed over the square centered at (0, 0) and with sides of length 2

(b) Show that X and Y are independent, with each being distributed uniformly over (−1, 1).

(c) What is the probability that (X, Y) lies in the circle of radius 1 centered at the origin? That is, find P{X2 + Y2< 1}.

Short Answer

Expert verified

(a) The area of region R is A(R)=1c.

(b) X and Y are independent.

(c) P{(X,Y)∈C}=π4

Step by step solution

01

Content Introduction

If the chance that the random vector lies in CR, we say that (X, Y) is uniformly distributed throughout a region R of finite area A(R).

02

Explanation (Part a)

Let R2be the two - dimensional plane.

Then observe that for E⊆R2

P{(X,Y)∈E}=∬Ef(x,y)dxdy=∬E∩Rc·area(E∩R)

Since f(x,y)is a joint density function,

We have

1=P(X,Y)∈R2=c·areaR2∩R=c·area(R)

Therefore,

The area of Ris1/c.

03

Explanation (b)

Let R be the real line.

For setsA,B⊆R

We have

P(X∈A,Y∈B)=∫B∫Af(x,y)dxdy=∫B∩∣-1,1]∫A∩∣-1,1]14dxdy

=14length(A∩[-1,1])length(B∩[-1,1])

And

P{X∈A}=∫-2*∫Af(x,y)dxdy=∫-11∫AN-1,1]14dxdy

=12length(A∩[-1,1])

And

P{Y∈B}=∫-∞≈∫Bf(x,y)dxdy=∫-11∫BN-1,1]14dxdy

=12length(B∩[-1,1])

Thus,

P{X∈A,Y∈B}=14length(A∩[-1,1])length(B∩[-1,1])

=P{X∈A}P{Y∈B}

Therefore,

X and Y are independent.

Also,

The above formulas forP{X∈A}andP{Y∈B}show that each of XandYare uniformly distributed over [-1,1].

04

Explanation (c)

Let C be the interior of the circle of radius 1 centered at the origin.

Then we are required to compute P{(X,Y)∈C}.

Thus,

P{(X,Y)∈C}=14·area(C∩R)=14·area(C)=14·π=π4

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