Chapter 4: Problem 3
(a) Let \(f(x, y)=k \sqrt{1-x^{2}-y^{2}}\). Find a value of \(k\) such that \(\iint_{x^{2}+y^{2} \leq 1} f(x, y) d x d y\) \(=1\). (Then \(f(x, y)\) is a joint density function for two stochastic variables \(X\) and \(Y\).) (b) With the value of \(k\) from part (a), find the marginal density of \(X\), which is defined as \(f_{X}(x)=\int_{x^{2}+y^{2} \leq 1} f(x, y) d y\).
Short Answer
Step by step solution
Set Up the Integral for Part (a)
Convert to Polar Coordinates
Separate and Solve the Integral
Combine Results to Find k
Set Up the Integral for Part (b)
Further Simplify the Integral
Evaluate the Integral
Unlock Step-by-Step Solutions & Ace Your Exams!
-
Full Textbook Solutions
Get detailed explanations and key concepts
-
Unlimited Al creation
Al flashcards, explanations, exams and more...
-
Ads-free access
To over 500 millions flashcards
-
Money-back guarantee
We refund you if you fail your exam.
Over 30 million students worldwide already upgrade their learning with 91Ó°ÊÓ!
Key Concepts
These are the key concepts you need to understand to accurately answer the question.
Polar Coordinates
For example, the conversion formulas are:
- \[ x = r \cos(\theta) \]
- \[ y = r \sin(\theta) \]
Utilizing this transformation simplifies double integral calculations over circular areas, leading us directly to the next concept.
Double Integral
In the exercise, the goal is to integrate \( f(x, y) = k\sqrt{1 - x^2 - y^2} \) over the disk defined by \( x^2 + y^2 \leq 1 \):
- Set up the integral: \[ \iint_{x^2 + y^2 \leq 1} k\sqrt{1 - x^2 - y^2} \, dx \, dy = 1 \]
- Convert it to polar coordinates: \[ k \int_{0}^{2\pi} d\theta \int_{0}^{1} r \sqrt{1 - r^2} \, dr = 1 \]
Marginal Density
\[ f_X(x) = \int_{-\infty}^{\infty} f(x, y) \, dy \]
In the problem, one must find the marginal density of \( X \) using the calculated value of \( k \):
- Set up the integral: \[ f_X(x) = \int_{x^2 + y^2 \leq 1} f(x, y) \, dy = \int_{-\sqrt{1 - x^2}}^{\sqrt{1 - x^2}} \frac{3}{2\pi} \sqrt{1 - x^2 - y^2} \, dy \]
- Evaluate the integral carefully, considering symmetry and appropriate substitutions.
Substitution in Integrals
In the exercise, to solve the radial part of the integral, we use the substitution \( u = 1 - r^2 \). This changes the differential and simplifies the integral:
- Change of variables: \[ u = 1 - r^2, \, du = -2r \, dr \Rightarrow -\frac{1}{2} \, du = r \, dr \]
- New bounds: As \( r \) goes from 0 to 1, \( u \) goes from 1 to 0:
This technique reduces the complexity of integrals by transforming them into more familiar forms, aiding in quicker and more accurate solutions.