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Another important application in probability that can involve improper double integrals is the calculation of expected values. First we define this concept and then show an example of a calculation.

Definition

In probability theory, we denote the expected values E ( X ) and E ( Y ) , respectively, as the most likely outcomes of the events. The expected values E ( X ) and E ( Y ) are given by

E ( X ) = S x f ( x , y ) d A and E ( Y ) = S y f ( x , y ) d A ,

where S is the sample space of the random variables X and Y .

Finding expected value

Find the expected time for the events ‘waiting for a table’ and ‘completing the meal’ in [link] .

Using the first quadrant of the rectangular coordinate plane as the sample space, we have improper integrals for E ( X ) and E ( Y ) . The expected time for a table is

E ( X ) = S x 1 600 e x / 15 e y / 40 d A = 1 600 x = 0 x = y = 0 y = x e x / 15 e y / 40 d A = 1 600 lim ( a , b ) ( , ) x = 0 x = a y = 0 y = b x e x / 15 e y / 40 d x d y = 1 600 ( lim a x = 0 x = a x e x / 15 d x ) ( lim b y = 0 y = b e y / 40 d y ) = 1 600 ( ( lim a ( −15 e x / 15 ( x + 15 ) ) ) | x = 0 x = a ) ( ( lim b ( −40 e y / 40 ) ) | y = 0 y = b ) = 1 600 ( lim a ( −15 e a / 15 ( x + 15 ) + 225 ) ) ( lim b ( −40 e b / 40 + 40 ) ) = 1 600 ( 225 ) ( 40 ) = 15.

A similar calculation shows that E ( Y ) = 40 . This means that the expected values of the two random events are the average waiting time and the average dining time, respectively.

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The joint density function for two random variables X and Y is given by

f ( x , y ) = { 1 600 ( x 2 + y 2 ) if 0 x 15 , 0 y 10 0 otherwise

Find the probability that X is at most 10 and Y is at least 5 .

55 72 0.7638

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Key concepts

  • A general bounded region D on the plane is a region that can be enclosed inside a rectangular region. We can use this idea to define a double integral over a general bounded region.
  • To evaluate an iterated integral of a function over a general nonrectangular region, we sketch the region and express it as a Type I or as a Type II region or as a union of several Type I or Type II regions that overlap only on their boundaries.
  • We can use double integrals to find volumes, areas, and average values of a function over general regions, similarly to calculations over rectangular regions.
  • We can use Fubini’s theorem for improper integrals to evaluate some types of improper integrals.

Key equations

  • Iterated integral over a Type I region
    D f ( x , y ) d A = D f ( x , y ) d y d x = a b [ g 1 ( x ) g 2 ( x ) f ( x , y ) d y ] d x
  • Iterated integral over a Type II region
    D f ( x , y ) d A = D f ( x , y ) d x d y = c d [ h 1 ( y ) h 2 ( y ) f ( x , y ) d x ] d y

In the following exercises, specify whether the region is of Type I or Type II.

The region D bounded by y = x 3 , y = x 3 + 1 , x = 0 , and x = 1 as given in the following figure.

A region is bounded by y = 1 + x cubed, y = x cubed, x = 0, and x = 1.
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Find the average value of the function f ( x , y ) = 3 x y on the region graphed in the previous exercise.

27 20

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Find the area of the region D given in the previous exercise.

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The region D bounded by y = sin x , y = 1 + sin x , x = 0 , and x = π 2 as given in the following figure.

A region is bounded by y = 1 + sin x, y = sin x, x = 0, and x = pi/2.

Type I but not Type II

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Find the average value of the function f ( x , y ) = cos x on the region graphed in the previous exercise.

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Find the area of the region D given in the previous exercise.

π 2

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The region D bounded by x = y 2 1 and x = 1 y 2 as given in the following figure.

A region is bounded by x = negative 1 + y squared and x = the square root of the quantity (1 minus y squared).
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Find the volume of the solid under the graph of the function f ( x , y ) = x y + 1 and above the region in the figure in the previous exercise.

1 6 ( 8 + 3 π )

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Source:  OpenStax, Calculus volume 3. OpenStax CNX. Feb 05, 2016 Download for free at http://legacy.cnx.org/content/col11966/1.2
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