Joint Density 986Ca5
1. **Problem statement:** Given the joint density function $$f(x,y) = k(x^2 + y^2)$$ for $$30 \leq x < 50$$ and $$30 \leq y < 50$$, and zero elsewhere, we need to find several quantities related to the random variables $X$ and $Y$.
2. **Find $k$:** Since $f(x,y)$ is a joint density function, it must integrate to 1 over the support.
$$\int_{30}^{50} \int_{30}^{50} k(x^2 + y^2) \, dy \, dx = 1$$
Separate the integral:
$$k \int_{30}^{50} \int_{30}^{50} (x^2 + y^2) \, dy \, dx = k \int_{30}^{50} \left( \int_{30}^{50} x^2 \, dy + \int_{30}^{50} y^2 \, dy \right) dx$$
Since $x^2$ is constant with respect to $y$:
$$= k \int_{30}^{50} \left( x^2 (50-30) + \left[ \frac{y^3}{3} \right]_{30}^{50} \right) dx = k \int_{30}^{50} \left( 20 x^2 + \frac{50^3 - 30^3}{3} \right) dx$$
Calculate constants:
$$\frac{50^3 - 30^3}{3} = \frac{125000 - 27000}{3} = \frac{98000}{3}$$
So:
$$= k \int_{30}^{50} \left( 20 x^2 + \frac{98000}{3} \right) dx = k \left[ 20 \frac{x^3}{3} + \frac{98000}{3} x \right]_{30}^{50}$$
Calculate each term:
$$20 \frac{50^3}{3} = 20 \frac{125000}{3} = \frac{2,500,000}{3}$$
$$20 \frac{30^3}{3} = 20 \frac{27000}{3} = 180,000$$
$$\frac{98000}{3} \times 50 = \frac{4,900,000}{3}$$
$$\frac{98000}{3} \times 30 = 980,000$$
So the integral evaluates to:
$$k \left( \left( \frac{2,500,000}{3} + \frac{4,900,000}{3} \right) - \left( 180,000 + 980,000 \right) \right) = k \left( \frac{7,400,000}{3} - 1,160,000 \right)$$
Convert $1,160,000$ to thirds:
$$1,160,000 = \frac{3,480,000}{3}$$
So:
$$k \left( \frac{7,400,000 - 3,480,000}{3} \right) = k \frac{3,920,000}{3} = 1$$
Therefore:
$$k = \frac{3}{3,920,000} = \frac{3}{3.92 \times 10^6} \approx 7.653 \times 10^{-7}$$
3. **Find $P(30 < X < 40, 40 < Y < 50)$:**
$$P = \int_{30}^{40} \int_{40}^{50} k(x^2 + y^2) \, dy \, dx$$
Calculate inner integral:
$$\int_{40}^{50} (x^2 + y^2) \, dy = x^2 (50-40) + \left[ \frac{y^3}{3} \right]_{40}^{50} = 10 x^2 + \frac{125000 - 64000}{3} = 10 x^2 + \frac{61000}{3}$$
Outer integral:
$$k \int_{30}^{40} \left( 10 x^2 + \frac{61000}{3} \right) dx = k \left[ 10 \frac{x^3}{3} + \frac{61000}{3} x \right]_{30}^{40}$$
Calculate terms:
$$10 \frac{40^3}{3} = 10 \frac{64000}{3} = \frac{640,000}{3}$$
$$10 \frac{30^3}{3} = 10 \frac{27000}{3} = 90,000$$
$$\frac{61000}{3} \times 40 = \frac{2,440,000}{3}$$
$$\frac{61000}{3} \times 30 = 610,000$$
So:
$$k \left( \left( \frac{640,000}{3} + \frac{2,440,000}{3} \right) - (90,000 + 610,000) \right) = k \left( \frac{3,080,000}{3} - 700,000 \right)$$
Convert $700,000$ to thirds:
$$700,000 = \frac{2,100,000}{3}$$
So:
$$k \left( \frac{3,080,000 - 2,100,000}{3} \right) = k \frac{980,000}{3}$$
Plug in $k$:
$$P = \frac{3}{3,920,000} \times \frac{980,000}{3} = \frac{980,000}{3,920,000} = 0.25$$
4. **Find probability both tires are underfilled:** Underfilled means pressure less than 40.
$$P(X < 40, Y < 40) = \int_{30}^{40} \int_{30}^{40} k(x^2 + y^2) \, dy \, dx$$
Inner integral:
$$\int_{30}^{40} (x^2 + y^2) \, dy = 10 x^2 + \frac{40^3 - 30^3}{3} = 10 x^2 + \frac{64000 - 27000}{3} = 10 x^2 + \frac{37000}{3}$$
Outer integral:
$$k \int_{30}^{40} \left( 10 x^2 + \frac{37000}{3} \right) dx = k \left[ 10 \frac{x^3}{3} + \frac{37000}{3} x \right]_{30}^{40}$$
Calculate terms:
$$10 \frac{40^3}{3} = \frac{640,000}{3}$$
$$10 \frac{30^3}{3} = 90,000$$
$$\frac{37000}{3} \times 40 = \frac{1,480,000}{3}$$
$$\frac{37000}{3} \times 30 = 370,000$$
So:
$$k \left( \left( \frac{640,000}{3} + \frac{1,480,000}{3} \right) - (90,000 + 370,000) \right) = k \left( \frac{2,120,000}{3} - 460,000 \right)$$
Convert $460,000$ to thirds:
$$460,000 = \frac{1,380,000}{3}$$
So:
$$k \frac{740,000}{3} = \frac{3}{3,920,000} \times \frac{740,000}{3} = \frac{740,000}{3,920,000} \approx 0.1888$$
5. **Find covariance $\mathrm{Cov}(X,Y)$:**
$$\mathrm{Cov}(X,Y) = E[XY] - E[X]E[Y]$$
Calculate $E[X]$:
$$E[X] = \int_{30}^{50} \int_{30}^{50} x f(x,y) \, dy \, dx = k \int_{30}^{50} \int_{30}^{50} x (x^2 + y^2) \, dy \, dx = k \int_{30}^{50} \int_{30}^{50} (x^3 + x y^2) \, dy \, dx$$
Inner integral:
$$\int_{30}^{50} (x^3 + x y^2) \, dy = x^3 (50-30) + x \left[ \frac{y^3}{3} \right]_{30}^{50} = 20 x^3 + x \frac{125000 - 27000}{3} = 20 x^3 + x \frac{98000}{3}$$
Outer integral:
$$k \int_{30}^{50} \left( 20 x^3 + \frac{98000}{3} x \right) dx = k \left[ 20 \frac{x^4}{4} + \frac{98000}{3} \frac{x^2}{2} \right]_{30}^{50} = k \left[ 5 x^4 + \frac{49000}{3} x^2 \right]_{30}^{50}$$
Calculate terms:
$$5 \times 50^4 = 5 \times 6,250,000 = 31,250,000$$
$$5 \times 30^4 = 5 \times 810,000 = 4,050,000$$
$$\frac{49000}{3} \times 50^2 = \frac{49000}{3} \times 2500 = \frac{122,500,000}{3}$$
$$\frac{49000}{3} \times 30^2 = \frac{49000}{3} \times 900 = \frac{44,100,000}{3}$$
So:
$$k \left( (31,250,000 + \frac{122,500,000}{3}) - (4,050,000 + \frac{44,100,000}{3}) \right) = k \left( 31,250,000 - 4,050,000 + \frac{122,500,000 - 44,100,000}{3} \right)$$
Calculate:
$$31,250,000 - 4,050,000 = 27,200,000$$
$$\frac{122,500,000 - 44,100,000}{3} = \frac{78,400,000}{3}$$
So:
$$k \left( 27,200,000 + \frac{78,400,000}{3} \right) = k \frac{81,600,000 + 78,400,000}{3} = k \frac{160,000,000}{3}$$
Plug in $k$:
$$E[X] = \frac{3}{3,920,000} \times \frac{160,000,000}{3} = \frac{160,000,000}{3,920,000} \approx 40.82$$
By symmetry, $E[Y] = E[X] = 40.82$.
6. Calculate $E[XY]$:
$$E[XY] = \int_{30}^{50} \int_{30}^{50} xy f(x,y) \, dy \, dx = k \int_{30}^{50} \int_{30}^{50} xy (x^2 + y^2) \, dy \, dx = k \int_{30}^{50} \int_{30}^{50} (x^3 y + x y^3) \, dy \, dx$$
Inner integral:
$$\int_{30}^{50} (x^3 y + x y^3) \, dy = x^3 \frac{y^2}{2} + x \frac{y^4}{4} \Big|_{30}^{50} = x^3 \frac{50^2 - 30^2}{2} + x \frac{50^4 - 30^4}{4}$$
Calculate:
$$50^2 - 30^2 = 2500 - 900 = 1600$$
$$50^4 - 30^4 = 6,250,000 - 810,000 = 5,440,000$$
So inner integral:
$$x^3 \times 800 + x \times 1,360,000$$
Outer integral:
$$k \int_{30}^{50} (800 x^3 + 1,360,000 x) dx = k \left[ 800 \frac{x^4}{4} + 1,360,000 \frac{x^2}{2} \right]_{30}^{50} = k \left[ 200 x^4 + 680,000 x^2 \right]_{30}^{50}$$
Calculate terms:
$$200 \times 50^4 = 200 \times 6,250,000 = 1,250,000,000$$
$$200 \times 30^4 = 200 \times 810,000 = 162,000,000$$
$$680,000 \times 50^2 = 680,000 \times 2500 = 1,700,000,000$$
$$680,000 \times 30^2 = 680,000 \times 900 = 612,000,000$$
So:
$$k \left( (1,250,000,000 + 1,700,000,000) - (162,000,000 + 612,000,000) \right) = k (2,950,000,000 - 774,000,000) = k 2,176,000,000$$
Plug in $k$:
$$E[XY] = \frac{3}{3,920,000} \times 2,176,000,000 = \frac{6,528,000,000}{3,920,000} \approx 1664.29$$
7. Calculate covariance:
$$\mathrm{Cov}(X,Y) = E[XY] - E[X]E[Y] = 1664.29 - (40.82)^2 = 1664.29 - 1666.91 = -2.62$$
8. **Find correlation coefficient $\rho$:**
$$\rho = \frac{\mathrm{Cov}(X,Y)}{\sigma_X \sigma_Y}$$
Calculate $\sigma_X^2 = E[X^2] - (E[X])^2$.
Calculate $E[X^2]$:
$$E[X^2] = \int_{30}^{50} \int_{30}^{50} x^2 f(x,y) \, dy \, dx = k \int_{30}^{50} \int_{30}^{50} x^2 (x^2 + y^2) \, dy \, dx = k \int_{30}^{50} \int_{30}^{50} (x^4 + x^2 y^2) \, dy \, dx$$
Inner integral:
$$\int_{30}^{50} (x^4 + x^2 y^2) \, dy = x^4 (50-30) + x^2 \left[ \frac{y^3}{3} \right]_{30}^{50} = 20 x^4 + x^2 \frac{98000}{3}$$
Outer integral:
$$k \int_{30}^{50} \left( 20 x^4 + \frac{98000}{3} x^2 \right) dx = k \left[ 20 \frac{x^5}{5} + \frac{98000}{3} \frac{x^3}{3} \right]_{30}^{50} = k \left[ 4 x^5 + \frac{98000}{9} x^3 \right]_{30}^{50}$$
Calculate terms:
$$4 \times 50^5 = 4 \times 3,125,000,000 = 12,500,000,000$$
$$4 \times 30^5 = 4 \times 243,000,000 = 972,000,000$$
$$\frac{98000}{9} \times 50^3 = \frac{98000}{9} \times 125,000 = \frac{12,250,000,000}{9} \approx 1,361,111,111$$
$$\frac{98000}{9} \times 30^3 = \frac{98000}{9} \times 27,000 = \frac{2,646,000,000}{9} \approx 294,000,000$$
So:
$$k \left( (12,500,000,000 + 1,361,111,111) - (972,000,000 + 294,000,000) \right) = k (13,861,111,111 - 1,266,000,000) = k 12,595,111,111$$
Plug in $k$:
$$E[X^2] = \frac{3}{3,920,000} \times 12,595,111,111 \approx 9637.5$$
Calculate variance:
$$\sigma_X^2 = 9637.5 - (40.82)^2 = 9637.5 - 1666.91 = 7970.59$$
Similarly, $\sigma_Y^2 = 7970.59$ and $\sigma_X = \sigma_Y = \sqrt{7970.59} \approx 89.28$.
Correlation:
$$\rho = \frac{-2.62}{89.28 \times 89.28} = \frac{-2.62}{7970.59} \approx -0.00033$$
9. **Find marginal densities:**
$$f_X(x) = \int_{30}^{50} f(x,y) \, dy = k \int_{30}^{50} (x^2 + y^2) \, dy = k \left( 20 x^2 + \frac{50^3 - 30^3}{3} \right) = k \left( 20 x^2 + \frac{98000}{3} \right)$$
Similarly,
$$f_Y(y) = k \left( 20 y^2 + \frac{98000}{3} \right)$$
10. **Find conditional densities:**
$$f_{X|Y}(x|y) = \frac{f(x,y)}{f_Y(y)} = \frac{k(x^2 + y^2)}{k \left( 20 y^2 + \frac{98000}{3} \right)} = \frac{x^2 + y^2}{20 y^2 + \frac{98000}{3}}$$
Similarly,
$$f_{Y|X}(y|x) = \frac{x^2 + y^2}{20 x^2 + \frac{98000}{3}}$$
**Final answers:**
- $k \approx 7.653 \times 10^{-7}$
- $P(30 < X < 40, 40 < Y < 50) = 0.25$
- $P(X < 40, Y < 40) \approx 0.1888$
- $\mathrm{Cov}(X,Y) \approx -2.62$
- Correlation coefficient $\rho \approx -0.00033$
- Marginal densities:
$$f_X(x) = k \left( 20 x^2 + \frac{98000}{3} \right), \quad f_Y(y) = k \left( 20 y^2 + \frac{98000}{3} \right)$$
- Conditional densities:
$$f_{X|Y}(x|y) = \frac{x^2 + y^2}{20 y^2 + \frac{98000}{3}}, \quad f_{Y|X}(y|x) = \frac{x^2 + y^2}{20 x^2 + \frac{98000}{3}}$$