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The double integral has many interpretations other than volume. In this section,
we examine several of those di¤erent interpretations. Many of these intepreta-
tions will involve a lamina of a region R in the xy-plane, which is a solid whose
base is the region R and whose height is 1.
To begin with, let us suppose that the lamina has a mass-density of (x; y) ;
measured in units of mass per unit area ( is the Greek letter mu, pronounced
“mew”). In particular, suppose the x and y-axes are both partitioned into h-…ne
partitions. Then the “box” containing the point (x; y) has a small mass m
and a small base with area A; and the mass density function is then de…ned
m
(x; y) = lim
h!0 A
That is, we de…ne the mass density function so that m (x; y) A
As a result, the mass M of the lamina is approximately the sum of the masses
mjk of the “boxes” in the partition
XX XX
M mjk = (xj ; yk ) Ajk
j k j k
1
The total mass is then the limit of the approximations as h approaches 0:
XX ZZ
M = lim (xj ; yk ) Ajk = (x; y) dA
h!0 R
j k
That is, the total mass is the double integral over the region of the mass density.
Notice that if (x; y) = 1 for all xy in a region, then the mass is simply the
product of the height 1 and the area of the base R: As a result, the area A of a
region R is given by ZZ
A= dA
R
2
Evaluating the double integral leads to
Z 1 1
x2 1
A= xdx = =
0 2 0 2
Centers of Mass
3
Solution: In example 1, we saw that the mass of the lamina is
M = 1:5 kg. Thus,
ZZ
1
x = x (x; y) dA
1:5 R
Z 1Z 1
1
= x (x + 2y) dydx
1:5 0 0
Z 1
1
= x2 + x dx
1:5 0
= 0:5556
When the mass density of the lamina is (x; y) = 1 for all (x; y) in the region
R; then the center of mass is de…ned only by the region itself and is thus called
the centroid of R: Indeed, the mass M reduces to the area A of the region and
thus, ZZ ZZ
1 1
x= xdA; y = ydA
A R A R
Moreover, if the region is symmetric about a line l; then as we will show in the
exercises, the centroid of the region must lie on the line l:
4
As a result, we have
ZZ
1
x = xdA
4 R
Z 2Z x
1
= xdydx
4 0 x
Z 2
1
= 2x2 dx
4 0
4
=
3
and since the region R is symmetric about the line y = 0; we must
have
y=0
Joint Probability
Suppose that (X; Y ) is the outcome of a certain experiment and suppose that it
is known that (X; Y ) must occur in some region S in the plane. Then S is called
the sample space for the experiment and X and Y are called random variables.
Moreover, a function p (x; y) is called a joint probability density of the experi-
ment if the small probability P that (X; Y ) is in a small region in S containing
(x; y) is given by
P = p (x; y) A
where A is the area of the small region. Like a mass density, a joint probability
density is essentially the probability per unit area of the experiment.
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Thus, if R is a region inside of S and if the x and y-axes are both partitioned
into h-…ne partitions, then the probability P ((X; Y ) in R) that (X; Y ) is in R
is approximated by the Riemann sum
XX XX
P ((X; Y ) in R) Pjk = p (xj ; yk ) Ajk
j k j k
As a result, the density p (x; y) must be non-negative and since there is a 100%
chance of (X; Y ) being in the sample space S; we require also that
ZZ
p (x; y) dA = 1 (1)
S
1 if 0 x 1 and 0 y 1
p (x; y) =
0 otherwise
What is the probability that the point is inside the rectangle R given
by [0:1; 0:6] [0:3; 0:8]?
thus showing that p (x; y) does satisfy (1) and is a probability density.
Indeed, in this experiment, the probability density can be considered
the probability of choosing the point (x; y) “at random” from the
sample space S: Moreover, the probability that a random selection
of (X; Y ) from S will be in R
ZZ
P [(X; Y ) in R] = p (x; y) dA
R
Z 0:6 Z 0:8
= 1dydx
0:1 0:3
= 0:25
6
Thus, there is a 25% chance that (X; Y ) will be in R; which is about
a 1 in 4 chance.
Suppose that the random variable X of a given event has a probability density
of p1 (x) and suppose that the random variable Y of an additional event has a
probability density of p2 (y). Then X and Y are said to be independent random
variables if their joint density function is
That is, two events are independent if their joint density function is the product
of the density functions of the random variables of the individual events.
7
As a result, the probability that (X; Y ) is in R is
P (X + Y 60) = P [(X; Y ) in R]
ZZ
= p (x; y) dA
Z ZR
1
= e x=10 e y=30
dA
R 300
Thus, there is a 79.8% chance that a customer will spend less than
an hour at the restaurant.
Expected Value
Solution: Since the sample space is the 1st quadrant, the expected
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time for waiting on a table is
ZZ
1
E (X) = x e x=10 e y=30 dA
S 300
Z 1Z 1
1
= xe x=10 e y=30 dydx
300 0 0
Z 1
1
= xe x=10 dx
10 0
1
= 100 = 10
10
Likewise, E (Y ) = 30: That is, the expected values of the 2 events are
the average waiting time and the average dining time, respectively.
Exercises:
Find the mass of the lamina with the given mass density
1. x = 0; x = 1; y = 0; y = 2 2. x = 0; x = y; y = 0; y = 1
(x; y) = 2 kg per square meter (x; y) = 2 kg per square meter
3. x = 0; x = ; y = 0; y = sin(x) 4. y = 0; y = 1; x = y; x = y 2
(x; y) = 2x kg per square meter (x; y) = 2x kg per square meter
5. y = 1 x2 ; y = x2 1 6. y = 1; y = cosh (x)
(x; y) = x2 + y 2 kg per square meter (x; y) = y kg per square meter
Find the center of mass of the lamina of the following regions with the given
mass density. (Use 1-6 above)
7. x = 0; x = 1; y = 0; y = 2 8. x = 0; x = y; y = 0; y = 1
(x; y) = 2 kg per square meter (x; y) = 2 kg per square meter
9. x = 0; x = ; y = 0; y = sin(x) 10. y = 0; y = 1; x = y; x = y 2
(x; y) = 2x kg per square meter (x; y) = 2x kg per square meter
11. y = 1 x2 ; y = x2 1 12. y = 1; y = cosh (x)
(x; y) = x2 + y 2 kg per square meter (x; y) = y kg per square meter
13. x = 0; x = 1; y = 0; y = x 14. x = 0; x = 1; y = 0; y = x2
15. x = 1; x = 1; y = 0; y = 1 jxj 16. y = 0; y = 1; x = 0; x = sin ( y)
17. y = 0; y = 1; x = y 2 ; y = x2 18. y = 0; y = 1; x = y 2 ; y = x
Show the following are joint probability density functions over the given sample
spaces. Then …nd the expected valeus of the random variables X and Y:
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19. Sample Space: [0; 1] [0; 5] 20. Sample Space: [0; 1] [0; 4]
p (x; y) = 0:2 p (x; y) = 0:25
21. Sample Space: [0; 1] [0; 1] 22. Sample Space: [0; 1] [0; 1]
p (x; y) = x + y p (x; y) = 4xy
23. Sample Space: 1st Quadrant 24. Sample Space: 1st Quadrant
e x
p (x; y) = 0:2e x y=5 p (x; y) = 2 1+y 2
25. Sample Space: Entire Plane 26. Sample Space: [1; 1] [0; 1]
p (x; y) = 41 e jxj jyj p (x; y) = x1 e xy
27. A bank operates both a drive-up window and an indoor teller window.
On a randomly selected day, let X = the percentage of the work-day that the
drive-up window is in use and let Y = percentage of the work-day that the
indoor teller window is in use (Note: both X and Y are between 0 and 1 ).
Observation over a period of time leads them to the following joint density for
X and Y :
6 6 2
p (x; y) = 5x + 5y if 0 x; y 1
0 otherwise
28. What is the joint probability density for the coordinates of a point
(X; Y ) chosen uniformly randomly from the triangle with vertices (0; 0) ; (1; 0) ;
and (0; 1)? What is the probability that X < Y ? What is the probability that
2X < Y ?
29. Suppose we are given radioactive substances A and B with decay rates
> 0 and > 0; respectively. Then the probability that A will decay in the
time interval [s; s + ds] and B will decay in the time interval [t; t + dt] is given
by
e s t dsdt
for s; t 0:
10
30. What are the expected values for the decays of A and B, respectively,
in exercise 29 (as functions of and )? Explain.
31. If X is uniformly randomly distributed in [0; 10] ; then it has a proba-
bility density of
0:1 if 0 x 1
p (x) =
0 otherwise
What is the probability that two numbers chosen uniformly randomly from
[0; 10] have a sum greater than 10?
32. What is the probability that two numbers chosen uniformly randomly
from [0; 10] have a product greater than 10? (see exercise 31).
33. The probability density for a point (x; y) chosen uniformly randomly in
the unit square is
1 if 0 x; y 1
p (x; y) =
0 if otherwise
What is the probability that y will be less than x2 in the unit square?
34. A can of mixed nuts contains 1 kg of cashews, peanuts, and almonds.
For a randomly selected box, let X and Y represent the weights of the cashews
and almonds, respectively, and suppose that the joint density function of these
variables is
24xy if 0 x 1; 0 y 1; x + y 1
p (x; y) =
0 if x < 0 or y < 0
Show that p(x; y) is a probability density, and then compute the expected values
of X and Y . What is the probability that half of the weight of the contents of
the can will be cashews?
35. Your arrive at a restaurant where the time T between two customers
being seated has a density of p (t) = e t for t 0: What is the probability that
you have less than 10 minutes to wait before being seated if there is one person
ahead of you if the person two ahead of you is seated just as you arrive? (Hint:
Let S be the time between you and the customer ahead of you, and let T be the
time between the customer ahead of you and the customer just seated. Assume
S and T are independent with densities p (s) = e s for s 0 and q (t) = e t
for t 0; respectively).
36. Suppose that on a certain internet server, the time T between the arrival
of two successive packets is exponentially distributed with density
0:01t
p (t) = 0:01e f or t 0
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37. Bacteria is growing on a slide which corresponds to [0; 20] [0; 5], where
distances are in centimeters. If the density of the bacteria is determined to be
bacteria
(x; y) = 1000xy (20 x) (5 y)
cm2
then about how many bacteria are on the slide?
38. A certain town is overlaid by the unit square with sides of length 1 mile.
The population density is then measured to be
Show that if the center of mass of a laminate of R is (x1 ; y1 ) and if the center
of mass of a laminate of S is (x2 ; y2 ) ; then the center of mass of a laminate of
R [ S has coordinates
x1 M1 + x2 M2 y 1 M1 + y 2 M2
x= ; y=
M1 + M2 M1 + M2
where M1 is the mass of R and M2 is the mass of S:
40. Show that if p1 (x) and p2 (y) are probability densities for x and y,
respectively, then
p (x; y) = p1 (x) p2 (y)
is a probability density on R2 :
41. Write to Learn: Torque is the tendency of a force to cause an object
to rotate about a given axis. In particular, if the force is gravity, then the torque
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of a laminate of a region R with mass density (x; y) about a line x =
is given by ZZ
torque = (x ) (x; y) dA
R
Write a short essay which shows that the torque is zero if and only if
=x
then x and y are said to be independent random variables. Write a short essay
which shows that if x and y are independent, then
P (a x b and c y d) = P (a x b) P (c y d)
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