MULTIPLE INTEGRALS 15. MULTIPLE INTEGRALS 15.5 Applications of Double Integrals In this section, we...

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MULTIPLE INTEGRALS MULTIPLE INTEGRALS 15

Transcript of MULTIPLE INTEGRALS 15. MULTIPLE INTEGRALS 15.5 Applications of Double Integrals In this section, we...

Page 1: MULTIPLE INTEGRALS 15. MULTIPLE INTEGRALS 15.5 Applications of Double Integrals In this section, we will learn about: The physical applications of double.

MULTIPLE INTEGRALSMULTIPLE INTEGRALS

15

Page 2: MULTIPLE INTEGRALS 15. MULTIPLE INTEGRALS 15.5 Applications of Double Integrals In this section, we will learn about: The physical applications of double.

MULTIPLE INTEGRALS

15.5Applications

of Double Integrals

In this section, we will learn about:

The physical applications of double integrals.

Page 3: MULTIPLE INTEGRALS 15. MULTIPLE INTEGRALS 15.5 Applications of Double Integrals In this section, we will learn about: The physical applications of double.

APPLICATIONS OF DOUBLE INTEGRALS

We have already seen one application

of double integrals: computing volumes.

Another geometric application is

finding areas of surfaces.

This will be done in Section 16.6

Page 4: MULTIPLE INTEGRALS 15. MULTIPLE INTEGRALS 15.5 Applications of Double Integrals In this section, we will learn about: The physical applications of double.

In this section, we explore physical

applications—such as computing:

Mass

Electric charge

Center of mass

Moment of inertia

APPLICATIONS OF DOUBLE INTEGRALS

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We will see that these physical ideas

are also important when applied to

probability density functions of two random

variables.

APPLICATIONS OF DOUBLE INTEGRALS

Page 6: MULTIPLE INTEGRALS 15. MULTIPLE INTEGRALS 15.5 Applications of Double Integrals In this section, we will learn about: The physical applications of double.

In Section 8.3, we used single integrals to

compute moments and the center of mass of

a thin plate or lamina with constant density.

Now, equipped with the double integral, we

can consider a lamina with variable density.

DENSITY AND MASS

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DENSITY

Suppose the lamina occupies a region D

of the xy-plane.

Also, let its density (in units of mass per unit

area) at a point (x, y) in D be given by ρ(x, y),

where ρ is a continuous function on D.

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MASS

This means that:

where: Δm and ΔA are

the mass and area of a small rectangle that contains (x, y).

The limit is taken as the dimensions of the rectangle approach 0.

( , ) limm

x yA

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MASS

To find the total mass m of the lamina,

we:

Divide a rectangle R containing D into subrectangles Rij of equal size.

Consider ρ(x, y) to be 0 outside D.

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MASS

If we choose a point (xij*, yij*) in Rij ,

then the mass of the part of the lamina

that occupies Rij is approximately

ρ(xij*, yij*) ∆A

where ∆A is the area of Rij.

Page 11: MULTIPLE INTEGRALS 15. MULTIPLE INTEGRALS 15.5 Applications of Double Integrals In this section, we will learn about: The physical applications of double.

MASS

If we add all such masses, we get

an approximation to the total mass:

* *

1 1

( , )k l

ij iji j

m x y A

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MASS

If we now increase the number of

subrectangles, we obtain the total mass m

of the lamina as the limiting value of

the approximations:

* *

,1 1

lim ( , )

( , )

k l

ij ijk l

i j

D

m x y A

x y dA

Equation 1

Page 13: MULTIPLE INTEGRALS 15. MULTIPLE INTEGRALS 15.5 Applications of Double Integrals In this section, we will learn about: The physical applications of double.

DENSITY AND MASS

Physicists also consider other types of

density that can be treated in the same

manner.

For example, an electric charge is distributed over a region D and the charge density (in units of charge per unit area) is given by σ(x, y) at a point (x, y) in D.

Page 14: MULTIPLE INTEGRALS 15. MULTIPLE INTEGRALS 15.5 Applications of Double Integrals In this section, we will learn about: The physical applications of double.

TOTAL CHARGE

Then, the total charge Q is given

by:

Equation 2

( , )D

Q x y dA

Page 15: MULTIPLE INTEGRALS 15. MULTIPLE INTEGRALS 15.5 Applications of Double Integrals In this section, we will learn about: The physical applications of double.

TOTAL CHARGE

Charge is distributed over the triangular

region D so that the charge density at (x, y)

is σ(x, y) = xy, measured in coulombs per

square meter (C/m2).

Find the total charge.

Example 1

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TOTAL CHARGE

From Equation 2 and the figure,

we have:

1 1

0 1

121

01

( , )D

x

y

y x

Q

x y dA

xy dy dx

yx dx

x

Example 1

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TOTAL CHARGE

The total charge is: C5

24

Example 1

1 2 2

0

1 2 312 0

13 4

0

[1 (1 ) ]2

(2 )

1 2 5

2 3 4 24

xx dx

x x dx

x x

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MOMENTS AND CENTERS OF MASS

In Section 8.3, we found the center of mass

of a lamina with constant density.

Here, we consider a lamina with variable

density.

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MOMENTS AND CENTERS OF MASS

Suppose the lamina occupies a region D

and has density function ρ(x, y).

Recall from Chapter 8 that we defined the moment of a particle about an axis as the product of its mass and its directed distance from the axis.

Page 20: MULTIPLE INTEGRALS 15. MULTIPLE INTEGRALS 15.5 Applications of Double Integrals In this section, we will learn about: The physical applications of double.

We divide D into small rectangles as earlier.

Then, the mass of Rij is approximately:

ρ(xij*, yij*) ∆A

So, we can approximate the moment of Rij

with respect to the x-axis by:

[ρ(xij*, yij*) ∆A] yij*

MOMENTS AND CENTERS OF MASS

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If we now add these quantities and take

the limit as the number of subrectangles

becomes large, we obtain the moment of

the entire lamina about the x-axis:

Equation 3

* * *

,1 1

lim ( , )

( , )

m n

x ij ij ijm n

i j

D

M y x y A

y x y dA

MOMENT ABOUT X-AXIS

Page 22: MULTIPLE INTEGRALS 15. MULTIPLE INTEGRALS 15.5 Applications of Double Integrals In this section, we will learn about: The physical applications of double.

MOMENT ABOUT Y-AXIS

Similarly, the moment about the y-axis

is:

Equation 4

My lim

m,n x

ij*

j1

n

i1

m

(xij* , y

ij* )A

x(x, y) dAD

Page 23: MULTIPLE INTEGRALS 15. MULTIPLE INTEGRALS 15.5 Applications of Double Integrals In this section, we will learn about: The physical applications of double.

CENTER OF MASS

As before, we define the center of mass

so that and .

The physical significance is that:

The lamina behaves as if its entire mass is concentrated at its center of mass.

( , )x y

ymx M xmy M

Page 24: MULTIPLE INTEGRALS 15. MULTIPLE INTEGRALS 15.5 Applications of Double Integrals In this section, we will learn about: The physical applications of double.

CENTER OF MASS

Thus, the lamina balances horizontally

when supported at its center of mass.

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CENTER OF MASS

The coordinates of the center of mass

of a lamina occupying the region D and

having density function ρ(x, y) are:

where the mass m is given by:

Formulas 5

( , )x y

1( , )y

D

x

Mx x y dA

m m

( , )D

m x y dA

1( , )x

D

y

My x y dA

m m

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CENTER OF MASS

Find the mass and center of mass

of a triangular lamina with vertices

(0, 0), (1, 0), (0, 2)

and if the density function is

ρ(x, y) = 1 + 3x + y

Example 2

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CENTER OF MASS

The triangle is shown.

Note that the equation of the upper boundary is:

y = 2 – 2x

Example 2

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CENTER OF MASS

The mass of the lamina is:

Example 2

1 2 2

0 0

2 221

00

131 2

00

( , ) (1 3 )

32

4 (1 ) 43

8

3

x

D

y x

y

m x y dA x y dy dx

yy xy dx

xx dx x

Page 29: MULTIPLE INTEGRALS 15. MULTIPLE INTEGRALS 15.5 Applications of Double Integrals In this section, we will learn about: The physical applications of double.

CENTER OF MASS

Then, Formulas 5 give:

Example 2

1 2 2 238 0 0

2 221 2

00

12 41 33

2 00

1( , ) ( 3 )

33

8 2

3( )

2 2 4

3

8

x

D

y x

y

x x x y dA x x xy dy dxm

yxy x y x dx

x xx x dx

Page 30: MULTIPLE INTEGRALS 15. MULTIPLE INTEGRALS 15.5 Applications of Double Integrals In this section, we will learn about: The physical applications of double.

CENTER OF MASS

Example 21 2 2 23

8 0 0

2 22 2 31

00

1 2 314 0

12 43

0

1( , ) ( 3 )

33

8 2 2 3

(7 9 3 5 )

17 9 5

4 2 4

11

16

x

D

y x

y

y y x y dA y xy y dy dxm

y y yx dx

x x x dx

x xx x

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CENTER OF MASS

The center of mass is

at the point .

Example 2

3 118 16,

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CENTER OF MASS

The density at any point on a semicircular

lamina is proportional to the distance from

the center of the circle.

Find the center of mass of the lamina.

Example 3

Page 33: MULTIPLE INTEGRALS 15. MULTIPLE INTEGRALS 15.5 Applications of Double Integrals In this section, we will learn about: The physical applications of double.

CENTER OF MASS

Let’s place the lamina as the upper half

of the circle x2 + y2 = a2.

Then, the distance from a point (x, y) to the center of the circle (the origin) is:

Example 3

2 2x y

Page 34: MULTIPLE INTEGRALS 15. MULTIPLE INTEGRALS 15.5 Applications of Double Integrals In this section, we will learn about: The physical applications of double.

CENTER OF MASS

Therefore, the density function

is:

where K is some constant.

Example 3

2 2( , )x y K x y

Page 35: MULTIPLE INTEGRALS 15. MULTIPLE INTEGRALS 15.5 Applications of Double Integrals In this section, we will learn about: The physical applications of double.

CENTER OF MASS

Both the density function and the shape of

the lamina suggest that we convert to polar

coordinates.

Then, and the region D is given by:

0 ≤ r ≤ a, 0 ≤ θ ≤ π

2 2x y r

Example 3

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CENTER OF MASS

Thus, the mass of the lamina is:

2 2

0 0

2

0 0

3 3

0

( , )

( )

3 3

D D

a

a

a

m x y dA K x y dA

Kr r dr d

K d r dr

r K aK

Example 3

Page 37: MULTIPLE INTEGRALS 15. MULTIPLE INTEGRALS 15.5 Applications of Double Integrals In this section, we will learn about: The physical applications of double.

CENTER OF MASS

Both the lamina and the density function

are symmetric with respect to the y-axis.

So, the center of mass must lie on the y-axis, that is,

= 0x

Example 3

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CENTER OF MASS

The y-coordinate is given by:

y1

my(x, y) dA

D

3

Ka3r sin(Kr)r dr d

0

a

0

3

a3sin d

0

r3

0

a

dr

3

a3[ cos]

0 r 4

4

0

a

3

a3

2a4

4

3a

2

Example 3

Page 39: MULTIPLE INTEGRALS 15. MULTIPLE INTEGRALS 15.5 Applications of Double Integrals In this section, we will learn about: The physical applications of double.

CENTER OF MASS

Thus, the center of mass is located at

the point (0, 3a/(2π)).

Example 3

Page 40: MULTIPLE INTEGRALS 15. MULTIPLE INTEGRALS 15.5 Applications of Double Integrals In this section, we will learn about: The physical applications of double.

MOMENT OF INERTIA

The moment of inertia (also called the second

moment) of a particle of mass m about an axis

is defined to be mr2, where r is the distance

from the particle to the axis.

We extend this concept to a lamina with density function ρ(x, y) and occupying a region D by proceeding as we did for ordinary moments.

Page 41: MULTIPLE INTEGRALS 15. MULTIPLE INTEGRALS 15.5 Applications of Double Integrals In this section, we will learn about: The physical applications of double.

MOMENT OF INERTIA

Thus, we:

Divide D into small rectangles.

Approximate the moment of inertia of each subrectangle about the x-axis.

Take the limit of the sum as the number of subrectangles becomes large.

Page 42: MULTIPLE INTEGRALS 15. MULTIPLE INTEGRALS 15.5 Applications of Double Integrals In this section, we will learn about: The physical applications of double.

MOMENT OF INERTIA (X-AXIS)

The result is the moment of inertia of

the lamina about the x-axis:

* 2 * *

,1 1

2

lim ( ) ( , )

( , )

m n

x ij ij ijm n

i j

D

I y x y A

y x y dA

Equation 6

Page 43: MULTIPLE INTEGRALS 15. MULTIPLE INTEGRALS 15.5 Applications of Double Integrals In this section, we will learn about: The physical applications of double.

MOMENT OF INERTIA (Y-AXIS)

Similarly, the moment of inertia about

the y-axis is:

* 2 * *

,1 1

2

lim ( ) ( , )

( , )

m n

y ij ij ijm n

i j

D

I x x y A

x x y dA

Equation 7

Page 44: MULTIPLE INTEGRALS 15. MULTIPLE INTEGRALS 15.5 Applications of Double Integrals In this section, we will learn about: The physical applications of double.

MOMENT OF INERTIA (ORIGIN)

It is also of interest to consider the moment of

inertia about the origin (also called the polar

moment of inertia):

Note that I0 = Ix + Iy.

* 2 * 2 * *0 ,

1 1

2 2

lim [( ) ( ) ] ( , )

( ) ( , )

m n

ij ij ij ijm ni j

D

I x y x y A

x y x y dA

Equation 8

Page 45: MULTIPLE INTEGRALS 15. MULTIPLE INTEGRALS 15.5 Applications of Double Integrals In this section, we will learn about: The physical applications of double.

MOMENTS OF INERTIA

Find the moments of inertia Ix , Iy , and I0

of a homogeneous disk D

with:

Density ρ(x, y) = ρ

Center the origin

Radius a

Example 4

Page 46: MULTIPLE INTEGRALS 15. MULTIPLE INTEGRALS 15.5 Applications of Double Integrals In this section, we will learn about: The physical applications of double.

MOMENTS OF INERTIA

The boundary of D is the circle

x2 + y2 = a2

In polar coordinates, D is described by:

0 ≤ θ ≤ 2π, 0 ≤ r ≤ a

Example 4

Page 47: MULTIPLE INTEGRALS 15. MULTIPLE INTEGRALS 15.5 Applications of Double Integrals In this section, we will learn about: The physical applications of double.

MOMENTS OF INERTIA

Let’s compute I0 first:

Example 4

22 2 20 0 0

2 3

0 0

4 4

0

( )

24 2

a

D

a

a

I x y dA r r dr d

d r dr

r a

Page 48: MULTIPLE INTEGRALS 15. MULTIPLE INTEGRALS 15.5 Applications of Double Integrals In this section, we will learn about: The physical applications of double.

MOMENTS OF INERTIA

Instead of computing Ix and Iy directly,

we use the facts that Ix + Iy = I0 and Ix = Iy

(from the symmetry of the problem).

Thus,

Example 4

40

2 4x y

I aI I

Page 49: MULTIPLE INTEGRALS 15. MULTIPLE INTEGRALS 15.5 Applications of Double Integrals In this section, we will learn about: The physical applications of double.

MOMENTS OF INERTIA

In Example 4, notice that the mass

of the disk is:

m = density x area = ρ(πa2)

Page 50: MULTIPLE INTEGRALS 15. MULTIPLE INTEGRALS 15.5 Applications of Double Integrals In this section, we will learn about: The physical applications of double.

MOMENTS OF INERTIA

So, the moment of inertia of the disk about

the origin (like a wheel about its axle) can be

written as:

Thus, if we increase the mass or the radius of the disk, we thereby increase the moment of inertia.

42 2 21 1

0 2 2( )2

aI a a ma

Page 51: MULTIPLE INTEGRALS 15. MULTIPLE INTEGRALS 15.5 Applications of Double Integrals In this section, we will learn about: The physical applications of double.

MOMENTS OF INERTIA

In general, the moment of inertia plays

much the same role in rotational motion

that mass plays in linear motion.

The moment of inertia of a wheel is what makes it difficult to start or stop the rotation of the wheel.

This is just as the mass of a car is what makes it difficult to start or stop the motion of the car.

Page 52: MULTIPLE INTEGRALS 15. MULTIPLE INTEGRALS 15.5 Applications of Double Integrals In this section, we will learn about: The physical applications of double.

RADIUS OF GYRATION

The radius of gyration of a lamina about

an axis is the number R such that

mR2 = I

where: m is the mass of the lamina. I is the moment of inertia about the given axis.

Equation 9

Page 53: MULTIPLE INTEGRALS 15. MULTIPLE INTEGRALS 15.5 Applications of Double Integrals In this section, we will learn about: The physical applications of double.

RADIUS OF GYRATION

Equation 9 says that:

If the mass of the lamina were concentrated at a distance R from the axis, then the moment of inertia of this “point mass” would be the same as the moment of inertia of the lamina.

Page 54: MULTIPLE INTEGRALS 15. MULTIPLE INTEGRALS 15.5 Applications of Double Integrals In this section, we will learn about: The physical applications of double.

RADIUS OF GYRATION

In particular, the radius of gyration

with respect to the x-axis and the radius of

gyration with respect to the y-axis are

given by:

y

x

Equations 10

2 2x ymy I mx I

Page 55: MULTIPLE INTEGRALS 15. MULTIPLE INTEGRALS 15.5 Applications of Double Integrals In this section, we will learn about: The physical applications of double.

RADIUS OF GYRATION

Thus, is the point at which the mass

of the lamina can be concentrated without

changing the moments of inertia with respect

to the coordinate axes.

Note the analogy with the center of mass.

( , )x y

Page 56: MULTIPLE INTEGRALS 15. MULTIPLE INTEGRALS 15.5 Applications of Double Integrals In this section, we will learn about: The physical applications of double.

RADIUS OF GYRATION

Find the radius of gyration about the x-axis

of the disk in Example 4.

As noted, the mass of the disk is m = ρπa2. So, from Equations 10, we have:

So, the radius of gyration about the x-axis is , which is half the radius of the disk.

Example 5

4 212 4

2 4x aI a

ym a

12y a

Page 57: MULTIPLE INTEGRALS 15. MULTIPLE INTEGRALS 15.5 Applications of Double Integrals In this section, we will learn about: The physical applications of double.

PROBABILITY

In Section 8.5, we considered

the probability density function f

of a continuous random variable X.

Page 58: MULTIPLE INTEGRALS 15. MULTIPLE INTEGRALS 15.5 Applications of Double Integrals In this section, we will learn about: The physical applications of double.

PROBABILITY

This means that:

f(x) ≥ 0 for all x.

= 1

The probability that X lies between a and b is found by integrating f from a to b:

( ) ( )b

aP a X b f x dx

( )f x dx

Page 59: MULTIPLE INTEGRALS 15. MULTIPLE INTEGRALS 15.5 Applications of Double Integrals In this section, we will learn about: The physical applications of double.

PROBABILITY

Now, we consider a pair of continuous

random variables X and Y, such as:

The lifetimes of two components of a machine.

The height and weight of an adult female chosen at random.

Page 60: MULTIPLE INTEGRALS 15. MULTIPLE INTEGRALS 15.5 Applications of Double Integrals In this section, we will learn about: The physical applications of double.

JOINT DENSITY FUNCTION

The joint density function of X and Y is

a function f of two variables such that

the probability that (X, Y) lies in a region D

is:

(( , ) ( , )D

P X Y D f x y dA

Page 61: MULTIPLE INTEGRALS 15. MULTIPLE INTEGRALS 15.5 Applications of Double Integrals In this section, we will learn about: The physical applications of double.

JOINT DENSITY FUNCTION

In particular, if the region is a rectangle,

the probability that X lies between a and b

and Y lies between c and d

is:

( , )

( , )b d

a c

P a X b c Y d

f x y dy dx

Page 62: MULTIPLE INTEGRALS 15. MULTIPLE INTEGRALS 15.5 Applications of Double Integrals In this section, we will learn about: The physical applications of double.

JOINT DENSITY FUNCTION—PROPERTIES

Probabilities aren’t negative and are

measured on a scale from 0 to 1.

Hence, the joint density function has

the following properties:

2

( , ) 0 ( , ) 1f x y f x y dA

Page 63: MULTIPLE INTEGRALS 15. MULTIPLE INTEGRALS 15.5 Applications of Double Integrals In this section, we will learn about: The physical applications of double.

JOINT DENSITY FUNCTION

As in Exercise 36 in Section 15.4, the double

integral over is an improper integral

defined as the limit of double integrals over

expanding circles or squares.

So, we can write:

2

( , ) ( , ) 1f x y dA f x y dx dy

2

Page 64: MULTIPLE INTEGRALS 15. MULTIPLE INTEGRALS 15.5 Applications of Double Integrals In this section, we will learn about: The physical applications of double.

JOINT DENSITY FUNCTION

If the joint density function for X and Y

is given by

find the value of the constant C.

Then, find P(X ≤ 7, Y ≥ 2).

Example 6

( 2 ) if 0 10,0 10( , )

0 otherwise

C x y x yf x y

Page 65: MULTIPLE INTEGRALS 15. MULTIPLE INTEGRALS 15.5 Applications of Double Integrals In this section, we will learn about: The physical applications of double.

JOINT DENSITY FUNCTION

We find the value of C by ensuring that

the double integral of f is equal to 1.

f(x, y) = 0 outside the rectangle [0, 10] X [0,

10]

Example 6

Page 66: MULTIPLE INTEGRALS 15. MULTIPLE INTEGRALS 15.5 Applications of Double Integrals In this section, we will learn about: The physical applications of double.

JOINT DENSITY FUNCTION

So, we have:

Thus, 1500C = 1 So, C =

11500

Example 6

10 10

0 0

1010 2

0 0

10

0

( , ) ( 2 )

(10 100) 1500

y

y

f x y dy dx C x y dy dx

C xy y dx

C x dx C

Page 67: MULTIPLE INTEGRALS 15. MULTIPLE INTEGRALS 15.5 Applications of Double Integrals In this section, we will learn about: The physical applications of double.

JOINT DENSITY FUNCTION

Now, we can compute the probability that

X is at most 7 and Y is at least 2:

Example 6

7

2

7 101

15000 2

107 211500 0 2

71

1500 0

8681500

( 7, 2) ( , )

( 2 )

(8 96)

0.5787

y

y

P X Y f x y dy dx

x y dy dx

xy y dx

x dx

Page 68: MULTIPLE INTEGRALS 15. MULTIPLE INTEGRALS 15.5 Applications of Double Integrals In this section, we will learn about: The physical applications of double.

INDEPENDENT RANDOM VARIABLES

Suppose X is a random variable with

probability density function f1(x) and Y is

a random variable with density function f2(y).

Then, X and Y are called independent random variables if their joint density function is the product of their individual density functions:

f(x, y) = f1(x)f2(y)

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In Section 8.5, we modeled waiting times

by using exponential density functions

where μ is the mean waiting time.

In the next example, we consider a situation with two independent waiting times.

1 /

0 if 0( )

if 0t

tf t

e t

INDEPENDENT RANDOM VARIABLES

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IND. RANDOM VARIABLES

The manager of a movie theater

determines that:

The average time moviegoers wait in line to buy a ticket for this week’s film is 10 minutes.

The average time they wait to buy popcorn is 5 minutes.

Example 7

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IND. RANDOM VARIABLES

Assuming that the waiting times are

independent, find the probability that

a moviegoer waits a total of less than

20 minutes before taking his or her seat.

Example 7

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IND. RANDOM VARIABLES

Let’s assume that both the waiting time X

for the ticket purchase and the waiting time Y

in the refreshment line are modeled by

exponential probability density functions.

Example 7

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IND. RANDOM VARIABLES

Then, we can write the individual density

functions as:

1 /10110

2 /515

0 if 0( )

if 0

0 if 0( )

if 0

x

y

xf x

e x

yf x

e y

Example 7

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IND. RANDOM VARIABLES

Since X and Y are independent,

the joint density function is the product:

1 2

/10 /5150

( , ) ( ) ( )

if 0, 0

0 otherwise

x y

f x y f x f y

e e x y

Example 7

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IND. RANDOM VARIABLES

We are asked for the probability that

X + Y < 20: P(X + Y < 20) = P((X,Y) D)

where D is

the triangular region

shown.

Example 7

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IND. RANDOM VARIABLES

Thus,

Example 7

20 20 /10 /51500 0

2020 /10 /5150 0 0

( 20)

( , )

( 5)

D

x x y

y xx y

y

P X Y

f x y dA

e e dy dx

e e dx

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IND. RANDOM VARIABLES

Thus, about 75% of the moviegoers wait less than 20 minutes before taking their seats.

Example 7

20 /10 ( 20) /5110 0

20 /10 4 /10110 0

4 2

1

1 2

0.7476

x x

x x

e e dx

e e e dx

e e

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EXPECTED VALUES

Recall from Section 8.5 that, if X is a random

variable with probability density function f,

then its mean is:

( )xf x dx

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EXPECTED VALUES

Now, if X and Y are random variables with joint

density function f, we define the X-mean and Y-

mean (also called the expected values of X and Y)

as:

2 2

1 2( , ) ( , )xf x y dA yf x y dAm m= =òò òò

Equations 11

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EXPECTED VALUES

Notice how closely the expressions for

μ1 and μ2 in Equations 11 resemble

the moments Mx and My of a lamina with

density function ρ in Equations 3 and 4.

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EXPECTED VALUES

In fact, we can think of probability as

being like continuously distributed mass.

We calculate probability the way we calculate

mass—by integrating a density function.

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EXPECTED VALUES

Then, as the total “probability mass” is 1,

the expressions for and in Formulas 5

show that:

We can think of the expected values of X and Y, μ1 and μ2, as the coordinates of the “center of mass” of the probability distribution.

x y

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NORMAL DISTRIBUTIONS

In the next example, we deal with normal

distributions.

As in Section 8.5, a single random variable is normally distributed if its probability density function is of the form

where μ is the mean and σ is the standard deviation.

2 2( ) /(2 )1( )

2xf x e

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NORMAL DISTRIBUTIONS

A factory produces (cylindrically shaped)

roller bearings that are sold as having

diameter 4.0 cm and length 6.0 cm.

The diameters X are normally distributed with mean 4.0 cm and standard deviation 0.01 cm.

The lengths Y are normally distributed with mean 6.0 cm and standard deviation 0.01 cm.

Example 8

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NORMAL DISTRIBUTIONS

Assuming that X and Y are independent,

write the joint density function and graph it.

Find the probability that a bearing randomly

chosen from the production line has either

length or diameter that differs from the mean

by more than 0.02 cm.

Example 8

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NORMAL DISTRIBUTIONS

X and Y are normally distributed with

μ1 = 4.0, μ2 = 6.0 and σ1 = σ2 = 0.01

Thus, the individual density functions for X and Y are:

Example 8

2

2

( 4) / 0.00021

( 6) / 0.00022

1( )

0.01 2

1( )

0.01 2

x

y

f x e

f y e

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NORMAL DISTRIBUTIONS

Since X and Y are independent,

the joint density function is the product:

Example 8

2 2

2 2

1 2

( 4) / 0.0002 ( 6) / 0.0002

5000[( 4) ( 6) ]

( , ) ( ) ( )

1

0.0002

5000

x y

x y

f x y f x f y

e e

e

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NORMAL DISTRIBUTIONS

A graph of the function is shown.

Example 8

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NORMAL DISTRIBUTIONS

Let’s first calculate the probability that

both X and Y differ from their means by

less than 0.02 cm.

Example 8

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NORMAL DISTRIBUTIONS Example 8

2 2

4.02 6.02

3.98 5.98

4.02 6.02 5000[( 4) ( 6) ]

3.98 5.98

(3.98 4.02,5.98 6.02)

( , )

5000

0.91

x y

P X Y

f x y dy dx

e dy dx

Using a calculator or computer to estimate

the integral, we have:

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NORMAL DISTRIBUTIONS

Then, the probability that either X or Y

differs from its mean by more than 0.02 cm

is approximately:

1 – 0.91 = 0.09

Example 8