1. A radioactive particle is randomly located in a square area with sides that are 1 unit in length. Let X and Y denote the coordinates of the particle. Because the particle is equally likely to fall in any subarea of fixed size, a reasonable model of (X , Y ) is given by
a. Find the mean of X.
b. Find the mean of Y.
c. Find the covariance between X and Y.
d. Find the correlation between X and Y.
Solution:
"\\begin{array}{ll}\n\nf(x, y)=\\left\\{\\begin{array}{ll}\n\n1, & & 0 \\leq x \\leq 1,0 \\leq y \\leq 1 \\\\\n\n0, & \\text { elsewhere }\n\n\\end{array}\\right. \n\\\\\n& f_{1}\\left({x}\\right)=1 \\\\\n\n& f_{2}\\left(y\\right)=1\n\n\\end{array}"
The expected value is the sum of the product of each possibility with its probability:
(a) "E\\left(X\\right)=E\\left(Y\\right)=\\int_{-\\infty}^{+\\infty} x f(x) d x=\\int_{0}^{1} x(1) d x=\\frac{1}{2}"
(b) "E(Y)=\\frac12"
(c) Then we get,
"E\\left(XY\\right)=E\\left(X\\right) E\\left(Y\\right)=\\frac{1}{2} \\times \\frac{1}{2}=\\frac{1}{4}"
"Cov(XY)=E(XY)-E(X)E(Y)=\\dfrac14-\\dfrac12.\\dfrac12=0"
(d) "Correlation(XY)=\\dfrac{Cov(XY)}{\\sigma_X\\sigma_Y}=0"
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