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Math Help - Double integral

  1. #1
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    Double integral

    Let
    f(x)=6x(1-x) for 0\leq x\leq 1
    g(y)=2y for 0 < y < 1

    Calculate F(w) = \iint_{x^2y \leq w}f(x)g(y)dxdy for 0\leq w\leq 1

    I'm having trouble figuring out what the limits are since w is also a variable.
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  2. #2
    Grand Panjandrum
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    Re: Double integral

    Quote Originally Posted by Ridley View Post
    Let
    f(x)=6x(1-x) for 0\leq x\leq 1
    g(y)=2y for 0 < y < 1

    Calculate F(w) = \iint_{x^2y \leq w}f(x)g(y)dxdy for 0\leq w\leq 1

    I'm having trouble figuring out what the limits are since w is also a variable.
    If you let y go from 0 to w, then x goes from 0 to sqrt(w/y)

    CB
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  3. #3
    MHF Contributor FernandoRevilla's Avatar
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    Re: Double integral

    Quote Originally Posted by Ridley View Post
    Let
    f(x)=6x(1-x) for 0\leq x\leq 1
    g(y)=2y for 0 < y < 1

    Calculate F(w) = \iint_{x^2y \leq w}f(x)g(y)dxdy for 0\leq w\leq 1
    I suppose you have a typo: on the unbounded region x^2y\leq w the function F(x,y)=f(x)g(y) is not well defined. Take for example the fourth quadrant.
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    Re: Double integral

    It is implied that f and g are zero everywhere where they are not explicitly defined above (I didn't bother typing it out). I'm not sure if this changes anything.

    I was originally trying to solve a probability problem where f and g above are probability density functions for the stochastic variables X and Y. The problem was to find the probability density function for W = X^2Y where X and Y are independent. I figured I could find the distribution for W and then take the derivative of that.
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  5. #5
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    Re: Double integral

    No, w is not a variable. For the purposes of this problem, w is a constant.
    When x= 1, y= w. When y= 1, x= \sqrt{w}

    If you wish to integrate with respect to y first, for each x, y will vary from 0 to y= w/x^2. If you wish to integrate with respect to x first, for each y, x will vary from 0 to x= \sqrt{w}/y.

    Your integral is
    \int_{x=0}^1\int_{y= 0}^{w/x^2} f(x)g(y)dydx
    or
    \int_{y=0}^1\int_{x=0}^{\sqrt{w}/y} fd(x)g(y)dxdy
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    Re: Double integral

    I had tried both those integrals before posting the question but they both give the wrong answer. I figured out that you need to split the integral into two different areas to account for all values of w. It becomes obvious if you try to graph the area for different values of w.

    F(w) = \int_{0}^{1}\int_{0}^{w}f(x)g(y)dxdy + \int_{w}^{1}\int_{0}^{\sqrt{w/y}}f(x)g(y)dxdy
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  7. #7
    Grand Panjandrum
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    Re: Double integral

    Quote Originally Posted by Ridley View Post
    I had tried both those integrals before posting the question but they both give the wrong answer. I figured out that you need to split the integral into two different areas to account for all values of w. It becomes obvious if you try to graph the area for different values of w.

    F(w) = \int_{0}^{1}\int_{0}^{w}f(x)g(y)dxdy + \int_{w}^{1}\int_{0}^{\sqrt{w/y}}f(x)g(y)dxdy
    Just goes to show that what we normally, say and did not do ourselves here, is always sketch the region over which you are integrating!

    Anyway just so you can check, below is a plot of the numerical integral as a function of w:



    CB
    Last edited by CaptainBlack; December 27th 2011 at 12:21 AM.
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