multiple integrals
DESCRIPTION
15. MULTIPLE INTEGRALS. MULTIPLE INTEGRALS. 15.5 Applications of Double Integrals. In this section, we will learn about: The physical applications of double integrals. APPLICATIONS OF DOUBLE INTEGRALS. We have already seen one application of double integrals: computing volumes. - PowerPoint PPT PresentationTRANSCRIPT
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MULTIPLE INTEGRALSMULTIPLE INTEGRALS
15
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MULTIPLE INTEGRALS
15.5Applications
of Double Integrals
In this section, we will learn about:
The physical applications of double integrals.
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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
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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
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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.
( , ) lim mx 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.
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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
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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.
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TOTAL CHARGE
Then, the total charge Q is given by:
Equation 2
( , )D
Q x y dA
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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 dxx
Example 1
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TOTAL CHARGE
The total charge is: C5
24
Example 11 2 2
0
1 2 312 0
13 4
0
[1 (1 ) ]2
(2 )
1 2 52 3 4 24
x x 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.
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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
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MOMENT ABOUT Y-AXIS
Similarly, the moment about the y-axis is:
Equation 4
M y limm,n
xij*
j1
n
i1
m
(xij* , yij
* )A
x(x, y) dAD
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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
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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
xM
x x y dAm m
( , )D
m x y dA
1 ( , )x
D
yM
y x y dAm 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
83
x
D
y x
y
m x y dA x y dy dx
yy xy dx
xx dx x
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CENTER OF MASS
Then, Formulas 5 give:
Example 2
1 2 2 238 0 0
2 221 2
00
12 41 332 0
0
1 ( , ) ( 3 )
3 38 2
3( )2 2 4
38
x
D
y x
y
x x x y dA x x xy dy dxm
yxy x y x dx
x xx x dx
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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 )
3 38 2 2 3
(7 9 3 5 )
1 7 9 54 2 4
1116
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
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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
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CENTER OF MASS
Therefore, the density function is:
where K is some constant.
Example 3
2 2( , )x y K x y
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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
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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:
y1m
y(x, y) dAD
3Ka3 r sin(Kr)r dr d
0
a
0
3a3 sin d
0
r3
0
a
dr
3a3 [ cos]0
r 4
4
0
a
3a3
2a4
4
3a2
Example 3
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CENTER OF MASS
Thus, the center of mass is located at the point (0, 3a/(2π)).
Example 3
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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.
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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.
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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 ni j
D
I y x y A
y x y dA
Equation 6
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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 ni j
D
I x x y A
x x y dA
Equation 7
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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 n i j
D
I x y x y A
x y x y dA
Equation 8
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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
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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
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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
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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 yI aI I
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MOMENTS OF INERTIA
In Example 4, notice that the mass of the disk is:
m = density x area = ρ(πa2)
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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( )2aI a a ma
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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.
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RADIUS OF GYRATION
The radius of gyration of a lamina about an axis is the number R such that
mR2 = Iwhere:
m is the mass of the lamina. I is the moment of inertia about the given axis.
Equation 9
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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.
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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
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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
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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 ay
m a
12y a
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PROBABILITY
In Section 8.5, we considered the probability density function f of a continuous random variable X.
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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
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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.
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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
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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
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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
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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
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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 otherwiseC x y x y
f x y
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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
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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](https://reader035.vdocuments.us/reader035/viewer/2022062218/56815acb550346895dc89d9f/html5/thumbnails/67.jpg)
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](https://reader035.vdocuments.us/reader035/viewer/2022062218/56815acb550346895dc89d9f/html5/thumbnails/68.jpg)
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)
![Page 69: MULTIPLE INTEGRALS](https://reader035.vdocuments.us/reader035/viewer/2022062218/56815acb550346895dc89d9f/html5/thumbnails/69.jpg)
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, 00 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
![Page 77: MULTIPLE INTEGRALS](https://reader035.vdocuments.us/reader035/viewer/2022062218/56815acb550346895dc89d9f/html5/thumbnails/77.jpg)
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 20.7476
x x
x x
e e dx
e e e dx
e e
![Page 78: MULTIPLE INTEGRALS](https://reader035.vdocuments.us/reader035/viewer/2022062218/56815acb550346895dc89d9f/html5/thumbnails/78.jpg)
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( )2
xf 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
![Page 87: MULTIPLE INTEGRALS](https://reader035.vdocuments.us/reader035/viewer/2022062218/56815acb550346895dc89d9f/html5/thumbnails/87.jpg)
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
![Page 88: MULTIPLE INTEGRALS](https://reader035.vdocuments.us/reader035/viewer/2022062218/56815acb550346895dc89d9f/html5/thumbnails/88.jpg)
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
![Page 90: MULTIPLE INTEGRALS](https://reader035.vdocuments.us/reader035/viewer/2022062218/56815acb550346895dc89d9f/html5/thumbnails/90.jpg)
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:
![Page 91: MULTIPLE INTEGRALS](https://reader035.vdocuments.us/reader035/viewer/2022062218/56815acb550346895dc89d9f/html5/thumbnails/91.jpg)
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