Suppose that two real numbers are independently and randomly chosen between and .
The expected value of their geometric mean can be expressed by , where and are coprime positive integers. What is ?
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Average all possible values of x y between x = 0 to 1 and y = 0 to 1 using limits and sum notation: N → ∞ lim N 2 1 a = 0 ∑ N b = 0 ∑ N N 2 a b
Convert to double integral notation by substituting x = N a , d x = N 1 , y = N b , d y = N 1 : = ∫ 0 1 ∫ 0 1 x y d x d y = ∫ 0 1 [ 3 2 x 3 y ] 0 1 d y = ∫ 0 1 3 2 y d y = 9 4 [ y 3 ] 0 1 = 9 4
The answer is thus 3 0 .