Expected Geometric Mean

Calculus Level 4

Suppose that two real numbers are independently and randomly chosen between 0 0 and 1 1 .

The expected value of their geometric mean can be expressed by a b \frac{a}{b} , where a a and b b are coprime positive integers. What is 3 a + 2 b 3a+2b ?


The answer is 30.

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1 solution

Nick Turtle
Oct 28, 2017

Average all possible values of x y \sqrt{xy} between x = 0 x=0 to 1 1 and y = 0 y=0 to 1 1 using limits and sum notation: lim N 1 N 2 a = 0 N b = 0 N a b N 2 \displaystyle\lim_{N\to\infty}\frac{1}{N^2}\displaystyle\sum_{a=0}^{N}\displaystyle\sum_{b=0}^{N}\sqrt{\frac{ab}{N^2}}

Convert to double integral notation by substituting x = a N , d x = 1 N , y = b N , d y = 1 N x=\frac{a}{N},dx=\frac{1}{N},y=\frac{b}{N},dy=\frac{1}{N} : = 0 1 0 1 x y d x d y =\displaystyle\int_{0}^{1}\displaystyle\int_{0}^{1}\sqrt{xy}\ dx\ dy = 0 1 [ 2 3 x 3 y ] 0 1 d y =\displaystyle\int_{0}^{1}\left[\frac{2}{3}\sqrt{x^3y}\right]_{0}^{1}\ dy = 0 1 2 3 y d y =\displaystyle\int_{0}^{1}\frac{2}{3}\sqrt{y}\ dy = 4 9 [ y 3 ] 0 1 =\frac{4}{9}\left[y^3\right]_{0}^{1} = 4 9 =\frac{4}{9}

The answer is thus 30 30 .

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