The Mean Expectation Box

Let x , y , z x,y,z each be independent, uniformly-distributed random variables that satisfy:

x [ 0 , a ] , y [ 0 , b ] , z [ 0 , c ] x \in [0,a], y \in [0,b], z \in [0,c]

What is the expected value of their geometric mean?

My inspiration!

45 64 ( a b c ) 1 / 3 \frac{45}{64}(abc)^{1/3} 15 64 ( a b c ) 1 / 3 \frac{15}{64}(abc)^{1/3} 27 64 ( a b c ) 1 / 3 \frac{27}{64}(abc)^{1/3}

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1 solution

Tom Engelsman
Feb 9, 2021

We are interetsed in computing the expected geometric mean of x , y , z x,y,z , or E [ ( x y z ) 1 / 3 ] . E[(xyz)^{1/3}]. We are given that these three random variables are independent of each other, which leads to E [ ( x y z ) 1 / 3 ] = E [ x 1 / 3 ] E [ y 1 / 3 ] E [ z 1 / 3 ] E[(xyz)^{1/3}] = E[x^{1/3}] \cdot E[y^{1/3}] \cdot E[z^{1/3}] and the integral:

E [ ( x y z ) 1 / 3 ] = 0 a 0 b 0 c ( x y z ) 1 / 3 1 a b c d z d y d x = 1 a b c ( 0 a x 1 / 3 d x ) ( 0 b y 1 / 3 d y ) ( 0 c z 1 / 3 d z ) = 1 a b c ( 3 4 a 4 / 3 3 4 b 4 / 3 3 4 c 4 / 3 ) = 27 64 a b c ( a b c ) 4 / 3 = 27 64 ( a b c ) 1 / 3 . E[(xyz)^{1/3}] = \int_{0}^{a} \int_{0}^{b} \int_{0}^{c} (xyz)^{1/3} \cdot \frac{1}{abc} dz dy dx = \frac{1}{abc}(\int_{0}^{a} x^{1/3} dx)(\int_{0}^{b} y^{1/3} dy)(\int_{0}^{c} z^{1/3} dz) = \frac{1}{abc}(\frac{3}{4} a^{4/3} \cdot \frac{3}{4} b^{4/3} \cdot \frac{3}{4} c^{4/3}) = \frac{27}{64abc} (abc)^{4/3} = \boxed{\frac{27}{64} (abc)^{1/3}}.

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