Let each be independent, uniformly-distributed random variables that satisfy:
What is the expected value of their geometric mean?
This section requires Javascript.
You are seeing this because something didn't load right. We suggest you, (a) try
refreshing the page, (b) enabling javascript if it is disabled on your browser and,
finally, (c)
loading the
non-javascript version of this page
. We're sorry about the hassle.
We are interetsed in computing the expected geometric mean of x , y , z , or E [ ( x y z ) 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 ] and the integral:
E [ ( x y z ) 1 / 3 ] = ∫ 0 a ∫ 0 b ∫ 0 c ( x y z ) 1 / 3 ⋅ a b c 1 d z d y d x = a b c 1 ( ∫ 0 a x 1 / 3 d x ) ( ∫ 0 b y 1 / 3 d y ) ( ∫ 0 c z 1 / 3 d z ) = a b c 1 ( 4 3 a 4 / 3 ⋅ 4 3 b 4 / 3 ⋅ 4 3 c 4 / 3 ) = 6 4 a b c 2 7 ( a b c ) 4 / 3 = 6 4 2 7 ( a b c ) 1 / 3 .