Expected value of $\cos^2\theta$ between two 3D vectors

3dexpected valueprobabilityspherical coordinatesvectors

Consider two randomly oriented and independent vectors in 3D space. The angle between these two vectors is $\theta$. What is the expected value of $\cos^2\theta$ ?

I have been reading some lecture notes which suggest that the answer is $1/3$, however I have no idea how to reach this result. I am only a humble physicist and I don't have a formal background in measure theory or anything like that.

Best Answer

One physicist to another, let's prove a generalization, $\Bbb E\cos^2\theta=\frac1n$ in $n$ dimensions, with an argument any physicist would love. Without loss of generality, one vector is $\hat{e}_1$ and the other is a unit vector, $\sum_{i=1}^nx_i\hat{e}_i$ with $\sum_{i=1}^nx_i^2=1$. Then $\cos\theta$ is the dot product $x_1$, so we want $\mu:=\Bbb Ex_1^2$. By rotational symmetries, all the $x_i^2$ have the same mean $\mu$. Since means are additive, $n\mu=\Bbb E\underbrace{\sum_ix_i^2}_{1}=1$, so $\mu=\frac1n$ as claimed.