If (X. Y) has the joint density given above, maximize the area of the triangle in the sketch, and find the expected length of its perimeter.

probabilityprobability distributions

Suppose that the joint probability density function of $(X, Y)$ is given by $$f_{X,Y}(x, y) = \left(1 – \alpha(l-2x)(l-2y)\right)I_{(0,1)}(x)I_{(0,1)}(y)\,,$$
where $-1 < \alpha < 1$.

enter image description here

An isosceles triangle is formed as indicated in the sketch.

(b) If $(X, Y)$ has the joint density given above, pick $\alpha$ to maximize the expected
area of the triangle.

(c) What is the probability that the triangle falls within the unit square with
corners at $(0, 0), (1, 0), (1, 1)$, and $(0, 1)$?

(d) Find the expected length of the perimeter of the triangle.


I am having a hard time understanding how to built the area of the triangle, and the length of its perimeter.

This is a continuation to a problem I already solved myself: $X$, $Y$ independent if and only if $X$, $Y$ uncorrelated..

Please help me understand the area and perimeter of the triangle.

Best Answer

Given the area and perimeter given by @LeeDavidChung, the expected area is

$$\int _0^1\int _0^1x y (1-\alpha (1-2 x) (1-2 y))dydx=\frac{9-\alpha }{36}$$

The maximum ($1/4$) occurs when $\alpha=0$.

The expected value of the perimeter is

$$\int _0^1\int _0^12 \left(\sqrt{x^2+y^2}+x\right) (1-\alpha (1-2 x) (1-2 y))dydx=\frac{1}{15} \left(-7 \sqrt{2} \alpha +6 \alpha +5 (\alpha +2) \sinh ^{-1}(1)+10 \sqrt{2}+15\right)$$

When $\alpha=0$ the expected value of the perimeter is $\frac{1}{3} \left(2 \sqrt{2}+3+2 \sinh ^{-1}(1)\right)$.