Suppose I have a line segment of length $L$. I now select two points at random along the segment. What is the expected value of the distance between the two points, and why?
Probability – Average Distance Between Random Points on a Line Segment
probability
Best Answer
Byron has already answered your question, but I will attempt to provide a detailed solution...
Let $X$ be a random variable uniformly distributed over $[0,L]$, i.e., the probability density function of $X$ is the following
$$f_X (x) = \begin{cases} \frac{1}{L} & \textrm{if} \quad{} x \in [0,L]\\ 0 & \textrm{otherwise}\end{cases}$$
Let us randomly pick two points in $[0,L]$ independently. Let us denote those by $X_1$ and $X_2$, which are random variables distributed according to $f_X$. The distance between the two points is a new random variable
$$Y = |X_1 - X_2|$$
Hence, we would like to find the expected value $\mathbb{E}(Y) = \mathbb{E}( |X_1 - X_2| )$. Let us introduce function $g$
$$g (x_1,x_2) = |x_1 - x_2| = \begin{cases} x_1 - x_2 & \textrm{if} \quad{} x_1 \geq x_2\\ x_2 - x_1 & \textrm{if} \quad{} x_2 \geq x_1\end{cases}$$
Since the two points are picked independently, the joint probability density function is the product of the pdf's of $X_1$ and $X_2$, i.e., $f_{X_1 X_2} (x_1, x_2) = f_{X_1} (x_1) f_{X_2} (x_2) = 1 / L^2$ in $[0,L] \times [0,L]$. Therefore, the expected value $\mathbb{E}(Y) = \mathbb{E}(g(X_1,X_2))$ is given by
$$\begin{align} \mathbb{E}(Y) &= \displaystyle\int_{0}^L\int_{0}^L g(x_1,x_2) \, f_{X_1 X_2} (x_1, x_2) \,d x_1 \, d x_2\\[6pt] &= \frac{1}{L^2} \int_0^L\int_0^L |x_1 - x_2| \,d x_1 \, d x_2\\[6pt] &= \frac{1}{L^2} \int_0^L\int_0^{x_1} (x_1 - x_2) \,d x_2 \, d x_1 + \frac{1}{L^2} \int_0^L\int_{x_1}^L (x_2 - x_1) \,d x_2 \, d x_1\\[6pt] &= \frac{L^3}{6 L^2} + \frac{L^3}{6 L^2} = \frac{L}{3}\end{align}$$