g Define two jointly distributed continuous random variables, X and Y, as the fluid velocities measured in meters/second at two
different locations, A and B, respectively, in a pipe flow system. The marginal density function for X is . Additionally, the conditional density function is . i. Are X and Y independent? Justify your answer. ii. If the fluid velocity at location A is 0.5 m/s, determine the probability that location B has a fluid velocity that is less than the fluid velocity of location A. iii. Find the probability density function f(x,y). iv. Find the marginal density function h(y). v. Find the conditional density
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Replace x with π/2 - x to get the equivalent integral
but the integrand is even, so this is really just
Substitute x = 1/2 arccot(u/2), which transforms the integral to
There are lots of ways to compute this. What I did was to consider the complex contour integral
where γ is a semicircle in the complex plane with its diameter joining (-R, 0) and (R, 0) on the real axis. A bound for the integral over the arc of the circle is estimated to be
which vanishes as R goes to ∞. Then by the residue theorem, we have in the limit
and it follows that