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Expectation of X squared over Y for a product density

Question

The random pair (X,Y)(X,Y) has joint density f(x,y)=10 y e−5xfor x>0, 0<y<1,f(x,y)=10\,y\,e^{-5x}\quad\text{for } x>0,\ 0<y<1, and zero elsewhere. Find E ⁣[X2/Y]\mathbb{E}\!\left[X^2/Y\right].

Short answer

425\tfrac4{25}. The density factors, so X∼Exp(5)X\sim\text{Exp}(5) and YY has density 2y2y on (0,1)(0,1), independently. Then E[X2]=225\mathbb{E}[X^2]=\tfrac{2}{25} and E[1/Y]=∫012 dy=2\mathbb{E}[1/Y]=\int_0^1 2\,dy=2, and the product is 425\tfrac4{25}.

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