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Mean of the smaller coordinate under density c(1 minus y)

Question

The pair (X1,X2)(X_1,X_2) has joint density c(1−x2)c(1-x_2) when 0≤x1≤x2≤10\le x_1\le x_2\le1 and 00 otherwise, with cc chosen to make it a density. Find E[X1]\mathbb{E}[X_1].

Short answer

1/41/4. Normalisation forces c=6c=6 and the marginal of X2X_2 is 6x2(1−x2)6x_2(1-x_2). Given X2X_2, X1X_1 is uniform on [0,X2][0,X_2], so EX1=12EX2=12⋅12=14\mathbb{E}X_1=\tfrac12\mathbb{E}X_2=\tfrac12\cdot\tfrac12=\tfrac14.

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