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It is very important to note that we required that the function be nonnegative on D for the theorem to work. We consider only the case where the function has finitely many discontinuities inside D .

Evaluating a double improper integral

Consider the function f ( x , y ) = e y y over the region D = { ( x , y ) : 0 x 1 , x y x } .

Notice that the function is nonnegative and continuous at all points on D except ( 0 , 0 ) . Use Fubini’s theorem to evaluate the improper integral.

First we plot the region D ( [link] ); then we express it in another way.

The line y = x is shown, as is y = the square root of x.
The function f is continuous at all points of the region D except ( 0 , 0 ) .

The other way to express the same region D is

D = { ( x , y ) : 0 y 1 , y 2 x y } .

Thus we can use Fubini’s theorem for improper integrals and evaluate the integral as

y = 0 y = 1 x = y 2 x = y e y y d x d y .

Therefore, we have

y = 0 y = 1 x = y 2 x = y e y y d x d y = y = 0 y = 1 e y y x | x = y 2 x = y d y = y = 0 y = 1 e y y ( y y 2 ) d y = 0 1 ( e y y e y ) d y = e 2 .
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As mentioned before, we also have an improper integral if the region of integration is unbounded. Suppose now that the function f is continuous in an unbounded rectangle R .

Improper integrals on an unbounded region

If R is an unbounded rectangle such as R = { ( x , y ) : a x , c y } , then when the limit exists, we have R f ( x , y ) d A = lim ( b , d ) ( , ) a b ( c d f ( x , y ) d y ) d x = lim ( b , d ) ( , ) c d ( a b f ( x , y ) d y ) d y .

The following example shows how this theorem can be used in certain cases of improper integrals.

Evaluating a double improper integral

Evaluate the integral R x y e x 2 y 2 d A where R is the first quadrant of the plane.

The region R is the first quadrant of the plane, which is unbounded. So

R x y e x 2 y 2 d A = lim ( b , d ) ( , ) x = 0 x = b ( y = 0 y = d x y e x 2 y 2 d y ) d x = lim ( b , d ) ( , ) y = 0 y = d ( x = 0 x = b x y e x 2 y 2 d y ) d y = lim ( b , d ) ( , ) 1 4 ( 1 e b 2 ) ( 1 e d 2 ) = 1 4

Thus, R x y e x 2 y 2 d A is convergent and the value is 1 4 .

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Evaluate the improper integral D y 1 x 2 y 2 d A where D = { ( x , y ) x 0 , y 0 , x 2 + y 2 1 } .

π 4

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In some situations in probability theory, we can gain insight into a problem when we are able to use double integrals over general regions. Before we go over an example with a double integral, we need to set a few definitions and become familiar with some important properties.

Definition

Consider a pair of continuous random variables X and Y , such as the birthdays of two people or the number of sunny and rainy days in a month. The joint density function f of X and Y satisfies the probability that ( X , Y ) lies in a certain region D :

P ( ( X , Y ) D ) = D f ( x , y ) d A .

Since the probabilities can never be negative and must lie between 0 and 1 , the joint density function satisfies the following inequality and equation:

f ( x , y ) 0 and R 2 f ( x , y ) d A = 1 .

Definition

The variables X and Y are said to be independent random variables if their joint density function is the product of their individual density functions:

f ( x , y ) = f 1 ( x ) f 2 ( y ) .

Application to probability

At Sydney’s Restaurant, customers must wait an average of 15 minutes for a table. From the time they are seated until they have finished their meal requires an additional 40 minutes, on average. What is the probability that a customer spends less than an hour and a half at the diner, assuming that waiting for a table and completing the meal are independent events?

Waiting times are mathematically modeled by exponential density functions, with m being the average waiting time, as

f ( t ) = { 0 if t < 0 , 1 m e t / m if t 0.

If X and Y are random variables for ‘waiting for a table’ and ‘completing the meal,’ then the probability density functions are, respectively,

f 1 ( x ) = { 0 if x < 0 , 1 15 e x / 15 if x 0. and f 2 ( y ) = { 0 if y < 0 , 1 40 e y / 40 if y 0.

Clearly, the events are independent and hence the joint density function is the product of the individual functions

f ( x , y ) = f 1 ( x ) f 2 ( y ) = { 0 if x < 0 or y < 0 , 1 600 e x / 15 e y / 60 if x , y 0.

We want to find the probability that the combined time X + Y is less than 90 minutes. In terms of geometry, it means that the region D is in the first quadrant bounded by the line x + y = 90 ( [link] ).

The line x + y = 90 is shown.
The region of integration for a joint probability density function.

Hence, the probability that ( X , Y ) is in the region D is

P ( X + Y 90 ) = P ( ( X , Y ) D ) = D f ( x , y ) d A = D 1 600 e x / 15 e y / 40 d A .

Since x + y = 90 is the same as y = 90 x , we have a region of Type I, so

D = { ( x , y ) | 0 x 90 , 0 y 90 x } , P ( X + Y 90 ) = 1 600 x = 0 x = 90 y = 0 y = 90 x e x / 15 e y / 40 d x d y = 1 600 x = 0 x = 90 y = 0 y = 90 x e x / 15 e y / 40 d x d y = 1 600 x = 0 x = 90 y = 0 y = 90 x e ( x / 15 + y / 40 ) d x d y = 0.8328.

Thus, there is an 83.2 % chance that a customer spends less than an hour and a half at the restaurant.

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Practice Key Terms 3

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Source:  OpenStax, Calculus volume 3. OpenStax CNX. Feb 05, 2016 Download for free at http://legacy.cnx.org/content/col11966/1.2
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