The radius X of a circle is uniformly distributed between 1 and 4.
Find the probability density function of the area of the circle. Then find the mean
and variance of the area of the circle.
\begin{align}
The \; p.d.f \; of \; X \; is \; f(x) &= \frac{1}{3} \\
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and \; X \; is \; a \; random \; variable, \; so \\
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1 &= \int_{1}^{4} \frac{1}{3}dx \quad \enclose{circle}{\color{black}{1}} \\
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Let \; A \; be \; the \; area \; of \; the \; circle. \; Then \\
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\pi x^2 &= a \\
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x^2 &= \frac{a}{\pi} \\
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x &= \left(\frac{a}{\pi} \right)^{\frac{1}{2}} \\
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differentiating \; gives \\
dx &= \frac{1}{2\sqrt{\pi}}a^{- \frac{1}{2}} da \quad \enclose{circle}{\color{black}{2}} \\
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and \; the \; limits \; [1,4] \; for \; X \\
become \; [\pi,16\pi] \; for \; A.
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Then \; substituting \; \enclose{circle}{\color{black}{2}} \; into \; \enclose{circle}{\color{black}{1}} \; gives \\
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1 &= \int_{1}^{16} \left(\frac{1}{3} \right) \frac{1}{2\sqrt{\pi}}a^{- \frac{1}{2}} da \\
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so \; the \; p.d.f. \; of \; A \; is \\
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g(a) &= \frac{1}{6\sqrt\pi}a^{- \frac{1}{2}} \;, \; \pi\leqslant \; a \; \leqslant \; 16\pi \\
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To \; find \; the \; mean, \; we \; know \; that \\
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E(X) &= \int_{\pi}^{16\pi}a \frac{1}{6\sqrt\pi}a^{- \frac{1}{2}} da \\
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&= \frac{1}{6\sqrt\pi} \int_{\pi}^{16\pi}a^{\frac{1}{2}} \\
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&= \frac{1}{6\sqrt\pi} \left[ \frac{2}{3}a^{\frac{3}{2}} \right]_{\pi}^{16\pi} \\
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&= \frac{2}{18\sqrt\pi} \left[a^{\frac{3}{2}} \right]_{\pi}^{16\pi} \\
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&= \frac{2}{18\sqrt\pi} \left[(16\pi)^{\frac{3}{2}}-(\pi)^{\frac{3}{2}} \right] \\
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&= 7\pi \quad square \; units \\
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To \; find \; the \; variance, \; we \; know \; that \\
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Var(X) &= E(X^2)-E^2(X) \\
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Using \; the \; p.d.f. \; of \; A \;, \\
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E(X^2) &= \int_{\pi}^{16\pi} a^2\frac{1}{6\sqrt\pi}a^{- \frac{1}{2}} \\
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&=\frac{1}{6\sqrt\pi} \int_{\pi}^{16\pi}a^{\frac{3}{2}} \\
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&=\frac{1}{6\sqrt\pi} \left[\frac{2}{5}a^{\frac{5}{2}} \right]_{\pi}^{16\pi}\\
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&=\frac{2}{30\sqrt\pi} \left[(16\pi)^{\frac{5}{2}}-(\pi)^{\frac{5}{2}} \right]_{\pi}^{16\pi}\\
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&= 673.11 \quad to \; 2 \; d.p.\\
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So \quad Var(X)&= 673.11-(7\pi)^2 \\
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&=189.50 \quad to \; 2 \; d.p. \\
\end{align}