The length X of a side of a square is uniformly distributed between 1 and 6.
Find the probability density function of the area of the square. Then find the mean
and variance of the area of the square.
\begin{align}
The \; p.d.f \; of \; X \; is \\
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f(x) &= \frac{1}{5} \\
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and \; X \; is \; a \; random \; variable, so \\
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1 &= \int_{1}^{6} \frac{1}{5}dx \quad \enclose{circle}{\color{black}{1}} \\
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Let \; A \; be \; the \; area \; of \; the \; square. \; Then \\
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x^2 &= a \\
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x &= a^{\frac{1}{2}} \\
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differentiating \; gives \\
dx &= \frac{1}{2}a^{- \frac{1}{2}} da \quad \enclose{circle}{\color{black}{2}} \\
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and \; the \; limits \; [1,6] \; for \; X \\
become \; [1,36] \; 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}^{36} \left(\frac{1}{5} \right) \frac{1}{2}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}{10}a^{- \frac{1}{2}} \;, \; 1 \leqslant \; a \; \leqslant \; 36 \\
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To \; find \; the \; mean, \; we \; know \; that \\
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E(X) &= \int_{1}^{36}a \frac{1}{10}a^{- \frac{1}{2}} \\
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&= \frac{1}{10} \int_{1}^{36}a^{\frac{1}{2}} \\
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&= \frac{1}{10} \left[ \frac{2}{3}a^{\frac{3}{2}} \right]_{1}^{36} \\
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&= \frac{2}{30} \left(36^{\frac{3}{2}}- 1^{\frac{3}{2}} \right) \\
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&= \frac{2}{30}(216-1) \\
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&= 14 \frac{1}{3} \; 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_{1}^{36} a^2 \frac{1}{10}a^{- \frac{1}{2}} \\
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&= \frac{1}{10} \int_{1}^{36}a^{\frac{3}{2}} \\
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&= \frac{1}{10} \left[ \frac{2}{5}a^{\frac{5}{2}} \right]_{1}^{36} \\
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&= \frac{2}{50} \left(36^{\frac{5}{2}}- 1^{\frac{5}{2}} \right) \\
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&= \frac{2}{50}(7776-1) \\
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&= 311 \\
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So \quad Var(X) & = 311- \left(14\frac{1}{3}\right)^2 \\
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&= 311-205.\dot{4} \\
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&= 105.6 \quad (to \; 2 \; d.p.)
\end{align}