Interpret double integrals as mass, moments, centres of mass, population and expected value.
This page integrates a density over a region to find total mass, centres of
mass and expected values. The area
formula uses
unit density, so every point has the same weight. A varying density weights
some parts of the region more than others.
The same weighted integrals describe a thin plate, a population spread over a
region and a continuous probability model. They are evaluated by slicing, as
in Fubini's theorem,
often after a change of
variables.
A lamina is a flat sheet of material with negligible thickness. If
ρ(x,y) is its mass density, then a small area ΔA near (x,y)
has approximate mass ρ(x,y)ΔA.
For a lamina with mass density ρ and total mass M>0, the centre of
mass is
xˉ=M1∬Ωxρ(x,y)dA,yˉ=M1∬Ωyρ(x,y)dA.
The density-weighted first moments are
My=∬Ωxρ(x,y)dA,Mx=∬Ωyρ(x,y)dA.
The factor x weights mass by horizontal position and the factor y
weights it by vertical position. For uniform density, the centre of mass is
the centroid, the geometric centre of the region.
Units give a check: if x and y are measured in units of length
and ρ in mass per unit area, then M has units of mass, each first
moment has units of mass,×,length and (xˉ,yˉ) has units
of length.
The example compares three densities on this region. Each is symmetric under
x↦−x, so xˉ=0 and only yˉ needs computing. Coordinates
are treated as pure numbers; in a physical model, the coefficients
multiplying y or r would carry the units needed to make ρ a mass per
unit area.
The three heights are approximately 0.424, 0.589 and 0.477. Radial
density moves weight away from the origin and density proportional to y
moves it more strongly towards the top.
is a two-dimensional probability density on Ω, because
∬Ωp(x,y)dA=1.
If ρ is a population density, ∬RρdA is the population in a
subregion R⊆Ω. The normalised density p has units of
inverse area, so pdA is dimensionless.
After normalisation, the centre-of-mass coordinates become expected values:
E[X]=∬Ωxp(x,y)dA,E[Y]=∬Ωyp(x,y)dA.
For an event represented by a subregion E⊆Ω, the probability
is
P((X,Y)∈E)=∬Ep(x,y)dA.
This is the population formula with the normalisation making the whole
region have probability 1. Mass, a population centre and an expected value
are all the same weighted-average construction.