In: Statistics and Probability
9. A line passing through the origin is described by the equation y = Mx, where M greater than or equal to 0 is a random slope. Let (theta) be the angle between this line and the horizontal axis, in the right side of the plane. Suppose that theta is uniformly distributed between 0 and 90 degrees (0 and pi/2 radians). What, then, is the pdf of M? What is the expected value of M?
The slope of the given equation is defined as:

Where
is the angle made by the line with the horizontal axis.
Also, we are given here that:

Therefore the CDF for
would be defined as:


Now the CDF for M is computed here as:



Now using the CDF for
, we get here:

Now this is the CDF for M, the PDF for M could be obtained by simply differentiating the above function as:


This is the required PDF for M here.
Now the expected value of M here is computed as:


Let L = m2, then dL = 2m dm


The above value tends to infinity.
Therefore the expected value of M does not exist and tends to infinity.