Pick a random point inside a triangle $(0,0)(1,0)(0,1)$ (with uniform distribution) and draw a largest circle around it, which fully lies inside the triangle. What is the expected value of the circle area?
I solved the problem, but I don't have an answer to check my solution. Numerical experiments are not really conclusive.
Let $r$ be the radius of the circle. Then we have three distinct regions. They are defined as follows:
$$r_1=x,~~~\text{if }(x,y) \in \Omega_1=\left(x<y \text{ and } y<1-(1+\sqrt{2})x \right)$$
$$r_2=y,~~~\text{if }(x,y) \in \Omega_2=\left(x>y \text{ and } y<(\sqrt{2}-1)(1-x) \right)$$
$$r_3=\frac{1}{\sqrt{2}} (1-x-y)~~~\text{otherwise } ((x,y) \in \Omega_3)$$
I found $r_3$ by minimizing the function:
$$s(x)=\sqrt{(x_0-x)^2+(y_0-1+x)^2}$$
Now about the distribution. Since it's uniform inside the triangle with area equal to $\frac{1}{2}$, we get:
$$f(x,y)=2$$
Next, as I understand it, to find the expected value for $r^2$, we need to integrate this function in each region, and then multiply by its area, divided by the area of the triangle and multiplied by $f(x,y)$:
$$<r^2>=4S_1 \int_{\Omega_1} x^2 dy ~dx+4S_2 \int_{\Omega_2} y^2 dy~ dx+2S_3 \int_{\Omega_3} (1-x-y)^2 dy~ dx$$
$$S_1=S_2=\frac{1}{2} \left(1-\frac{1}{\sqrt{2}} \right)$$
$$S_3=\frac{1}{2}-S_1-S_2=\left(\frac{1}{\sqrt{2}}-\frac{1}{2} \right)$$
Curiously, for the third region the value is twice of that for two other regions combined:
$$4S_1 \int_{\Omega_1} x^2 dy ~dx+4S_2 \int_{\Omega_2} y^2 dy=\frac{17-12 \sqrt{2}}{24}$$
$$2S_3 \int_{\Omega_3} (1-x-y)^2 dy~ dx=\frac{17-12 \sqrt{2}}{12}$$
The answer I get after evaluating all the double integrals, is:
$$<r^2>=\frac{17-12 \sqrt{2}}{8}=0.00368$$
$$\pi <r^2>=0.01156$$
However, the numerical experiments in Mahtematica (using the regions I defined) suggest the value approximately two times larger.
Can you spot where did I make a mistake? If all the steps are correct, maybe I made a mistake with integration, however I used Mathematica to check them.
Edit
Thanks to all the comments and answers. So, the correct value is:
$$<r^2>=2 \int_{\Omega_1} x^2 dy ~dx+2 \int_{\Omega_2} y^2 dy~ dx+ \int_{\Omega_3} (1-x-y)^2 dy~ dx$$
$$<r^2>=\frac{10-7 \sqrt{2}}{24}+\frac{10-7 \sqrt{2}}{24}+\frac{5 \sqrt{2}-7}{12}=\frac{3-2 \sqrt{2}}{12}$$
$$\pi<r^2> =0.04492$$
Which is the same value as Henning got by other means. Apparently, my simulation in Mathematica is wrong, I'll check it later.