Problem:
The integral is gonna be:
$$\int^{1}_{0}\int^{1}_{0}4xy\sqrt{x^2+y^2} dy \, dx$$
But I'm quite rusty with my calculus, and this is mainly for a statistics course. I know that $x$ and $y$ are bounded within a unit square region in the $xy$-plane, and I was considering making some sort of $\cos$ or $\sin$ substitution to get rid of that pesky square root, but then I'm not sure what limits to use, and I suspect the $dy dx$ would just become $d\theta d\theta$, which doesn't make sense.
Any help or guidance is appreciated. Please try to keep your explanation simple, and don't assume I understand things. It's been a while since my last calculus course :) Thank you!


\begin{align} E(Z) &= \int_{0}^{1} \int_{0}^{1} Z f(x,y) \, dx \, dy \\ &= \int_{0}^{1} \int_{0}^{1} 4xy\sqrt{x^2+y^2} \, dx \, dy \\ &= \int_{0}^{1} 2y \left( \int_{0}^{1} 2x\sqrt{x^2+y^2} \, dx \right) dy \\ &= \int_{0}^{1} 2y \left( \int_{0}^{1} \sqrt{u+y^2} \, du \right) dy \tag{$u=x^2$} \\ &= \int_{0}^{1} 2y \left[ \frac{2}{3} (u+y^{2})^{3/2} \right]_{u=0}^{1} dy \\ &= \int_{0}^{1} \frac{4y}{3} \left[ (1+y^{2})^{3/2}-y^{3} \right] dy \\ &= \frac{4}{15} \left[ (1+y^{2})^{5/2}-y^{5} \right]_{y=0}^{1} \\ &= \frac{8}{15}(2\sqrt{2}-1) \end{align}