This came up as part of a problem I was working on. Take a circle radius $r$ and a point P inside the circle a distance $\Delta$ from the centre. What is the mean of the log of the distances from P to points on the circumference. Assume the points are uniformly distributed along the circumference. The answer is $\log r$.
Proof: By the cosine rule for triangles the distance from P to a point C on the circumference is $$ d(\theta) = \sqrt{r^2-2r\Delta\cos\theta+\Delta^2} $$ where $\theta$ is the angle between OP and OC. The mean of the log of the distances is: $$ \frac{1}{2\pi}\int_0^{2\pi}\log d(\theta) d\theta $$ After a bit of algebra this can be written: $$ \log r + \frac{1}{4\pi} \int_0^{2\pi}\log (1 - 2a\cos\theta +a^2) d\theta $$ where $a=\Delta/r$ and for an interior point $|a|<1$. The integral is zero (G&R 4.224.15). QED.
I have a couple of questions.
First, I feel that there ought to be a geometric argument for the result, but I'm not seeing it. Any ideas?
Secondly, I'd be interested in a derivation of the integral. I got some insight into the integral by forming a Taylor series expansion around $a=0$ (by differentiating behind the integral sign). When I evaluated these symbolically with Maxima the first 40 terms in the Taylor series were zero. I suspect it might be possible to prove they are all zero, by induction, but I'm not completely convinced this would be sufficient.