Chance a product of two uniforms exceeds one half
Question
Let and be independent, each uniform on . Compute .
Short answer
. Condition on : you need , possible only when . So the probability is .
Adapted from Crack, Heard on the Street, Q4.1, p.37; question and answer rewritten by SelfMadeQuant.com.
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Open the worked solutionLessons behind this question
- Continuous Random Variables and Probability Density Functions
- Independence
- Cumulative Distribution Functions
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