Skip to content

Chance a product of two uniforms exceeds one half

Question

Let XX and YY be independent, each uniform on [0,1][0,1]. Compute P(XY>12)\mathbb{P}(XY>\tfrac12).

Short answer

12−12ln⁡2≈0.153\tfrac12-\tfrac12\ln 2\approx0.153. Condition on X=xX=x: you need Y>12xY>\tfrac{1}{2x}, possible only when x>12x>\tfrac12. So the probability is ∫1/21(1−12x)dx=12−12ln⁡2\int_{1/2}^{1}\left(1-\tfrac{1}{2x}\right)dx=\tfrac12-\tfrac12\ln2.

Adapted from Crack, Heard on the Street, Q4.1, p.37; question and answer rewritten by SelfMadeQuant.com.

See the hint and the full worked solution in the question bank (free account).

Open the worked solution

Lessons behind this question

Start with a free lesson: Normal Distribution is part of a free topic. Create a free account, no card needed, to read it in full with worked solutions.

Read it free