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Chance two uniforms multiply to more than a half

Question

Let XX and YY be independent, each uniformly distributed on (0,1)(0,1). Compute P(XY>12)\mathbb{P}(XY > \tfrac12), rounded to two decimal places.

Short answer

About 0.150.15. The region xy>12xy>\tfrac12 in the unit square needs x>12x>\tfrac12 and y>12xy>\tfrac{1}{2x}, so its area is ∫1/21(1−12x)dx=12−12ln⁡2=12(1−ln⁡2)≈0.153\int_{1/2}^{1}\left(1-\tfrac{1}{2x}\right)dx=\tfrac12-\tfrac12\ln 2=\tfrac12(1-\ln 2)\approx 0.153.

Adapted from QuantQuestions.io; question and answer rewritten by SelfMadeQuant.com.

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