Circle area versus ellipse area with exponential radii
Question
An ellipse centred at the origin has horizontal semi-axis and vertical semi-axis , where and are independent random variables; its area is . A circle is drawn whose diameter equals . What is the probability that the circle has the larger area?
Short answer
. The circle's area is , which beats exactly when . For independent rate- exponentials, .
Adapted from QuantQuestions.io; question and answer rewritten by SelfMadeQuant.com.
See the hint and the full worked solution in the question bank (free account).
Open the worked solutionLessons behind this question
- Continuous Random Variables and Probability Density Functions
- Independence
- Cumulative Distribution Functions
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