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Normal point above a 60 degree line given positive Y

Question

Let XX and YY be independent standard normal variables. Given that Y>0Y>0, what is the probability that Y>3 XY>\sqrt3\,X?

Short answer

23\tfrac23. The joint density is rotationally symmetric, so probabilities of wedges are proportional to angles. Y>0Y>0 is the angular range (0∘,180∘)(0^\circ,180^\circ) and Y>3XY>\sqrt3X within it is (60∘,180∘)(60^\circ,180^\circ), giving 120180=23\tfrac{120}{180}=\tfrac23.

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

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