Overlap of two random intervals in the unit line
Question
Draw four independent values . Form one interval with endpoints and another with endpoints . What is the probability that the two intervals intersect?
Short answer
. Look at the smallest of the four points. Its partner is equally likely to be the 2nd, 3rd or 4th smallest. The intervals are disjoint only if it is the 2nd smallest, so they overlap with probability .
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
- Cumulative Distribution Functions
- Sample Spaces, Events, and the Probability Axioms
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