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Overlap of two random intervals in the unit line

Question

Draw four independent Unif(0,1)\text{Unif}(0,1) values X1,…,X4X_1,\dots,X_4. Form one interval with endpoints X1,X2X_1,X_2 and another with endpoints X3,X4X_3,X_4. What is the probability that the two intervals intersect?

Short answer

2/32/3. 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 23\tfrac23.

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