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Probability X is positive given X plus Y is positive

Question

Let XX and YY be independent standard normal variables. Compute the conditional probability that X>0X>0 given that X+Y>0X+Y>0.

Short answer

3/43/4. (X,Y)(X,Y) is rotationally symmetric, so probabilities of wedges are proportional to their angles. The half-plane X+Y>0X+Y>0 spans π\pi radians, and the part of it with X>0X>0 spans 3π/43\pi/4, giving 34\tfrac34.

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

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