Probability X is positive given X plus Y is positive
Question
Let and be independent standard normal variables. Compute the conditional probability that given that .
Short answer
. is rotationally symmetric, so probabilities of wedges are proportional to their angles. The half-plane spans radians, and the part of it with spans , giving .
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Open the worked solutionLessons behind this question
- Conditional Probability, Total Probability, and Bayes' Rule
- Worked Examples — Probability Trees, Monty Hall, and Bayesian Updating
- The Normal Distribution
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