Skip to content

Quadratic with Rayleigh and exponential coefficients

Question

Let BB have the Rayleigh density f(b)=b e−b2/2f(b)=b\,e^{-b^2/2} for b>0b>0, and let C∼Exp(2)C\sim\text{Exp}(2) (rate 22) be independent of BB. What is the probability that x2+Bx+C=0x^2+Bx+C=0 has no real roots?

Short answer

12\tfrac12. No real roots means B2<4CB^2<4C, i.e. C>B2/4C>B^2/4. Given B=bB=b the exponential tail gives e−2⋅b2/4=e−b2/2e^{-2\cdot b^2/4}=e^{-b^2/2}, and averaging over the Rayleigh density yields ∫0∞b e−b2 db=12\int_0^\infty b\,e^{-b^2}\,db=\tfrac12.

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 solution

Lessons behind this question

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