Skip to content

Sum of two uniforms at least twice their gap

Question

Let XX and YY be independent uniform random variables on (0,1)(0,1). Find the probability that X+Y≥2 ∣X−Y∣X+Y\ge 2\,|X-Y|.

Short answer

23\tfrac23. By symmetry take Y≥XY\ge X and double. The condition becomes Y≤3XY\le 3X, so we keep the half-square above the diagonal except the triangle with corners (0,0),(0,1),(13,1)(0,0),(0,1),(\tfrac13,1), of area 16\tfrac16. That leaves 12−16=13\tfrac12-\tfrac16=\tfrac13, and doubling gives 23\tfrac23.

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