Skip to content

Uniform gap above a half given the sum is below one

Question

Let XX and YY be independent and uniform on (0,1)(0,1). Given that X+Y<1X+Y<1, what is the probability that X−Y>12X-Y>\tfrac12?

Short answer

18\tfrac18. Conditioned on X+Y<1X+Y<1, the point (X,Y)(X,Y) is uniform on a triangle of area 12\tfrac12. The part with x−y>12x-y>\tfrac12 is the small triangle with corners (12,0)(\tfrac12,0), (1,0)(1,0), (34,14)(\tfrac34,\tfrac14), of area 116\tfrac1{16}, and 1/161/2=18\tfrac{1/16}{1/2}=\tfrac18.

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