1
$\begingroup$

Let R1 and R2 be two independent random variables, both with uniform density at the interval (0,2).

What is the probability of R1>1 given that R1 +R2<2?

--

What I've tried:
I know that $$ P(R1>1/R1+R2<2)= \frac{P(R1 +R2<2 ∩ R1>1)}{P(R1 +R2<2)}$$ And I know that P(R1>1)=1/2 and P(R1 +R2<2)=1/2

How can I find the intersection?

$\endgroup$
3
  • 2
    $\begingroup$ You would need more information on the joint distribution of $X_1, X_2$ than that. Are they independent? If so, are they uniform? $\endgroup$
    – Konstantin
    Commented Nov 3, 2019 at 12:42
  • $\begingroup$ Are they perhaps independent and identically distributed? $\endgroup$
    – whuber
    Commented Nov 3, 2019 at 13:38
  • $\begingroup$ They are uniform and independent. I edited $\endgroup$
    – Oalvinegro
    Commented Nov 3, 2019 at 17:31

1 Answer 1

1
$\begingroup$

You just need to find $p=P(R_1+R_2<2\cap R_1>1)$. The joint distribution is $1/4$ in $[0,2]\times [0,2]$, and the probability of interest here is a triangular region between $x+y=2$,$y=0$,$x=1$, which has an area of $1/2$. So, $p=(1/2)\times(1/4)=1/8$.

$$P(R_1>1|R_1+R_2<2)=\frac{1/8}{1/2}=1/4$$

$\endgroup$
2
  • $\begingroup$ How do I find the joint distribution? $\endgroup$
    – Oalvinegro
    Commented Nov 3, 2019 at 18:25
  • $\begingroup$ @Oalvinegro Since they're independent, it is the multiplication of marginals, i.e. $1/2\times 1/2$ $\endgroup$
    – gunes
    Commented Nov 3, 2019 at 18:26

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service and acknowledge you have read our privacy policy.

Not the answer you're looking for? Browse other questions tagged or ask your own question.