Choose independently two numbers B and C at random from the interval \([0,1]\) with uniform density. Prove that \(B\) and \(C\) are proper probability distributions. Note that the point \((B,C)\) is then chosen at random in the unit square.
It suffices to prove the \(B\) has a proper probability distribution since \(B\) and \(C\) are identically distributed. We will show the uniform density on the interval \([0,1]\) is a probability distribution.
\[f_B(x) = 1 \text{ for } x \in [0,1]\]
Clearly \[ f_B(x) \geq 0\]. and \[\int_0^1 f_B(x)dx = x |_{x=0}^{x=1} = 1 - 0 = 1\]
The probability of \(B+C<1/2\) is equal to the area of the region bounded by 3 lines: \(B=0\) the vertical axis, \(C=0\) the horizontal axis and the diagonal line \(B + C = 1/2\). This forms the right triangle whose vertices are \((0,1/2), (1/2,0), (0,0)\).
Shaded triangle satisfies the inequality:
This has an area of \[\frac{1}{2}ab = \frac{1}{8} = Prob( B + C < \frac{1}{2})\]
The probability of \(BC<1/2\) is equal to the area bounded by 5 lines: \(B=0\), the vertical axis, \(C=0\) the horizontal axis and vertical line \(B=1\) and the curve \(BC=1/2\) and the horizontal line \(C=1\). This forms a 5 sided region bounded by the points in order counter clock-wise: \[(0,0), (1,0), (1 , \frac{1}{2}), (\frac{1}{2}, 1), (0,1)\].
The area of this region can be solved by finding areas of two subregions. The first subregion is the area from \(B=0\) to \(B=1/2\) which is \(\frac{1}{2}\) since this is just a rectange of height 1 and width \(1/2\).
The second subregion requires integration because the upper boundary is a function. \[C = f(B) = \frac{1}{2B}\] between the values \(B=1/2\) to \(B=1\). The area of this second region is:
\[\int_{1/2}^{1} f(B)dB = \int_{1/2}^{1} \frac{dB}{2B} = \frac{1}{2}\left[ log(1) - log(\frac{1}{2}) \right] = \frac{1}{2}log(2) \approx 0.3465736\]
Adding this up gives the answer:
\[P( BC < \frac{1}{2}) = \frac{1}{2} + \frac{1}{2}log(2) = \frac{1}{2}(1+log(2)) \approx 0.8465736\].
The region \(\lvert{ B - C }\rvert < 1/2\) is bound by the boundary of the unit cube and the lines:
\[ B - C = \frac{1}{2} \text{ and } C - B = \frac{1}{2}\] The region formed as shape with vertices in counter-clockwise order:
\[ (0,0), (\frac{1}{2}, 0 ), ( 1, \frac{1}{2} ), ( 1, 1), (\frac{1}{2}, 1), ( 0, \frac{1}{2})\] The probability is the complement of the two right triangles inside the unit square. Each triangle has sides of length 0.5. Thus, each triangle has area \[\frac{1}{8}\]. The two triangles have a sum of areas equal to \(\frac{1}{4}\).
Therefore the probability \[P( \lvert B - C \rvert < 1/2 ) = 1 - \frac{1}{4} = \frac{3}{4}\].
The region \(max(B,C) < 1/2\) is the complement inside the unit square of the region \(B>1/2 \text{ and } C> 1/2\). The latter region is a square of side length \(\frac{1}{2}\) are area \(\frac{1}{4}\).
Therefore, the complement \[P( max(B,C) < \frac{1}{2} ) = 1 - \frac{1}{4} = \frac{3}{4}\].
The inequality \[min(B, C) < \frac{1}{2} \] is equivalent to \[Pr(min(B,C)<1/2) = Pr\{(B,C) | ( B < 1/2) \text{ or } ( C < 1/2) \} = Pr\{ (B, C) | B > 1/2 \text{ and } C > 1/2 \}^c=1-\frac{1}{4}=\frac{3}{4}\] by a straightforward application of DeMorgan’s Law.
The region is equivalent to the complement of the unit square with the upper right sub-square of length 1/2 removed.