1 Problem Set 1

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.

Find the probability that

  1. B+C < 1/2

  2. BC < 1/2

  3. |B-C| < 1/2

  4. max{B,C} < 1/2

  5. min{B,C} < 1/2

Answer:

1.1 Proof

Prove that B and C are proper probability distributions.

(1) \(\because\) B and C at chosen randomly from the interval [0, 1] with uniform density

\(\therefore\) The probability density function of B (or C) is \[f(x)=1 \;\;\;\;\;\; for \;\;0\leq x \leq 1\]

\(\therefore\) The cumulative distribution function is \[F(x) = \int_{0}^{x}f(x)dx=\int_{0}^{x}1dx= x |^{x}_{0} =x \;\;\;\;\;\; for\;\;\;\; 0\leq x \leq 1\]

\(\therefore\) \(F(x = 1) = 1\), The sum of probability of all values of B (or C) equals 1, both B and C are proper probability distributions.

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(2) \(\because\) B and C are independently selected

\(\therefore\) the joint probability density function of B & C is \[f(x,y) = f(x)f(y) = 1\cdot1=1 \;\;\;\;\;\; for \;\;0\leq x\leq 1\;\; and \;\;0\leq y\leq 1\]

\(\therefore\) the joint cumulative distribution function is \[F(x,y) = \int_{0}^{x} \int_{0}^{y} 1dydx\;\;\;\;\;\; for \;\;0\leq x\leq 1\;\; and \;\;0\leq y\leq 1\]

\(\therefore\) \[F(x =1, y = 1) = \int_{0}^{1} \int_{0}^{1} 1dydx =\int_{0}^{1} \left[ y \right]^{1}_{0}dx=\int_{0}^{1}1dx=\left[ x \right]^{1}_{0}=1\], the joint probability of B & C is a proper probability distribution.

1.2 Question 1(a)

  1. B+C < 1/2

1.2.1 By Graph

Figure for Question 1a

Figure for Question 1a

Graph the line \(X< \frac{1}{2}-Y\) on a graph, we have the shaded area within the unit square \[=\frac{1}{2}\cdot\frac{1}{2}\cdot\frac{1}{2} =\frac{1}{8}\]

1.2.2 By Integration

\[P(B+C<1/2)\] \[=P(0<x<\frac{1}{2}, 0<y<\frac{1}{2}-x)\] \[=\int_{0}^{1/2} \int_{0}^{1/2-x} f(x,y) dydx\] \[=\int_{0}^{1/2} \int_{0}^{1/2-x} 1dydx\] \[=\int_{0}^{1/2} [\frac{1}{2}-x]dx\] \[=\left[ \frac{x}{2}-\frac{x^{2}}{2} \right]^{1/2}_{0}\] \[=\frac{1}{4}-\frac{1}{8}\] \[=\frac{1}{8}\]

1.3 Question 1(b)

  1. BC < 1/2

1.3.1 By Graph

Figure for Question 1bi

Figure for Question 1bi

Figure for Question 1bii

Figure for Question 1bii

As the graph is a parabola, we cannot solve it by simple multiplication.

1.3.2 By Integration

\[P(BC < \frac{1}{2})\] \[=P(xy < \frac{1}{2})\] \[=P(y < \frac{1}{2x})\] \[=\int_{0}^{1/2} \int_{0}^{1} 1 dydx + \int_{1/2}^{1} \int_{0}^{\frac{1}{2x}} 1 dydx \]

\[=\frac{1}{2} + \int_{1/2}^{1} \frac{1}{2x} dx\]

\[=\frac{1}{2} + \frac{1}{2}\cdot \left [ ln(x) \right ]^{1}_{1/2} \] \[=\frac{1}{2} - \frac{1}{2} \cdot (ln(\frac{1}{2})) \] \[\approx 0.84657359\]

1.4 Question 1(c)

  1. |B-C| < 1/2

1.4.1 By Graph

Figure for Question 1c

Figure for Question 1c

Graph the line \(|x-y|<\frac{1}{2}\) on a graph, calculate the shaded area within the unit square as sum of two symmetric trapezoids \[=(\frac{1}{2}+1)\cdot\frac{1}{2}\cdot\frac{1}{2}\cdot2=\frac{3}{4}\]

1.4.2 By Integration

\[P(\left | B-C \right | < \frac{1}{2})\] \[=P(-\frac{1}{2} < x-y < \frac{1}{2})\] \[=P((y<x+\frac{1}{2}) and (y>x-\frac{1}{2}))\] \[=\int_{0}^{1/2} \int_{0}^{x+1/2} 1 dydx + \int_{1/2}^{1} \int_{x-1/2}^{1} 1 dydx\] \[=\int_{0}^{1/2}(x+\frac{1}{2})dx + \int_{1/2}^{1}(\frac{3}{2}-x)dx\] \[=\left [ \frac{x^{2}}{2}+\frac{x}{2} \right ]^{1/2}_{0} + \left [ \frac{3x}{2} - \frac{x^{2}}{2} \right ]^{1}_{1/2}\] \[=(\frac{1}{8}+\frac{1}{4})-0+(\frac{3}{2}-\frac{1}{2})-(\frac{3}{4}-\frac{1}{8})\] \[=\frac{3}{4}\]

1.5 Question 1(d)

  1. max{B,C} < 1/2

1.5.1 By Graph

Figure for Question 1d

Figure for Question 1d

Graph the line \(max\left\{B,C\right\}<\frac{1}{2}\) on a graph, calculate the shaded area within the unit square \[=\frac{1}{2}\cdot\frac{1}{2}=\frac{1}{4}\]

1.5.2 By Integration

\[P(max\left\{B,C\right\}<\frac{1}{2})\] \[=P(max\left\{x,y\right\}<\frac{1}{2})\] \[=P((0<x<\frac{1}{2}) and (0<y<\frac{1}{2}))\] \[\int_{0}^{1/2}\int_{0}^{1/2} 1 \;dy\,dx\] \[=\frac{1}{2} \cdot \frac{1}{2}\] \[=\frac{1}{4}\]

1.6 Question 1(e)

  1. min{B,C} < 1/2

1.6.1 By Graph

Figure for Question 1e

Figure for Question 1e

Graph the line \(min\left\{B,C\right\}<\frac{1}{2}\) on a graph, calculate the shaded area within the unit square \[=1-\frac{1}{2}\cdot\frac{1}{2}=\frac{3}{4}\]

1.6.2 By Integration

\[P(min\left\{B,C\right\}<\frac{1}{2})\] \[=P(min\left\{x,y\right\}<\frac{1}{2})\] \[=P((x<\frac{1}{2})or(y<\frac{1}{2}))\] \[=\int_{0}^{1/2}\int_{0}^{1} 1dydx + \int_{1/2}^{1}\int_{0}^{1/2}1dydx\] \[=\frac{1}{2} + \frac{1}{4}\] \[=\frac{3}{4}\]

1.7 Reference

Graphing Tool: https://www.mathway.com/Algebra