edited by
1,344 views
6 votes
6 votes

Consider three independent uniformly distributed (taking values between $0$ and $1$) random variables. What is the probability that the middle of the three values (between the lowest and the highest value) lies between $a$ and $b$ where $0 ≤ a < b ≤ 1$?

  1. $3 (1 - b) a (b - a)$
  2. $3 ((b - a) - (b^{2}- a^{2})/2)$
  3. $6 (1 - b) a (b - a)$
  4. $(1 - b) a (b - a)$
  5. $6 ((b^{2}- a^{2})/ 2 - (b^{3} - a^{3})/3)$.
edited by

1 Answer

Best answer
4 votes
4 votes

Let $X,Y$ and $Z$ be the three random variables. For the middle value to lie between $a$ and $b$ we have the following cases

  1. All $X,Y$ and $Z$ are between $a$ and $b$
  2. $2$ of $X,Y$ and $Z$ are between $a$ and $b$ and one is less than $a$
  3. $2$ of $X,Y$ and $Z$ are between $a$ and $b$ and one is greater than $a$
  4. Exactly one of $X,Y$ and $Z$ is between $a$ and $b$ and one other is less than $a$ and the remaining is greater than $b$
  • Probability of case $1:$ $\left({b-a}\right)^3$ (Uniform distribution)
  • Probability of case $2:$ ${}^3C_2 \times \left({b-a}\right)^2 \times {a}$
  • Probability of case $3:$ ${}^3C_2 \times \left({b-a}\right)^2 \times ({1-b})$
  • Probability of case $4:$ $3! \times {a} \times ({b-a}) \times ({1-b})$

Since, all these cases are mutually exclusive (no overlapping) and exhaustive (no other favorable case) we can get the required probability by adding the probabilities for the four cases as

$(b-a) \left[ (b-a)^2+3(b-a)a+3(b-a)(1-b)+6a(1-b)\right]$

$=(b-a) \left[ (b-a)^2+3(b-a)a+3(1-b) (b+a)\right]$

$=(b-a) \left[ (b-a)^2+3(ab-a^2+b+a-b^2-ab)\right]$

$=(b-a) \left[ (b-a)^2+3(-a^2-b^2+b+a)\right]$

$=(b-a) \left[ a^2+b^2-2ab-3a^2 -3b^2+3b+3a\right]$

$=(b-a) \left[ -2a^2-2b^2-2ab+3b+3a\right]$

$= -2a^2b-2b^3-2ab^2+3b^2+3ab     + 2a^3+2ab^2+2a^2b-3ab-3a^2$

$ =2(a^3-b^3)+3(b^2-a^2)$

$ =3(b^2-a^2)-2(b^3-a^3)$

$ =6((b^2-a^2)/2-(b^3-a^3)/3)$

Correct Option: E

Answer:

Related questions