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7 7 votes

Let $X_{1}, X_{2}, X_{3}$ be independent random variables uniformly distributed on the interval $[0,1]$. Define
$$
Y=X_{1}+X_{2}+X_{3}
$$
What is the value of

$\mathbb{P}\left(Y<\frac{1}{2}\right)$ ?

  1. $\frac{1}{12}$
     
  2. $\frac{1}{24}$
     
  3. $\frac{1}{48}$
     
  4. $\frac{1}{96}$

2 Answers

5 5 votes
$$
\begin{gathered}
P(Y<1 / 2)=P\left(X_{1}+X_{2}+X_{3}<1 / 2\right)=\int_{0}^{1 / 2} \int_{0}^{1 / 2-x_{1}} \int_{0}^{1 / 2-x_{1}-x_{2}} d x_{3} d x_{2} d x_{1}= \\
\int_{0}^{1 / 2} \int_{0}^{1 / 2-x_{1}}\left(1 / 2-x_{1}-x_{2}\right) d x_{2} d x_{1}= \\
\int_{0}^{1 / 2} \frac{1}{2}\left(1 / 2-x_{1}\right)^{2} d x_{1}=\frac{1}{2} \int_{0}^{1 / 2} u^{2} d u=\frac{1}{48}
\end{gathered}
$$
4 4 votes

We need to find 
\[
P(X_1 + X_2 + X_3 < \tfrac{1}{2}),
\]
where each \(X_i\) is independent and uniformly distributed on \([0,1]\)

This means we must integrate 1 over the region satisfying
\[
x_1 + x_2 + x_3 < \tfrac{1}{2}, \quad 0 \le x_1, x_2, x_3 \le 1
\]

We will integrate in the order \(x_3 \rightarrow x_2 \rightarrow x_1\)


Limits for \(x_1\)

Since all \(x_i \ge 0\), \(x_1 \ge 0\)

Just having \(x_1 > \tfrac{1}{2}\) will make the sum \(x_1 + x_2 + x_3 > \tfrac{1}{2}\)

Hence the boundary of $x_1$ is,
\[
0 \le x_1 \le \tfrac{1}{2}
\]


Limits for \(x_2\)

Fix \(x_1\). The inequality becomes

\[x_2 + x_3 < \tfrac{1}{2} - x_1\]

Just having \(x_2 \ge \frac{1}{2}-x_1\) will make the sum $x_2 + x_3 > \tfrac{1}{2} - x_1$

Hence the boundary of $x_2$ is,

\[0 \le x_2 \le \tfrac{1}{2} - x_1 \]


Limits for \(x_3\)

Fix \(x_1, x_2\). The inequality gives

\[x_3 < \tfrac{1}{2} - x_1 - x_2\]

Just having \(x_3 \ge \frac{1}{2}-x_1-x_2\) will make the sum $x_3 > \tfrac{1}{2} - x_1 - x_2$

Hence the boundary of $x_3$ is,
\[
0 \le x_3 \le \tfrac{1}{2} - x_1 - x_2
\]


Combining all limits, the required probability is
\[
P(X_1 + X_2 + X_3 < \tfrac{1}{2})
= \int_{x_1 = 0}^{1/2} \int_{x_2 = 0}^{1/2 - x_1} \int_{x_3 = 0}^{1/2 - x_1 - x_2} dx_3\, dx_2\, dx_1
\]

Evaluating the innermost integral:
\[
\int_0^{1/2 - x_1 - x_2} dx_3 = \tfrac{1}{2} - x_1 - x_2
\]

Now integrate with respect to \(x_2\):
\[
\int_0^{1/2 - x_1} (\tfrac{1}{2} - x_1 - x_2)\,dx_2
= \tfrac{1}{2} (\tfrac{1}{2} - x_1)^2
\]

Finally, integrate with respect to \(x_1\):
\[
\tfrac{1}{2} \int_0^{1/2} (\tfrac{1}{2} - x_1)^2\,dx_1
= \tfrac{1}{2} \left[\frac{(\tfrac{1}{2} - x_1)^3}{3}\right]_0^{1/2}
= \frac{1}{48}
\]
 

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