Real numbers between 0 and 1, inclusive, are chosen in the following manner. A fair coin is flipped. If it lands heads, then it is flipped again and the chosen number is 0 if the second flip is heads and 1 if the second flip is tails. On the other hand, if the first coin flip is tails, then the number is chosen uniformly at random from the closed interval . Two random numbers and are chosen independently in this manner. What is the probability that ?
- A)
- B)
- C)
- D)
- E)
Answer
B
Key insight
Each number is 0, 1, or uniform with probabilities 1/4, 1/4, 1/2; split on the types of x and y and add 1/8 + 1/4 + 1/16.
Solution
Each chosen number is one of three types: it equals with probability , equals with probability , or is uniform on with probability . Condition on the types of and .
Both discrete (probability ). Then exactly when one is and the other is , which happens with probability (the four equally likely pairs , two of which work). Contribution: .
One discrete, one uniform (probability ). If the discrete value is , the uniform one must exceed ; if it is , the uniform one must be below . Either way the chance is . Contribution: .
Both uniform (probability ). In the unit square, the region consists of two right triangles with legs , total area . Contribution: .
Total: .
The answer is .
Why this works
A mixed distribution (point masses plus a continuous part) is handled by conditioning on which part produced each number: the law of total probability turns the problem into a few pure cases, each of which is either a finite count or a single geometric probability. Keep a table of case probability times conditional probability so nothing is double-counted.
The trap
Treating each number as uniform on [0,1] with probability 1/2 and 'a coin value' otherwise, but forgetting that the 0 and 1 outcomes each have probability only 1/4.
Common mistakes
- Treating each number as uniform on [0,1] with probability 1/2 and 'a coin value' otherwise, but forgetting that the 0 and 1 outcomes each have probability only 1/4.
- Using for the both-uniform case (the probability that is , so the complement is ), or counting the mixed case only once instead of twice.
Techniques
Split into exhaustive cases and handle each