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乘积大于二分之一

乘积大于 1/2

专题
Probability / 概率
难度
L4

题目详情

概率题:两独立 U(0,1):XY>1/2XY>1/2 概率。

英文原题

Suppose we draw two random numbers XX and YY each distributed uniform on the interval [0,1][0, 1] . If XX and YY are independent, what is the probability that their product is greater than 1/21 / 2 ?

解析

在单位正方形上积分。条件 XY>1/2XY>1/2 等价于 y>frac12xy>\\frac{1}{2x} 且 xge1/2x\\ge 1/2。\n\n面积为\n\n\nint1/21left(1−frac12xright)dx=left[x−frac12lnxright]1/21=frac12(1−ln2).\n\n\\int_{1/2}^{1}\\left(1-\\frac{1}{2x}\\right)dx=\\left[x-\\frac{1}{2}\\ln x\\right]_{1/2}^{1}=\\frac{1}{2}(1-\\ln 2).\n\n\n因此\n\n\nboxedmathbbP(XY>1/2)=frac12(1−ln2)approx0.1534.\n\n\\boxed{\\mathbb{P}(XY>1/2)=\\frac{1}{2}(1-\\ln 2)\\approx 0.1534}.\n


英文解析

Imagine the surface f(x,y)=x⋅yf(x,y) = x\cdot y plotted above the unit square. We need to find the area of that part of the domain where f(x,y)=x⋅y>1/2f(x,y) = x\cdot y > 1 / 2 . If we project this down onto the x−yx - y space, we need only find the area within the unit square above the isovalue curve x⋅y=1/2x\cdot y = 1 / 2 . That is, we need the area within the unit square that is above y=1/(2x)y = 1 / (2x)

A quick sketch shows that this area is only in the right half of the unit square. So, our answer is one half less the area below y=1/(2x)y = 1 / (2x) for x>=1/2x > = 1 / 2 . The answer is given as follows.

P=12−∫x=1/2x=112νdν=12−∫x=1/2x=112ν−1dν=12(1−ln⁡(x))x=1/2x=1)=12(1+ln⁡(12))≈0.1534\begin{array}{l}{{P=\frac{1}{2}-\int_{x=1/2}^{x=1}\frac{1}{2\nu}d\nu}}\\ {{\quad=\frac{1}{2}-\int_{x=1/2}^{x=1}\frac{1}{2}\nu^{-1}d\nu}}\\ {{\quad=\frac{1}{2}(1-\ln(x))_{x=1/2}^{x=1})}}\\ {{\quad=\frac{1}{2}(1+\ln(\frac{1}{2}))\approx0.1534}}\end{array}