Smaller over larger
Let and be independent and uniform on . Find
Fractions, decimals with at least 3 significant digits, and expressions such as sqrt(2)/2, e^-1 or pi/4.
Find the distribution of by computing for a fixed . By symmetry you may assume and double.
is a triangle in the unit square. What is its area?
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s Shown after a correct answer. Revealing it first marks the problem as seen, not solved.
Idea. Rather than integrating the ratio directly, find its distribution. It turns out to be uniform, and then the expectation is immediate.
Step 1: reduce to one order. The events and are symmetric and together have probability . On , the ratio is . So for , (When with , automatically .)
Step 2: an area. The region is a triangle with vertices , and . Its area is . So
Step 3. is uniform on , so .
Remark. This is a scale property: given the larger value , the smaller one is uniform on , so the ratio is uniform on whatever is.