Calculate Probability: Diff $Y-X \leq 1$

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Discussion Overview

The discussion revolves around calculating the probability that the difference between two independent random variables, $Y$ and $X$, is less than or equal to 1. Specifically, $X$ is uniformly distributed over the interval $[0,2]$ and $Y$ over the interval $[2,4]$. The focus is on the application of probability theory and joint distributions.

Discussion Character

  • Mathematical reasoning
  • Technical explanation

Main Points Raised

  • One participant introduces the problem and provides the density functions for $X$ and $Y$.
  • Another participant confirms the use of the density functions and explains the concept of joint probability distribution for independent variables.
  • A graphical representation is shared, illustrating the regions corresponding to the joint probability density and the condition $Y-X \le 1$.

Areas of Agreement / Disagreement

Participants generally agree on the approach to use the density functions and the concept of joint probability distribution. However, the specific calculation steps and the final probability remain unresolved.

Contextual Notes

The discussion does not resolve the mathematical steps required to compute the probability, leaving some assumptions and dependencies on definitions unaddressed.

evinda
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Hello! (Wave)

Suppose that $X$ has the uniform distribution on the interval $[0,2]$ and $Y$ has the uniform distribution on the interval $[2,4]$. If $X,Y$ are independent, I want to find the probability that the difference $Y-X$ is $\leq 1$.

I have thought the following.The density function of $X$ is

$$p_1(x)=\left\{\begin{matrix}
\frac{1}{2} &, 0 \leq x \leq 2 \\
0 & , \text{ otherwise}
\end{matrix}\right.$$

while the density function of $Y$ is

$$p_2(x)=\left\{\begin{matrix}
\frac{1}{2} &, 2 \leq x \leq 4 \\
0 & , \text{ otherwise}
\end{matrix}\right.$$How can we find the probability that the difference $Y-X$ is $\leq 1$ ? Do we use the above density functions? (Thinking)
 
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Hey evinda! (Smile)

Yep, we use those density functions.

$X$ and $Y$ have a so called joint probability distribution $f_{X,Y}(x,y)$.
If means that:
$$P(Y-X\le 1) = \iint_{y-x\le 1} f_{X,Y}(x,y)\,dx\,dy$$
And since they are independent, we have:
$$f_{X,Y}(x,y) = f_X(x)f_Y(y) = p_1(x)p_2(y)$$
(Thinking)
 
Just for fun, here's the corresponding graph.
[DESMOS]advanced: {"version":5,"graph":{"squareAxes":false,"viewport":{"xmin":-0.5,"ymin":-0.5,"xmax":6.5,"ymax":6.5}},"expressions":{"list":[{"id":"graph1","type":"expression","latex":"\\max\\left(\\left|x-1\\right|,\\left|y-3\\right|\\right)\\le1","color":"#60a0e3"},{"id":"2","type":"expression","latex":"y-x\\le1\\left\\{\\max\\left(\\left|x-1\\right|,\\left|y-3\\right|\\right)\\le1\\right\\}","color":"#c74440"},{"id":"3","type":"expression","color":"#fa7e19"}]}}[/DESMOS]

The blue area corresponds to the part where the joint probability density is non-zero.
And the red area corresponds to the part where $Y-X \le 1$. (Thinking)
 
Nice, thank you! (Smirk)
 

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