Sum of two uniforms (dependent)

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SUMMARY

The discussion focuses on calculating the probability P(X + Y ≤ z) where X is a uniform random variable defined on the interval [a, b] and Y is dependent on X through the equation Y = X + c. The solution provided indicates that P(X + Y ≤ z) simplifies to P(X ≤ (z - c)/2), leading to the cumulative distribution function P(X ≤ x) = (x - a) / (b - a). However, the validity of this equation is contingent upon the condition a ≤ (z - c)/2 ≤ b, which must be satisfied for accurate probability computation.

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Thanks in advance for any feedback.

Homework Statement



X ~ U(a,b) ( X is a Uniform random variable within the interval a-b.)
Y= X+constant

Say, constant = c.

P(X+Y<= z) = ?

Homework Equations



P(X<=x) = (x- a) / (b-a) (The cumulative distribution of a Uniform R.V.)

The Attempt at a Solution



P(X+Y<=z) = P(X+X+c<=z) = P(X<= (z-c)/2) =( (z-c) /2 - a) / (b-a).

Y is dependent on X, that got me confused in being 100% sure that my solution above is correct.

Thanks.
 
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Hi steveholy! :smile:

The general method looks ok. But:

steveholy said:
P(X<=x) = (x- a) / (b-a) (The cumulative distribution of a Uniform R.V.)

This is only true for [itex]x\in [a,b][/itex]. Hence

P(X<= (z-c)/2) =( (z-c) /2 - a) / (b-a).

this is only true for

[tex]a\leq \frac{z-c}{2}\leq b[/tex]

thus if

[tex]2a+c\leq z\leq 2b+c[/tex]

if z does not satisfy this, then you'll need to write that the probability is 1 or 0 (depending on the value of z).
 

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