A half-plane, given positive

Let X,YX, Y be independent standard normal variables. Compute P[Y>3X  Y>0]\mathbb{P}\big[\,Y > \sqrt{3}\,X \ \big|\ Y > 0\,\big].

Show hints (2)+
  1. The joint density is rotationally symmetric, so the direction angle is uniform - probabilities are angle fractions.
  2. Y>0Y>0 is 180°180°; Y>3XY>\sqrt3 X is Θ(60°,240°)\Theta\in(60°,240°). Intersect and divide.

Answer

Reveal answer →

0.6667 (± 0.001)

Want the full step-by-step worked solution? It's part of Premium - along with a worked solution for every question in the bank.

Asked at: Citadel, Two Sigma

Related questions