X positive given the sum is positive

Let X,YN(0,1)X, Y \sim \mathcal N(0,1) be independent. Compute P[X>0X+Y>0]\mathbb{P}[\,X > 0 \mid X + Y > 0\,].

Show hints (2)+
  1. By rotational symmetry the direction angle is uniform. Turn both events into angle ranges.
  2. X+Y>0X+Y>0 is 180°180°; intersect with X>0X>0 (135°135°) and divide.

Answer

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0.75

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Asked at: Citadel, Two Sigma

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