X positive given the sum is positive

Let X,Y∼N(0,1)X, Y \sim \mathcal N(0,1) be independent. Compute P[ X>0∣X+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

Reveal answer →

0.75

Create a free account to see the full worked solution and track your progress.

Interview format: Hedge Fund Quant, Systematic & Data-Driven Trading

Related questions