Range beats the midpoint

Let X1,X2∼Exponential(1)X_1, X_2 \sim \text{Exponential}(1) be independent. The range is ∣X1−X2∣|X_1 - X_2| and the midpoint is X1+X22\tfrac{X_1 + X_2}{2}. What is the probability that the range exceeds the midpoint?

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  1. Assume X1>X2X_1>X_2: the condition becomes X1>3X2X_1>3X_2. Add the mirror case.
  2. P(X1>3X2)=∫0∞e−ye−3y dy=14\mathbb{P}(X_1>3X_2)=\int_0^\infty e^{-y}e^{-3y}\,dy=\tfrac14; double it.

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