Sum versus twice the difference

Let X,Y∼Uniform(0,1)X, Y \sim \text{Uniform}(0,1) be independent. Compute P[ X+Y≥2 ∣X−Y∣ ]\mathbb{P}\big[\,X + Y \ge 2\,|X - Y|\,\big].

Show hints (2)+
  1. Split on whether X≥YX\ge Y to remove the absolute value; each case becomes a line through the origin.
  2. The favorable set is the wedge X/3≤Y≤3XX/3 \le Y \le 3X. Find the two complementary corner areas.

Answer

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0.6667 (± 0.001)

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