Two random segments overlapping

Let X1,X2,X3,X4Uniform(0,1)X_1, X_2, X_3, X_4 \sim \text{Uniform}(0,1) be independent. Form the segment from X1X_1 to X2X_2 and the segment from X3X_3 to X4X_4. What is the probability the two segments overlap?

Show hints (2)+
  1. Complement: disjoint iff one segment is entirely left of the other, i.e. one pair holds the two smallest points.
  2. That pair being the two smallest has probability 2!2!/4!=1/62!2!/4! = 1/6; double it, subtract from 11.

Answer

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0.6667 (± 0.001)

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Asked at: Jane Street, SIG

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