2.II.11F

Probability
Part IA, 2002

Let X,Y,ZX, Y, Z be independent random variables each with the uniform distribution on the interval [0,1][0,1].

(a) Show that X+YX+Y has density function

fX+Y(u)={u if 0u12u if 1u20 otherwise f_{X+Y}(u)= \begin{cases}u & \text { if } 0 \leq u \leq 1 \\ 2-u & \text { if } 1 \leq u \leq 2 \\ 0 & \text { otherwise }\end{cases}

(b) Show that P(Z>X+Y)=16P(Z>X+Y)=\frac{1}{6}.

(c) You are provided with three rods of respective lengths X,Y,ZX, Y, Z. Show that the probability that these rods may be used to form the sides of a triangle is 12\frac{1}{2}.

(d) Find the density function fX+Y+Z(s)f_{X+Y+Z}(s) of X+Y+ZX+Y+Z for 0s10 \leqslant s \leqslant 1. Let WW be uniformly distributed on [0,1][0,1], and independent of X,Y,ZX, Y, Z. Show that the probability that rods of lengths W,X,Y,ZW, X, Y, Z may be used to form the sides of a quadrilateral is 56\frac{5}{6}.