October 10th, 2007, 3:29 am
It is related, but not quiet. We can think of U(1), U(2)-U(1), and 1-U(2), as the lengths of the three pieces of the stick. Now, max{U(1), U(2)-U(1), 1-U(2)} is nothing but the length of the longest piece, which can range from 1/3 to 1. Note that it is not necessary for the three pieces to form sides of a triangle (that is a different problem). This problem can be solved very elegantly by conditioning on the length of the longest piece.