May 14th, 2009, 8:17 am
QuoteOriginally posted by: emmyThis question is from an interview, and I don't know the answer. There is a stick with the length of 1. Break it into two pieces randomly. Take the longer piece and break it into two pieces further. What is the probability that the longer piece (after the 2nd break) has a length greater than 3/5?Solution:Let X~u[0,1].Let Y=max(X, 1-X).Let Z~u[0,Y].Let W=max(Z, 1-Z).We need to find P=P{W>(3/5)}.We will condition P on X:P=P{W>(3/5)}=int(P{W>(3/5) | X=x}dx [0,1]).Now we will expand the above integration over the three subintervals (0,2/5), (2/5.3/5), (3/5,1):P=A+B+C, whereA= int(P{W>(3/5) | X=x}dx [0,2/5]) ,B=int(P{W>(3/5) | X=x}dx [2/5, 3/5]),C= int(P{W>(3/5) | X=x}dx [3/5,1]).For X in (2/5,3/5), Y is less than 3/5; hence both Z and (1-Z) are less than 3/5; so W=max(Z, 1-Z)<3/5; hence B=0.Now for C:For X in (3/5,1), Y=X>3/5; so {W>3/5} is equivalent to {Z>3/5 or Y-Z=X-Z>3/5}; or {Z>3/5 or Z<X-3/5}. So P{W>3/5}=P{Z>3/5 or Z<X-3/5}=P{Z>3/5}+P{ Z<X-3/5}={1-(3/5)/X}+{(X-3/5)/X}=2(1-(3/5)/X). ThusC= int(P{W>(3/5) | X=x}dx [3/5,1])= int(2(1-(3/5)/x)dx [3/5,1])=(2/5){2+3log(3/5)}.In a similar fashion we can compute A. It turns out that A=C.Thus P=(4/5) {2+3log(3/5)}, which is approximately equal to 0.3740185.