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There are two sets of real numbers: $S_1 = [0, N_1]$, $S_2 = [0, N_2]$, where $N_1$ and $N_2$ are positive integers. From $S_1$ a value $x_1$ and from $S_2$ a value $x_2$ is chosen.

What will be the probability that $x_1 + x_2 < y$, where $y$ is an integer number?

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    How much, if anything, do you know about continuous random variables?2012-10-27

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Compute the area $A(y)$ of the polygon $Q(y)$ defined by the equations $0\leqslant x_1\leqslant N_1$, $0\leqslant x_2\leqslant N_2$, $x_1+x_2\leqslant y$. The answer is $A(y)/(N_1N_2)$.

Note that $Q(y)$ is:

  • a triangle for $0\leqslant y\leqslant\min\{N_1,N_2\}$, with area $A(y)=\frac12y^2$,
  • a quadrilateral if $\min\{N_1,N_2\}\lt y\leqslant\max\{N_1,N_2\}$,
  • a pentagon if $\max\{N_1,N_2\}\lt y\lt N_1+N_2$,
  • the whole rectangle $[0,N_1]\times[0,N_2]$ if $y\geqslant N_1+N_2$, with area $A(y)=N_1N_2$.
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    made a picture and it makes a lot more sense now :) thanks2012-10-28