If $x$, $y$, and $z$ are random numbers from $0$ to $1$, what is the probability that $x+y+z<1$?
I know that the answer is $\frac{1}{6}$ but I am not sure how to get there. If this problem had two variables, I could graph $x+y<1$ and look at the area to find the answer.
The following must be satisfied:
$$z \lt1-x-y$$
$$y \lt 1-x$$
$$x \lt 1$$
Thus, we have the integral
$$P(x+y+z \lt 1) = \int_0^1 \int_0^{1-x} \int_0^{1-x-y} 1 dz dy dx = \frac{1}{6}$$
Not that, for example, $y$ doesn't actually have to be less than $1-x$ but we can suppose it is just because $x,y,z$ ~ $unif(0,1)$. It could have equivalently been
$$x \lt 1-y-z$$
$$z \lt 1-y$$
$$y \lt 1$$
You can interchange these variables as you'd like, as long as you change the order in which you integrate accordingly.