I have constants $j,k \in [0,1]$ . I take two independent draws $x,y$ from a distribution uniform over 0,1. What is the probability that $x*j> y * k$ ?
2026-04-03 19:52:38.1775245958
Probability one random variable exceeds another by ratio k
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Hint :
That is same as probability of $x$ being greater than $\frac{k}{j}$ times $y$.
This is same as picking $x$ from $[0,1]$ and $y$ from $[0,\frac{k}{j}]$ and finding probability that $x$ is bigger than $y$.
This is $$\int_0^1\int_0^{k/j}I_{x>y}.\frac{j}{k} dxdy$$
Where $I$ is the indicator function. Note that $\frac{j}{k}$ is multiplies to the integral since the density function changed.
This integral evaluates to $\frac{j}{2k}$