Let $X$ have standard deviation $\sigma$ and $Y$ standard deviation $\tau$. I can write $$P(X>0\mid X+Y>0) = \frac{P(X>0, X+Y>0)}{P(X+Y>0)}$$ As all variables are zero-mean and symmetric, $P(X+Y>0)=1/2$, so that $$P(X>0\mid X+Y>0) = 2 P(X>0, X+Y>0) = 2 P(X>0, Y>-X)$$ Using the independence of $X$ and $Y$ and the notation $\Phi$ and $\phi$ for the standard normals, I get $$P(X>0\mid X+Y>0) = 2 \int_0^\infty \phi\left(\frac{x}{\sigma}\right) \left(1-\Phi\left(-\frac{x}{\tau}\right)\right) dx.$$ But from here on I do not know how to continue to get a simple expression. Any suggestions?
2026-03-25 09:29:17.1774430957
What is the probability $P(X>0\mid X+Y>0)$ when $X$ and $Y$ are both independent normal mean zero with different variances?
82 Views Asked by Bumbble Comm https://math.techqa.club/user/bumbble-comm/detail AtRelated Questions in PROBABILITY
- How to prove $\lim_{n \rightarrow\infty} e^{-n}\sum_{k=0}^{n}\frac{n^k}{k!} = \frac{1}{2}$?
- Is this a commonly known paradox?
- What's $P(A_1\cap A_2\cap A_3\cap A_4) $?
- Prove or disprove the following inequality
- Another application of the Central Limit Theorem
- Given is $2$ dimensional random variable $(X,Y)$ with table. Determine the correlation between $X$ and $Y$
- A random point $(a,b)$ is uniformly distributed in a unit square $K=[(u,v):0<u<1,0<v<1]$
- proving Kochen-Stone lemma...
- Solution Check. (Probability)
- Interpreting stationary distribution $P_{\infty}(X,V)$ of a random process
Related Questions in INTEGRATION
- How can I prove that $\int_0^{\frac{\pi}{2}}\frac{\ln(1+\cos(\alpha)\cos(x))}{\cos(x)}dx=\frac{1}{2}\left(\frac{\pi^2}{4}-\alpha^2\right)$?
- How to integrate $\int_{0}^{t}{\frac{\cos u}{\cosh^2 u}du}$?
- Show that $x\longmapsto \int_{\mathbb R^n}\frac{f(y)}{|x-y|^{n-\alpha }}dy$ is integrable.
- How to find the unit tangent vector of a curve in R^3
- multiplying the integrands in an inequality of integrals with same limits
- Closed form of integration
- Proving smoothness for a sequence of functions.
- Random variables in integrals, how to analyze?
- derive the expectation of exponential function $e^{-\left\Vert \mathbf{x} - V\mathbf{x}+\mathbf{a}\right\Vert^2}$ or its upper bound
- Which type of Riemann Sum is the most accurate?
Related Questions in NORMAL-DISTRIBUTION
- Expectation involving bivariate standard normal distribution
- How to get a joint distribution from two conditional distributions?
- Identity related to Brownian motion
- What's the distribution of a noncentral chi squared variable plus a constant?
- Show joint cdf is continuous
- Gamma distribution to normal approximation
- How to derive $E(XX^T)$?
- $\{ X_{i} \}_{i=1}^{n} \thicksim iid N(\theta, 1)$. What is distribution of $X_{2} - X_{1}$?
- Lindeberg condition fails, but a CLT still applies
- Estimating a normal distribution
Related Questions in CONDITIONAL-PROBABILITY
- Given $X$ Poisson, and $f_{Y}(y\mid X = x)$, find $\mathbb{E}[X\mid Y]$
- Finding the conditional probability given the joint probability density function
- Easy conditional probability problem
- Conditional probability where the conditioning variable is continuous
- probability that the machine has its 3rd malfunction on the 5th day, given that the machine has not had three malfunctions in the first three days.
- Sum of conditional probabilities equals 1?
- Prove or disprove: If $X | U$ is independent of $Y | V$, then $E[XY|U,V] = E[X|U] \cdot E[Y|V]$.
- Conditional probability and binomial distribution
- Intuition behind conditional probabilty: $P(A|B)=P(B\cap A)/P(B)$
- Transition Probabilities in Discrete Time Markov Chain
Related Questions in BIVARIATE-DISTRIBUTIONS
- Expectation involving bivariate standard normal distribution
- Finding the conditional probability given the joint probability density function
- Find the density function of the sum $(X,X+Y)$.
- Variance of Z = max(X,Y) where X Y are jointly bivariate normal
- What is wrong with the following approach of obtaining the joint distribution function.
- Expectation for Trinomial distribution
- Covariance matrix of $(\bar{X}, \bar{X^2})$
- Is the joint distribution of any two uncorrelated normally distributed random variables bivariate normal?
- Are uncorrelated linear combinations of the elements of a multivariate normal distribution always independent of each other?
- Joint normal and exponential
Trending Questions
- Induction on the number of equations
- How to convince a math teacher of this simple and obvious fact?
- Find $E[XY|Y+Z=1 ]$
- Refuting the Anti-Cantor Cranks
- What are imaginary numbers?
- Determine the adjoint of $\tilde Q(x)$ for $\tilde Q(x)u:=(Qu)(x)$ where $Q:U→L^2(Ω,ℝ^d$ is a Hilbert-Schmidt operator and $U$ is a Hilbert space
- Why does this innovative method of subtraction from a third grader always work?
- How do we know that the number $1$ is not equal to the number $-1$?
- What are the Implications of having VΩ as a model for a theory?
- Defining a Galois Field based on primitive element versus polynomial?
- Can't find the relationship between two columns of numbers. Please Help
- Is computer science a branch of mathematics?
- Is there a bijection of $\mathbb{R}^n$ with itself such that the forward map is connected but the inverse is not?
- Identification of a quadrilateral as a trapezoid, rectangle, or square
- Generator of inertia group in function field extension
Popular # Hahtags
second-order-logic
numerical-methods
puzzle
logic
probability
number-theory
winding-number
real-analysis
integration
calculus
complex-analysis
sequences-and-series
proof-writing
set-theory
functions
homotopy-theory
elementary-number-theory
ordinary-differential-equations
circles
derivatives
game-theory
definite-integrals
elementary-set-theory
limits
multivariable-calculus
geometry
algebraic-number-theory
proof-verification
partial-derivative
algebra-precalculus
Popular Questions
- What is the integral of 1/x?
- How many squares actually ARE in this picture? Is this a trick question with no right answer?
- Is a matrix multiplied with its transpose something special?
- What is the difference between independent and mutually exclusive events?
- Visually stunning math concepts which are easy to explain
- taylor series of $\ln(1+x)$?
- How to tell if a set of vectors spans a space?
- Calculus question taking derivative to find horizontal tangent line
- How to determine if a function is one-to-one?
- Determine if vectors are linearly independent
- What does it mean to have a determinant equal to zero?
- Is this Batman equation for real?
- How to find perpendicular vector to another vector?
- How to find mean and median from histogram
- How many sides does a circle have?