Let x and y be two independent continuous random variables uniformly distributed over [ 0 , 1 0 ] . Given that P ( x y < m ) = 0 . 5 for a positive real m , find 1 0 0 0 m rounded to the nearest integer.
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Let us choose an real number 0 ≤ y ≤ 1 0 . The probability that the y is in between y and y + d y is 1 0 d y . Now, for y ≤ 1 0 m , x can be anything in the interval [ 0 , 1 0 ] . So, in this case the probability of choosing x obeying the given condition is exactly 1 .
So, the probability is P 1 = 1 × 1 0 m 1 0 1 = 1 0 0 m .
Now if y ≥ 1 0 m , then x has to be chosen from the interval [ 0 , y m ] ,and the probability of choosing that x is 1 0 y m .
Then the total probability is
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So, 0 . 5 = P = P 1 + P 2 = 1 0 0 m ( 1 + ( l n m 1 0 0 ) .
Solving m we get m = 0 . 1 8 6 6 8 . . . So, [ 1 0 0 0 m ] = 1 8 6 6 8 .
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We can graph y = x m , x = 1 0 , and y = 1 0 , as shown below.
Note that the red line represents y = x m when m = 5 0 .
P ( x y < m ) = 1 − P ( x y > m ) . The upper right area formed by the blue, red, and green lines represents 1 0 0 P ( x y > m ) and is equal to
∫ 1 0 m 1 0 ( 1 0 − x m ) d x = [ 1 0 x − m ln ( x ) ] 1 0 m 1 0 = 1 0 0 − m ln ( 1 0 ) − m + m ln ( 1 0 m )
= 1 0 0 − m − m ( ln ( 1 0 ) − ln ( 1 0 m ) ) = 1 0 0 − m ( 1 + ln ( m 1 0 0 ) )
Therefore, P ( x y < m ) = 1 − P ( x y > m ) = 1 − ( 1 − 1 0 0 m ( 1 + ln ( m 1 0 0 ) ) ) = 1 0 0 m ( 1 + ln ( m 1 0 0 ) )
Solving the equation 1 0 0 m ( 1 + ln ( m 1 0 0 ) ) = 0 . 5 graphically, we get m = 1 8 . 6 6 8 , so the answer is 1 8 6 6 8 .