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    Kevin Fry

    Kevin Fry

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    Product of uniforms

    less than 1 minute read

    If $U_1, U_2 \overset{iid}{\sim} U[0,1]$, compute $Pr(U_1U_2 \le .5)$?

    Solution

    \(\begin{aligned} \int_{0}^1\int_{0}^{\min(1,.5/u_1)} du_2 du_1 &= .5 + \int_{.5}^1\int_{0}^{.5/u_1} du_2 du_1 \\ &= \int_{.5}^1 .5/u_1 du_1 \\ &= .5(1 + \ln(2)) \end{aligned}\)

    Tags: calculus, probability

    Categories: quant-question-bank

    Updated: May 21, 2025

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