Past exam of the mathematics course of the University of Cambridge / 2002 / ia / Paper 2 / 11F (Probability)

For independent random variables, the probability density function of a sum is the convolution of probability densities. Since each density is one on $[0,1]$ and zero elsewhere,This is the length of $[0,1]\cap [u-1,u]$. Therefore the density isThe two triangular areas sum to one, as a probability density function must.

Conditioning on $U=X+Y$, independence of $Z$ gives $\mathbb{P}(Z>u)=1-u$ for $0\le u\le 1$ and zero for $u>1$. Using the preceding probability density function,

Three positive lengths form a nondegenerate triangle precisely when each is less than the sum of the other two. Necessity is the triangle inequality. For sufficiency, two circles centered at the ends of one side intersect off that side whenever the remaining lengths satisfy these strict inequalities, giving the third vertex.

Failure thus occurs when $X\ge Y+Z$, $Y\ge X+Z$, or $Z\ge X+Y$. Two such inequalities cannot hold together for strictly positive lengths. Zero lengths and equality cases have probability zero because the variables have continuous probability density functions. By symmetry each failure event has the probability $1/6$ just calculated. Hence the probability of forming a triangle is

Another convolution of probability densities gives, for $0\le s\le 1$,Only this part of the density is needed because the fourth length is at most one.

Four positive lengths $a,b,c,d$ can form a nondegenerate quadrilateral if and only if every length is less than the sum of the other three. Necessity follows by following the other three sides between the endpoints of the longest side and applying the triangle inequality. For sufficiency, select a diagonal length $r$ in the intersectionBoth intervals are nonempty, and their intersection is nonempty exactly when $|a-b|<c+d$ and $|c-d|<a+b$. These are precisely the four strict length inequalities. Construct triangles with sides $(a,b,r)$ and $(c,d,r)$ on opposite sides of their common diagonal. Their union has the required simple, nondegenerate quadrilateral as boundary.

The failure events, in which one length is at least the sum of the others, are disjoint except on sets of probability zero. For the specified length $W$, independence and the density above giveThere are four symmetric choices of the overly long side, so the probability isThis is the four-sided case of the polygon probability for independent uniform rods.