Problem:
Let . The numbers are chosen at random from the interval uniformly and independently. Compute the probability that for all .
Problem:
Let . The numbers are chosen at random from the interval uniformly and independently. Compute the probability that for all .
Solution:
We solve for general where in the problem. Notice that the points must form a convex hull, so there is some unique maximal element . Consider the points left of , and the slopes formed between these points of segments . Notice that we must choose the points to be decreasing. Ignoring cases where they have some shared -coordinates since this happens with probability , we have a chance of picking them in ascending order. Now, we order the differences
in descending order, obtaining some new list
and redefining . Notice that this procedure almost surely maps possible sequences of points to a valid convex hull, so the chance that the points left of are valid is . Similarly, the chance that the points on the right work is given by . So, for a maximum value at the chance that we get a valid convex hull is .
To finish, note that each point is equally likely to be the peak. Our answer is
Plugging in gives the desired answer.