The numbers \(x_1\) \(x_2\) \(x_3 \) \(x_4 \) are chosen at random in the interval \([0,1]\) Let \(I\) be the interval between \(x_1\) and \(x_2\) and let \(J\) be the interval between \(x_3\) and \(x_4\). Find the probability that intervals \(I\) and \(J\) overlap.
To find the probability that intervals \(I\) and \(J\) overlap, we need to consider the possible positions of the four points \(x_1, x_2, x_3,\) and \(x_4\) within the interval \([0, 1]\).
Without loss of generality, let's assume that \(x_1 < x_2\) and \(x_3 < x_4\).
For \(I\) and \(J\) to overlap, one of the following conditions must be true:
1. \(x_1 < x_3 < x_2 < x_4\)
2. \(x_3 < x_1 < x_4 < x_2\)
Let's calculate the probability for each condition:
1. Probability of Condition 1:
- The probability that \(x_1\) falls in the interval \([0, 1]\) is \(1\).
- The probability that \(x_3\) falls in the interval \([x_1, 1]\) is \(1 - x_1\).
- Given \(x_1\) and \(x_3\), the probability that \(x_2\) falls in the interval \((x_1, 1]\) is \(1 - x_1\).
- Given \(x_1\), \(x_3\), and \(x_2\), the probability that \(x_4\) falls in the interval \((x_3, 1]\) is \(1 - x_3\).
- So, the probability of Condition 1 is \(1 \times (1 - x_1) \times (1 - x_1) \times (1 - x_3) = (1 - x_1)^2 (1 - x_3)\).
2. Probability of Condition 2:
- The probability that \(x_3\) falls in the interval \([0, 1]\) is \(1\).
- The probability that \(x_1\) falls in the interval \([0, x_3]\) is \(x_3\).
- Given \(x_3\) and \(x_1\), the probability that \(x_4\) falls in the interval \((x_3, 1]\) is \(1 - x_3\).
- Given \(x_3\), \(x_1\), and \(x_4\), the probability that \(x_2\) falls in the interval \((x_1, 1]\) is \(1 - x_1\).
- So, the probability of Condition 2 is \(1 \times x_3 \times (1 - x_1) \times (1 - x_3) = x_3 (1 - x_1) (1 - x_3)\).
Now, since \(x_1, x_2, x_3,\) and \(x_4\) are chosen independently and uniformly at random in the interval \([0, 1]\), we can find the probability that intervals \(I\) and \(J\) overlap by summing the probabilities of Condition 1 and Condition 2:
\[ \text{Total probability} = (1 - x_1)^2 (1 - x_3) + x_3 (1 - x_1) (1 - x_3) \]
\[ = (1 - x_1) (1 - x_3) (1 - x_1 + x_3) \]
\[ = (1 - x_1) (1 - x_3) \]
Now, since \(x_1\) and \(x_3\) are chosen uniformly at random in the interval \([0, 1]\), we can find the expected value of the probability by integrating over the joint distribution of \(x_1\) and \(x_3\):
\[ \text{Expected probability} = \int_{0}^{1} \int_{0}^{1} (1 - x_1) (1 - x_3) \, dx_1 \, dx_3 \]
\[ = \int_{0}^{1} \left( \int_{0}^{1} (1 - x_1) (1 - x_3) \, dx_3 \right) dx_1 \]
\[ = \int_{0}^{1} \left( 1 - x_1 - \frac{1}{2} + \frac{x_1^2}{2} \right) dx_1 \]
\[ = \left[ x_1 - \frac{x_1^2}{2} - x_1 + \frac{x_1^3}{6} \right]_{0}^{1} \]
\[ = \left( 1 - \frac{1}{2} - 1 + \frac{1}{6} \right) - \left( 0 - 0 - 0 + 0 \right) \]
\[ = \frac{1}{3} - \frac{1}{2} = \frac{1}{6} \]
Therefore, the expected probability that intervals \(I\) and \(J\) overlap is \( \frac{1}{6} \).