Solving Problems Submitted to MAA Journals (Part 6b)

The following problem appeared in Volume 97, Issue 3 (2024) of Mathematics Magazine.

Two points P and Q are chosen at random (uniformly) from the interior of a unit circle. What is the probability that the circle whose diameter is segment \overline{PQ} lies entirely in the interior of the unit circle?

As discussed in the previous post, I guessed from simulation that the answer is 2/3. Naturally, simulation is not a proof, and so I started thinking about how to prove this.

My first thought was to make the problem simpler by letting only one point be chosen at random instead of two. Suppose that the point P is fixed at a distance t from the origin. What is the probability that the point Q, chosen at random, uniformly, from the interior of the unit circle, has the desired property?

My second thought is that, by radial symmetry, I could rotate the figure so that the point P is located at (t,0). In this way, the probability in question is ultimately going to be a function of t.

There is a very nice way to compute such probabilities since Q is chosen at uniformly from the unit circle. Let A_t be the probability that the point Q has the desired property. Since the area of the unit circle is \pi(1)^2 = \pi, the probability of desired property happening is

\displaystyle \frac{\hbox{area}(A_t)}{\pi}.

So, if I could figure out the shape of A_t, I could compute this conditional probability given the location of the point P.

But, once again, I initially had no idea of what this shape would look like. So, once again, I turned to simulation with Mathematica.

First, a technical detail that I ignored in the previous post. To generate points (x,y) at random inside the unit circle, one might think to let x = r \cos \theta and y = r \sin \theta, where the distance from the origin r is chosen at random between 0 and 1 and the angle \theta is chosen at random from 0 to 2\pi. Unfortunately, this simple simulation generates too many points that are close to the origin and not enough that are close to the circle:

To see why this happened, let R denote the distance of a randomly chosen point from the origin. Then the event R < r is the same as saying that the point lies inside the circle centered at the origin with radius r, so that the probability of this event should be

F(r) = P(R < r) = \displaystyle \frac{\pi r^2}{\pi (1)^2} = r^2.

However, in the above simulation, R was chosen uniformly from [0,1], so that P(R < r) = r. All this to say, the above simulation did not produce points uniformly chosen from the unit circle.

To remedy this, we employ the standard technique of using the inverse of the above function F(r), which is clearly F^{-1}(r) = \sqrt{r}. In other words, we will chose randomly chosen radius to have the form R= \sqrt{U}, where U is chosen uniformly on [0,1]. In this way,

P(R < r) = P( \sqrt{U} < r) = P(U < r^2) = r^2,

as required. Making this modification (highlighted in yellow) produces points that are more evenly distributed in the unit circle; any bunching of points or empty spaces are simply due to the luck of the draw.

In the next post, I’ll turn to the simulation of A_t.

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