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Two people agree to meet each other on a particular day, between 5 and 6 PM, They arrive independently on a uniform time between 5 and 6 and wait for 15 mintues. What is the probability that they meet each other ?

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    $\begingroup$ Draw a sketch of the $x$-$y$ plane with a square with opposite vertices $(0,0)$ and $(1,1)$. The point $(X,Y)$ within this square gives the times of arrival of the two people. Mark the region of the square containing all the points for which $|X-Y| \leq \frac{1}{4}$. The area of this region is the desired probability. You don't have to evaluate an integral to find the area. Simple mensuration (area of triangle $= \frac{1}{2}\times$ base $\times$ altitude will suffice). $\endgroup$ – Dilip Sarwate Dec 3 '12 at 19:57
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As nicely described by Eric Angle, we can assume that each arrival time is uniformly distributed in the interval $[0,1]$.

Let $X$ be the arrival time of A, and $Y$ the arrival time of B. We want $\Pr(|X-Y|\le 1/4)$.

1) Draw the square that has corners $(0,0)$, $(0,1)$, $(1,1)$, and $(0,1)$.

2) Draw the lines with equations $y=x-1/4$ and $y=x+1/4$.

3) We want the probability that the point $(x,y)$ that records the arrival times of A and B lies between the two lines we drew in 2).

4) Since the square has area $1$, and the arrival times are uniform and independent, this probability is the area of the part of the square between $y=x-1/4$ and $y=x+1/4$.

5) Find that area. Note that our region is the square with two (congruent) isosceles right triangles removed. It is easy to find the area of these triangles.

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Define 5 PM as $t=0$ and 6 PM as $t=1$. Then $p\left(t\right) = p_A\left(t\right) = p_B\left(t\right) = 1$ for $0 \le t \le 1$ and is zero otherwise.

If person $A$ arrives at time $t_A$, then they will meet each other if $\left|t_B - t_A\right| \le 1/4$. The total probability of them meeting is then $$ \int_0^1 \ dt_A \ p\left(t_A\right) \ P\left(\left|t_B - t_A\right| \le 1/4\right) = \int_0^1 \ dt_A \ P\left(\left|t_B - t_A\right| \le 1/4\right). $$ Now you need to determine $P\left(\left|t_B - t_A\right| \le 1/4\right)$ as a function of $t_A$. It is not always $1/2$. To see this, consider separately the cases $0 \le t_A \le 1/4$, $1/4 \le t_A \le 3/4$, and $3/4 \le t_A \le 1$.

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