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I have a stick of 1m length. I break it at a random point. Where I break it is described by a uniform distribution across the stick's length. The two parts are of length $x$ and $1-x$.

The question is: what is the expected ratio between the lengths of the two parts?

My initial solution is that the ratio is $\frac{x}{1-x}$, and to find the expected value, we multiply the PDF with $x$ and integrate across the relevant interval:

$$\int_0^1 \frac{x}{1-x} ~x ~\mathrm{d}x$$

But this integral does not converge. Switching $x$ with $1-x$ gives the same problem (independent of whether we integrate from 0 to 1 or 1 to 0):

$$\int_0^1 \frac{1-x}{x} ~(1-x) ~\mathrm{d} x $$ However,

$$\int_0^1 \frac{1-x}{x} ~x ~\mathrm{d}x$$

does converge, and even better, the two $x$ cancel out and we are left with

$$\int_0^1 1-x ~ \mathrm{d}x= 0.5$$

To be clear, I understand the math behind the above calculations and how to show that they do not converge. From the formulation of the problem and my common sense and intuition, and since $x$ and $1-x$ should be symmetrically distributed, I cannot decide why it should be relevant whether we take the ratio to be $\frac{x}{1-x}$ or $\frac{1-x}{x}$ (given that we integrate over $\mathrm{d}x$, not $\mathrm{d}(1-x)$, but we could also do the latter).

Is the problem not formulated precisely enough - is it necessary to define which is the numerator and denominator in the ratio of two numbers? Can I say now that the expected ratio of the two parts is 0.5, or do I need more information, or is it undefined?

How can the fact that the problem's logic should allow $x$ and $1-x$ to be interchangeable be related with these completely different results? What am I overseeing?

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  • $\begingroup$ See here: math.stackexchange.com/q/2118773/38584 $\endgroup$
    – Math1000
    Nov 7, 2017 at 16:02
  • $\begingroup$ that is an interesting read. But the crucial difference is that that question looks at the ratio between the shorter and the longer part, which is different from my question, which just looks at the ratio without further info or definition. - My question comes from a telephone job interview. $\endgroup$
    – Marie. P.
    Nov 7, 2017 at 16:10
  • $\begingroup$ You are right. The error is that I took the definition of the ratio to be the PDF that is to be multiplied with $x$ and integrated. $\endgroup$
    – Marie. P.
    Nov 7, 2017 at 16:22
  • $\begingroup$ Just a hunch, but maybe you need the ratio of the shorter piece to the longer piece to avoid 'near 0' values in the denominator and hence have finite expectation. Also then the support is $(0,1).$ $\endgroup$
    – BruceET
    Nov 8, 2017 at 7:13

1 Answer 1

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$\newcommand{\E}{\mathrm{E}}$ $\newcommand{\Var}{\mathrm{Var}}$ $\newcommand{\Cov}{\mathrm{Cov}}$ $\newcommand{\d}{\mathop{}\!\mathrm{d}}$ I identified the problem. What I want is the expected value of $\frac{x}{1-x}$, not of $x$, and its PDF is just $1$ on $[0,1]$ and $0$ elsewhere. I mistakenly took $\frac{x}{1-x}$ to be the PDF and multiplied with $x$. I therefore need to calculate $$\E\left[\frac{x}{1-x}\right]= \int_0^1 \frac{x}{1-x} ~\d x,$$ or alternatively $$\E\left[\frac{1-x}{x}\right]= \int_0^1 \frac{1-x}{x} ~\d x,$$ and these two are now indeed equivalent, as they should be (the two terms are symmetric around $\frac{1}{2}$).

Let's work on the second one: $$\E\left[\frac{1-x}{x}\right]= \int_0^1 \frac{1-x}{x} ~\d x$$ $$= \int_0^1 \frac{1}{x}-1 ~\d x$$ $$= \left.\ln ~x -x \right|_0^1$$ ...And clearly, this integral does not converge ($\mathrm{ln}~0$ undefined). So it really is necessary to specify that we need the ratio between the shorter and the longer part, otherwise the expected value is unbounded, as in this question: broken stick : average of the ratio of the shortest piece to the largest piece.

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