I have two variables a and b, both independently drawn from uniform distribution. a is drawn from uniform distribution (m, m+1) while b is drawn from uniform distribution (0,1). Here, m is 0<m<1. The game is not fair and chances of picking a is more. It is theorized simply as -
Condition for picking a is given by : a>= tb. For t as 0<t<1.
Put in words, lower the value of t, more unfairly a is chosen despite b being better.
If we have to compute the expected value of b when a is observed to be chosen then basically we need to compute - E(b|a>=tb). I computed this
(t - m) * Integrate[b, {a, m, t}, {b, 0, (1/t)*a}] / Integrate[1, {a, m, t}, {b, 0, (1/t)*a}] + (1+m-t)*Integrate[b, {a, t, 1 + m}, {b, 0, 1}] / Integrate[1, {a, t, 1 + m}, {b, 0, 1}]
[t-m is the probability that a is between m and t. Similarly, 1+m-t is also the probability].
Am I correct in this approach? Please guide me.
