Given a stick and break it randomly at two places, what is the probability that you can form a triangle from the pieces?
Here is my attempt and the answer does not match, so I am confused what went wrong with this argument.
I first denote the two randomly chosen positions by $X$ and $Y$, and let $A=\max(X,Y)$, $B=\min(X,Y)$. We are interested in the probability of the event $\{A>\frac{1}{2}, B>A-\frac{1}{2}\}$. Thus, we want the joint distribution of $A$ and $B$. To compute that, I computed
$$F_{A,B}(w,z)=\mathbb{P}(A\leq w, B\leq z)=\mathbb{P}(A\leq w)-\mathbb{P}(A\leq w, B>z)=\mathbb{P}(X\leq w,Y\leq w)-\mathbb{P}(X\leq w, Y\leq w, X>z, Y>z)$$
Therefore, we have if $z\leq w$
$$F_{A,B}(w,z)=w^2-(w-z)^2$$
otherwise
$$F_{A,B}(w,z)=w^2$$
Then the joint density of $A$ and $B$ is
$$f_{A,B}(w,z)=\frac{\partial^2 F}{\partial w\partial z}(w,z)=2$$
if $z\leq w$ and $0$ otherwise.
Finally
$$\mathbb{P}(A>\frac{1}{2},B>A-\frac{1}{2})=\int_{\frac{1}{2}}^1\int_{w-\frac{1}{2}}^w2dzdw=\frac{1}{2}$$
The answer is $\frac{1}{4}$ instead, but I can't figure out what went wrong with this argument.
