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Is there an easy way to compute the size (Lebesgue measure) of the set $$S_n(a):=\{(x_1,\ldots,x_n)\in\mathbb{R}^n:x_1+\cdots+x_n<a\text{, and }x_i>0\}.$$ Using integration I computed that $$m(S_n(a))=\frac{a^n}{n!}.$$ But the computation is tedious, and I was wondering if there are more concise/direct ways of proving it.

Computation: $$ \begin{align} m(S_n(a)) &= \int_0^a\int_0^{a-x_1}\cdots\int_0^{a-x_1-\cdots-x_{n-1}}dx_n\cdots dx_1 \\ &= \int_0^a\int_0^{a-x_1}\cdots\int_0^{a-x_1-\cdots-x_{n-2}}(a-x_1-\cdots-x_{n-1})dx_{n-1}\cdots dx_1 \\ &= \int_0^a\int_0^{a-x_1}\cdots\int_0^{a-x_1-\cdots-x_{n-3}}\frac{-1}{2}(a-x_1-\cdots-x_{n-1})^2\big|_0^{a-x_1-\cdots-x_{n-2}}dx_{n-2}\cdots dx_1\\ &=\int_0^a\int_0^{a-x_1}\cdots\int_0^{a-x_1-\cdots-x_{n-3}}\frac{1}{2}(a-x_1-\cdots-x_{n-2})^2dx_{n-2}\cdots dx_1\\ \end{align} $$ and so on...

james
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1 Answers1

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The volume of $0 < y_1 < y_2 < \dots < y_n < a$ is $\frac{a^n}{n!}$ as there are $n!$ permutations. If you let $x_1 = y_1$ and $x_i = y_i - y_{i-1}$ for $1 < i \le n$ then this has the same volume (the Jacobian is 1).

See Volume of an n-simplex for more detail.

deinst
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