Uniforms summing past 1
Draw values one at a time and add them until the running sum first exceeds 1. What is the expected number of draws? Give a decimal.
Show hints (2)+
- P(first n draws sum ≤ 1) is the volume of a simplex.
- That volume is 1/n!.
Answer
Reveal answer →Final answer
2.718 (± 0.01)
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Asked at: Jane Street, Two Sigma