Medium · Expected Value & Decision Theory · Numerical · ~8 min · #77

Uniforms Until the Sum Exceeds One

Real interview · Two Sigma

You draw independent $U(0, 1)$ random variables until their running sum exceeds 1. What is the expected number of draws?

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Worked solution

Give the problem an honest attempt first, then reveal the full explanation.

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Concepts

Tail-sum formulaVolume of the simplex

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