The longest piece
A stick of length is cut at two points and , chosen independently and uniformly on . This leaves three pieces.
What is the expected length of the longest piece?
Fractions, decimals with at least 3 significant digits, and expressions such as sqrt(2)/2, e^-1 or pi/4.
For a random variable with values in , the expectation is the integral of the tail: So it is enough to know for every .
“The longest piece is longer than ” means “at least one piece is longer than ”. Use inclusion–exclusion on the three events , where are the piece lengths.
The left piece is longer than exactly when both cuts fall in , which has probability . The three pieces have the same distribution, so this holds for each of them. For two pieces at once, think of removing a length from each.
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Idea. The maximum is awkward to handle directly, but its tail is easy: the longest piece exceeds if and only if some piece exceeds . Inclusion–exclusion turns this into events about one, two or three pieces, and each of those has a simple probability.
Step 1: one piece. Call the lengths from left to right. The left piece is , so for . The vector is uniform on the triangle , and this triangle is symmetric in the three coordinates. So every piece has the same law: for each .
Step 2: several pieces. Asking that given pieces all exceed is the same as cutting a length off each of them and asking that what remains is a valid split. The remaining stick has length , and the uniform distribution on the triangle scales with it, so where . Two pieces cannot both be longer than , and three cannot all be longer than , which is what the records.
Step 3: the tail of the maximum. Let . By inclusion–exclusion, As a check, for this equals after expanding, as it should: some piece is always at least .
Step 4: integrate. Using ,
So the longest piece has expected length .
Going further. The same argument with pieces gives For this is . The longest of pieces is about , only a factor above the average length .