Adding until past one
Numbers are drawn independently and uniformly from and added up. Let be the first for which .
Find .
Fractions, decimals with at least 3 significant digits, and expressions such as sqrt(2)/2, e^-1 or pi/4.
means . So .
The region is a simplex. Its volume is : the cube splits into regions according to the order of the coordinates, and the simplex has the same volume as one of them.
h
s Shown after a correct answer. Revealing it first marks the problem as seen, not solved.
Idea. Turn the expectation into a sum of tail probabilities. Each tail probability is the volume of a simplex, which is , and the sum of those is .
Step 1: tail sum. For a variable with values in , and . For the empty sum is , so that term is .
Step 2: volume of the simplex. is the volume of . The map has determinant and sends onto the set of increasing sequences . That set is one of the equally sized pieces of the cube obtained by ordering the coordinates, so its volume is .
Step 3: sum.
Sanity check. is at least , and , so an average a bit above is plausible.