Assume X,. X,.... form a sequence of independent RVs, each uni- formly distributed on (0, 1). Let N=min{n :X, + X,+.+ X, > 1}. Show that EN =e.

Algebra & Trigonometry with Analytic Geometry
13th Edition
ISBN:9781133382119
Author:Swokowski
Publisher:Swokowski
Chapter10: Sequences, Series, And Probability
Section10.1: Infinite Sequences And Summation Notation
Problem 25E
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Assume X,. X,.... form a sequence of independent RVs, each uni-
formly distributed on (0, 1). Let
N= min{n: X, + X,+ ..+ X, > 1).
Show that EN =e.
Transcribed Image Text:Assume X,. X,.... form a sequence of independent RVs, each uni- formly distributed on (0, 1). Let N= min{n: X, + X,+ ..+ X, > 1). Show that EN =e.
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