An unexpected result involving sums of random numbers
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03-02-2023, 02:06 PM
Post: #12
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RE: An unexpected result involving sums of random numbers
If random values are discrete, say coin flips, (head=1, tail=0), the expected value (sum ≥ 1) = 1/p = 2
Code: n * P(n) This gives a neat prove for E = Σ(n/2^n, n=1 .. Inf) = 1/p = 2 see https://math.stackexchange.com/questions...onverge-to At the end of each simulation, sum is exactly 1, without "waste". https://www.fourmilab.ch/documents/random_sum/ examples ("waste" in bold) 0.4770 + 0.0516 + 0.1793 + 0.2250 + 0.0438 + 0.3006 = 1.2773 0.8474 + 0.3005 = 1.1479 0.5535 + 0.2721 + 0.5390 = 1.3646 ... For continuous uniform distribution of [0, 1), we do have wastage (almost always) Last random number, on average = 0.5 Balance (before adding last random number), on average, between 0.5 to 1.0 1.0 < E*0.5 < 1.5 → 2.0 < E < 3.0 FYI, above link has the prove for E = e ≈ 2.71828 |
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