Mercury's Blog

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http://www.matrix67.com/blog/archives/3507

https://www.zhihu.com/question/64089362

\(U_1,U_2,\dots\)为一列独立随机变量,均服从\((0,1]\)上的均匀分布。记

\[ \xi = \min\{n \geq 1: U_1+U_2+\dots+U_n > 1\}, \]

\(E(\xi)\)

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