CS 4960
Fall Semester 1999
Problem 8-4
Assigned: 14 October 1999
Due: 21 October 1999
For uniform (0,1) random variables U1, U2, ..., define:
N = minimum{n: U1+U2+ ... +Un > 1}
That is, N is equal to the number of random numbers that must be summed
to exceed 1.
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Estimate E[N] by generating 100 values of N.
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Estimate E[N] by generating 1,000 values of N.
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Estimate E[N] by generating 10,000 values of N.
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What do you think is the value of E[N]?