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Maximum sum (Posted on 2004-07-29) Difficulty: 3 of 5
What's the probability that n random numbers from [0,1] will sum less than 1?

(For purists: "uniformly distributed, independent" random numbers are assumed.)

  Submitted by Federico Kereki    
Rating: 3.8333 (6 votes)
Solution: (Hide)
Picking n numbers in [0,1] is the same as picking a random point within a n-dimensional hypercube. If we want the sum to be less than 1, the point must also be within a "hypersimplex" -- a solid with a vertex at the origin and the other vertices at (1,0,0...0), (0,1,0,...0), (0,0,1,...0), up to (0,0,0,...0,1).

(This solid is obtained intersecting the hypercube with the hyperplane given by x1+x2+x3+...+xn=1.)

You can find the volume of this solid using simple integration, and it works out to 1/N!. This pyramid has 1/(N!) the volume of the cube, so the probability is 1/(N!).

Comments: ( You must be logged in to post comments.)
  Subject Author Date
No SubjectK Sengupta2023-07-18 09:37:02
SolutionSolution in pure probability approachBon2004-08-05 19:35:54
SolutionSolution By ConvolutionRichard2004-08-02 22:05:38
re(2): UGH!Vee-Liem Veefessional2004-07-31 22:45:27
re: UGH!Penny2004-07-31 07:23:43
QuestionUGH!Vee-Liem Veefessional2004-07-31 04:25:58
Some ThoughtsThree casese.g.2004-07-29 11:17:52
SolutionApproximations were good enough for Archimedes :-)Penny2004-07-29 09:41:01
re: simulation resultsCharlie2004-07-29 09:00:40
Some Thoughtssimulation resultsCharlie2004-07-29 08:52:40
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