ROSECODE 529
Sum for random sequence
A sequence generator start generating independent and identically distributed random variables whose cumulative distribution function is
The cumulative sum is updated for every new generated number. When the sum is larger than , the generator stops. Let denotes the count of generated numbers when it stops. For example, the probability for is .
Find the expected value of . Give your answer rounded to 10 digits after the decimal point.
Thanks to baihacker for the idea.
Find the expected value of
Thanks to baihacker for the idea.