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ROSECODE 529

Sum for random sequence

liuguangxi · Probability ·

A sequence generator start generating independent and identically distributed random variables whose cumulative distribution function is F(x)={0:x<0x2:0x11:x>1 The cumulative sum is updated for every new generated number. When the sum is larger than 1, the generator stops. Let C denotes the count of generated numbers when it stops. For example, the probability for C=3 is 7/45.

Find the expected value of C. Give your answer rounded to 10 digits after the decimal point.


Thanks to baihacker for the idea.