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Average longest piece of a stick cut twice

Question

A stick of unit length is broken at two points chosen independently and uniformly along its length, producing three pieces. What is the expected length of the longest piece?

Short answer

11/1811/18. The three lengths are uniform on the simplex, and for nn such spacings the expected largest is 1n∑k=1n1k\tfrac1n\sum_{k=1}^n\tfrac1k. With n=3n=3 this is 13(1+12+13)=1118≈0.611\tfrac13\left(1+\tfrac12+\tfrac13\right)=\tfrac{11}{18}\approx0.611.

Adapted from Crack, Heard on the Street, Q4.36, p.43; question and answer rewritten by SelfMadeQuant.com.

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