Skip to content

Expected smallest gap among 101 uniform points

Question

Draw 101101 points independently and uniformly from (0,1)(0,1). What is the expected value of the smallest distance between any two of them?

Short answer

110200\tfrac{1}{10200}. All 100100 gaps between neighbouring sorted points are at least xx with probability (1−100x)101(1-100x)^{101} for 0≤x≤11000\le x\le\tfrac1{100} (shrink each gap by xx). Integrating this tail gives E[min gap]=∫01/100(1−100x)101dx=1100⋅102=110200\mathbb{E}[\text{min gap}]=\int_0^{1/100}(1-100x)^{101}dx=\tfrac{1}{100\cdot102}=\tfrac{1}{10200}.

Adapted from QuantQuestions.io; question and answer rewritten by SelfMadeQuant.com.

See the hint and the full worked solution in the question bank (free account).

Open the worked solution

Lessons behind this question

Start with a free lesson: Expectation, Variance and Covariance is part of a free topic. Create a free account, no card needed, to read it in full with worked solutions.

Read it free