Length giving one increasing run of six on average
Question
Let be i.i.d. uniform on . Call position the start of an increasing -chain if . For which is the expected number of positions starting such a chain equal to ?
Short answer
. A chain can start at positions , and six i.i.d. continuous values are in increasing order with probability . By linearity the expected count is , which equals 1 when .
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Open the worked solutionLessons behind this question
- Expectation, Mean, and Variance
- Conditional Expectation and Variance Revisited
- Sample Spaces, Events, and the Probability Axioms
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