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One uniform beating three others

Question

Let X1,…,X20X_1,\dots,X_{20} be independent Unif(0,1)\text{Unif}(0,1) variables. What is P(X1>max⁡(X2,X10,X15))P\big(X_1>\max(X_2,X_{10},X_{15})\big)?

Short answer

1/41/4. The event says X1X_1 is the largest of the four variables X1,X2,X10,X15X_1,X_2,X_{10},X_{15}. These are exchangeable, so each is equally likely to be the largest.

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