Data Science Interview Prep: Q73

Expected Length of a Strictly Increasing Sequence of i.i.d. Uniform Draws. (Category: Statistics)

Suppose you are drawing from an infinite sequence of i.i.d. random variables uniformly distributed on (0,1). You continue drawing as long as the sequence remains monotonically increasing. What is the expected length of the sequence?

Solution:

We hope you found the article both enlightening and valuable! For more insightful content delivered straight to your inbox, simply enter your email address below and hit the subscribe button. Stay tuned for future updates!

Reference:

• Monotone Increasing i.i.d. Uniform Draws: https://stats.stackexchange.com/questions/308940/what-is-the-expected-length-of-an-iid-sequence-that-is-monotonically-increasing