*48. Let / , , /> 1, denote independent uniform (0, 1) random variables. For 0...
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*48. Let £ / , , /> 1, denote independent uniform (0, 1) random variables.
For 0 < a < 1, define TV by
Í = mm{n :Ul + · · · + Un> a]
(a) Show by induction that an P[N> n] = —
n\
(b) Prove that E[N] = ea, and conclude that the expected number of random numbers needed until their sum exceeds 1 is equal to e.
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