The distribution for the sum of
uniform variates on the interval
can be found directly as
(1) |
where is a delta function.
A more elegant approach uses the characteristic function to obtain
(2) |
where the Fourier parameters are taken as . The first few values of
are then given by
(3) | |||
(4) | |||
(5) | |||
(6) |
illustrated above.
Interestingly, the expected number of picks of a number
from a uniform distribution on
so that the sum
exceeds 1 is e (Derbyshire 2004, pp. 366-367). This can be demonstrated by noting that the probability of the sum of
variates being greater than 1 while the sum of
variates being less than 1 is
(7) | |||
(8) | |||
(9) |
The values for , 2, ... are 0, 1/2, 1/3, 1/8, 1/30, 1/144, 1/840, 1/5760, 1/45360, ... (OEIS A001048). The expected number of picks needed to first exceed 1 is then simply
(10) |
It is more complicated to compute the expected number of picks that is needed for their sum to first exceed 2. In this case,
(11) | |||
(12) |
The first few terms are therefore 0, 0, 1/6, 1/3, 11/40, 13/90, 19/336, 1/56, 247/51840, 251/226800, ... (OEIS A090137 and A090138). The expected number of picks needed to first exceed 2 is then simply
(13) | |||
(14) | |||
(15) |
The following table summarizes the expected number of picks for the sum to first exceed an integer
(OEIS A089087). A closed form is given by
(16) |
(Uspensky 1937, p. 278).