Let $X_1,X_2,X_3,...$ a series of i.i.d. variables with
$X_i \sim \mathcal{U}(0,1)$.
Let $N=\inf\{n\mid \sum_{i=1}^{n}X_i\geq1\}$
Prove that $E(N)=e$.
I don't really have a clue how to even start proving that. Can someone please help?
Thanks.
Let $X_1,X_2,X_3,...$ a series of i.i.d. variables with
$X_i \sim \mathcal{U}(0,1)$.
Let $N=\inf\{n\mid \sum_{i=1}^{n}X_i\geq1\}$
Prove that $E(N)=e$.
I don't really have a clue how to even start proving that. Can someone please help?
Thanks.