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2987概率中等derivationmedium

Expected Sum of Squared Lengths with Three Cuts

题目

Three cut points are drawn independently and uniformly on [0,1][0,1] and ordered, producing four pieces with lengths X1,,X4X_1,\dots,X_4. Compute E[X12++X42]E[X_1^2+\cdots+X_4^2].

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