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Construct a decimal number X between 0 and 1 by drawing the first digit a¹ uniformly over {0,1,…,9}, the second digit a² uniformly over {0,1,…,9}, &tc., until 0 is attained. What is the expectation of this random variable X?
Since each new digit has expectation half of the previous digit, the expectation is an infinite geometric series with common ratio 20⁻¹ and factor 9, leading to an expectation of 9/19. As verified with the following R code:
skr<-function(){
a=9;b=0
while((a<-sample(rep(0:a,2),1))>0)b=10*b+a
while(b>=1)b=b/10
return(b)}
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