Project Euler Lab - Problem 436

#436 - Unfair Wager

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Julie proposes the following wager to her sister Louise.
She suggests they play a game of chance to determine who will wash the dishes.
For this game, they shall use a generator of independent random numbers uniformly distributed between \(0\) and \(1\).
The game starts with \(S = 0\).
The first player, Louise, adds to \(S\) different random numbers from the generator until \(S \gt 1\) and records her last random number '\(x\)'.
The second player, Julie, continues adding to \(S\) different random numbers from the generator until \(S \gt 2\) and records her last random number '\(y\)'.
The player with the highest number wins and the loser washes the dishes, i.e. if \(y \gt x\) the second player wins.

For example, if the first player draws \(0.62\) and \(0.44\), the first player turn ends since \(0.62+0.44 \gt 1\) and \(x = 0.44\).
If the second players draws \(0.1\), \(0.27\) and \(0.91\), the second player turn ends since \(0.62+0.44+0.1+0.27+0.91 \gt 2\) and \(y = 0.91\). Since \(y \gt x\), the second player wins.

Louise thinks about it for a second, and objects: "That's not fair".
What is the probability that the second player wins?
Give your answer rounded to \(10\) places behind the decimal point in the form 0.abcdefghij.

This problem is taken from Project Euler, Problem 436.
Problem text © Project Euler, licensed under CC BY-NC-SA 4.0. Original: projecteuler.net/problem=436. Published Saturday, 14th September 2013, 07:00 pm. Solved by 534 members at time of mirroring.

Why this is useful

Probability Statistics. Expectation and state-based probability reasoning underpin pricing, risk, and statistical inference (Phases 7, 11, 13).

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