section_path: Representations/Stochastic representations
section_name: Stochastic representations
paragraph_text: Stochastic representations
  
  In addition to exact analytical expressions for representation of e, there are stochastic techniques for estimating e. One such approach begins with an infinite sequence of independent random variables X, X..., drawn from the uniform distribution on. Let V be the least number n such that the sum of the first n observations exceeds 1:
  
  Then the expected value of V is e: E(V) = e.