What's extra fun is you can run into a distribution that doesn't have a mean. A concrete example of this: Exponential backoff where each attempt has a 1/2 prob

What's extra fun is you can run into a distribution that doesn't have a mean. A concrete example of this: Exponential backoff where each attempt has a 1/2 probability of succeeding independently of other attempts, and you double the time between each attempt. If you try to benchmark this process, you'll find that no matter how big your sample size is you'll never get consistent results.