Sorry, I should have been more specific :S You have assumed a fixed amount in each envelope. The article leaves the amount unspecified but implicitly assumes t

Sorry, I should have been more specific :S You have assumed a fixed amount in each envelope. The article leaves the amount unspecified but implicitly assumes that there is no maximum amount that could be in the envelope. The problem only becomes interesting for certain distributions. Try this code: https://gist.github.com/jamii/6567205 https://gist.github.com/jamii/6567205 If you run it with the uniform distribution the running mean will eventually converge to 0. If you comment that out and uncomment the exponential distribution it is much more interesting :) With the exponential distribution the expected value of switching does not even exist. EDIT Doh, the original gist was totally wrong. That'll teach me to argue on the internet at 3am. The updated gist is correct.