Let be independent, each uniform on . What is the probability that their sum is less than ?
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#A volume inside the cube
The vector is uniform on the unit cube , so every probability is just a volume. The event is the corner simplex , which sits entirely inside the cube, so the probability equals that simplex's volume.
#Partial sums straighten the simplex
Send each point to its running totals, . This map is linear with a triangular matrix whose diagonal is all ones, so its determinant is and it preserves volume. It carries the simplex exactly onto the sorted region .
#Count the orderings
The cube breaks into congruent pieces, one for each ordering of the coordinates, all of equal volume by symmetry. The sorted region is a single one of them, so it has volume , and therefore
For the chance is and for it is , the factorial shrinking the corner simplex away to nothing as the dimension grows.
#The general statement by induction
The same answer drops out of a sharper claim, that for every , where . The base case is just . Assuming the claim at , condition on the final draw , whose density is on ,
where the integrand drops to zero once because then cannot be negative. Setting recovers , now as the value of a polynomial that also gives the law of the partial sum at every cutoff below .