Problem

Suppose that U1, U2, …, Uk are IID U(0, 1) random variables. Show that the fractional part...

Suppose that U1, U2, …, Uk are IID U(0, 1) random variables. Show that the fractional part (i.e., ignoring anything to the left of the decimal point) of U1 + U2 + … + Uk is also uniformly distributed on the interval [0, 1]. [This property motivated the composite generator of Wichmann and Hill (1982).]

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