1 The Number-Picking Game Here is a game that you and I could play that reveals a strange property of expectation. 3, First, you think of a probability density function on the natural numbers. Your distri- bution can be absolutely anything you like. For example, you might choose a uniform distribution on 1, 2, ... 6, like the outcome of a fair die roll. Or you might choose a bi- probability, provided that,...,n. You can even give every natural number a non-zero nomial distribution on 0, 1 he sum of all probabilities is 1