Attempts until Rnd<constant, has exponential distribution?

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The discussion centers on the probability distribution of the number of attempts until a uniformly generated number U from the interval [0,1] is less than a specified constant. It concludes that the number of loops does not follow an exponential distribution but rather a geometric distribution. The proof involves calculating the probability that the first occurrence of U being less than a constant p happens on the k-th attempt, leading to a geometric distribution. The discussion also references the Geometric Distribution for further understanding.

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Suppose a number U is generated from an uniform distribution [0,1].

If you repeat the process until U < some constant,
does the number of loops have an exponential distribution?

If so, could you point the way to a proof? Thanks in advance.
 
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no it isn't exponential, but this looks like homework, and is quite easy: write down the probability that the first pick less than, say, p occurs on the k'th turn and note which distribution you get.
 

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