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Re:Show HN: Learn When to Quit by teraflop on Saturday December 07, 2019 @04:25PM (#21732655)
Yep. The optimal strategy depends only on the relative ordering of elements, not on their magnitudes or any other property. So the strategy is the same for any continuous distribution.

(With a discrete distribution, the possibility of ties slightly affects things. But in this particular game, ties seem to be very improbable, so they can be ignored.)

Re:Show HN: Learn When to Quit by repsilat on Saturday December 07, 2019 @05:03PM (#21732867)
It isn't optimal for known distributions. If you're sampling from a normal distribution with known parameters, and the first of 100 samples is 5 standard deviations above the mean, you take it.