Probability Puzzle Simulation
You play a game with a friend where he chooses two random numbers between 0 and 1. Next you choose a random number between 0 and 1. If your number falls between the prior two numbers you win. What is the probability that you would win? The applet below shows a simulation of this game. Each dot represents the proportion of wins in 200 games.
From Probability Puzzles http://bayesianthink.blogspot.com/2014/01/three-random-numbers.html#.UuKMJGQo5o4