The blind archer's third shot
A blind archer shoots at a target. His shots are independent and identically distributed: each lands at a random distance from the centre drawn from the same (continuous) distribution, with no memory of earlier shots. He cannot see where they land.
He fires two arrows and is told that the first landed closer to the centre than the second. He then fires a third arrow.
What is the probability that the third arrow is the closest to the centre of all three?
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The information about the first two arrows says nothing about the third. Among three independent, identically distributed shots, how likely is any particular one to be the best?
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