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Mar 22, 2017 at 0:02 comment added David J. Harris @Glen_b: this answer isn't so relevant to your revised version of the question. Should I just leave it here, or would you recommend something else?
Mar 15, 2017 at 21:31 comment added Olivier Your answer does not provide rigorous footing for sound statistical practice. It only gives examples. Note, also, that the random variables I consider are bounded, greatly changing what is the worst possible case.
Mar 15, 2017 at 5:03 comment added David J. Harris what's the crux?
Mar 15, 2017 at 3:38 comment added Olivier I find the experiment very pertinent and interesting. I won't take this as the answer, however, as it does not address the crux of the problem.
Mar 15, 2017 at 3:23 history answered David J. Harris CC BY-SA 3.0