MathWorld says that picking a random point in a unit $n$-cube is an unsolved problem. Why? Isn't it enough to pick $n$ random numbers uniformly distributed in $[0, 1]$?
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It doesn't say anything like that. It says that there is no known closed-form expression for the expected distance from a random point to a particular vertex of an $n$-cube.
MJD
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Although one knows the asymptotics when the dimension $n\to\infty$, which is $\sqrt{n/3}$. – Did May 28 '12 at 16:18