[klipt]

That really depends on the distribution of said numbers. You're probably assuming uniform distribution, but there are power law distributions like wealth where the 26 richest people own as much as the bottom 3.8 billion combined.

[Yessing]

to be honest, I don't know much about probability.

but my intuition says that if you pick all variables from the same distribution, this should still hold.

At first, we don't know anything about the factors, so they are assigned a random importance. or am I missing something?