[teraflop]

Yep. The optimal strategy depends only on the relative ordering of elements, not on their magnitudes or any other property. So the strategy is the same for any continuous distribution.

(With a discrete distribution, the possibility of ties slightly affects things. But in this particular game, ties seem to be very improbable, so they can be ignored.)

[repsilat]

It isn't optimal for known distributions. If you're sampling from a normal distribution with known parameters, and the first of 100 samples is 5 standard deviations above the mean, you take it.