On a Problem of L. Moser

In [l], Moser derives a recurrence relation and studies the limiting behaviour of the Expectations En of the following game. “A real number is drawn at random from [0,1]. We may either keep the number selected, or reject it and draw again. We can then either keep the second number chosen or reject it, and draw again, and so on. Suppose we have at most n choices. What stopping rule gives the largest En and how can we estimate En?”