You are going to a concert. The road to the concert has 100 car parking spaces arranged in a straight line. The spaces are numbered from 1 to 100, where space 1 is in the beginning of your journey and space 100 is right at the concert's gate. Obviously spaces that are closer to the gate are more likely to be taken. The probability that a parking space numbered $n$ is taken is $n/100$. If you have missed an empty parking space then you cannot return to it and if you didn't find a park then you miss out on the concert. What should be your strategy in finding^ an empty parking space that is as close to the gate as possible?
^ Assume that "finding a space" means that you can guarantee that it will be empty with probability 99.9% or more. For example the probability that space 1 is empty is 99%, so it alone doesn't meet the rule. However, the probability that space 1 or space 2 is empty is $0.99+0.98-0.99*0.98 = 0.9998 > 99.9\%$, so you can guarantee yourself a park in one of these spots.