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For each \\(i\\in \\mathbb{N}^{*}\\), define the sample mean of the first \\(i\\) variables as \\(\\overline{X_{i}}:=\\frac{X_1+X_2+\\dots+X_{i}}{i}\\) and the supremum of this sequence as \\[ Z_{\\infty}:=\\sup\\{\\overline{X_{i}}:i\\in \\mathbb{N}^{*}\\}. \\] In this note the authors compute the distribution function, \\(F_{\\infty}\\), of \\(Z_{\\infty}\\) and with some restriction on \\(F_{\\infty}\\), they give the inverse of this distribution function. More precisely, they obtain the following main result:  Theorem 1.  \\begin{itemize} \\item[(a)] \\(Z_{\\infty}\\) has distribution function \\[ F_{\\infty}(x)=1-\\sum_{k=1}^\\infty\\frac{k^{k-1}}{k!}x^{k-1}e^{-kx} \\] for \\(x>0\\), and density which is continuous on \\(\\mathbb{R}\\backslash\\{1\\}\\), positive on \\(]1,+\\infty[\\), and zero on \\(]-\\infty, 1[\\). \\item[(b)] The restriction of \\(F_{\\infty}\\) on \\(]1, +\\infty[\\) is one to one and onto \\(]0, 1[\\) with inverse \\[ F_{\\infty}^{-1}(u)=-\\frac{\\log(1-u)}{u}\\text{ for all }u\\in]0, 1[  \\] \\end{itemize}  As application to ruin probability, the authors consider the following risk model defined by \\[ U_{n}=u+cn-S_{n},\\quad n\\in \\mathbb{N}^{*}, \\] where they assume that the aggregate claim at time \\(n\\) is described by \\(S_{n}:=X_1+\\dots+X_{n}\\), the \\((X_{i})_{i\\geq 1}\\) are i.i.d. with \\(\\mathbb{E}(X_1)=1\\), the premium rate (per time unit) is \\(c=1+\\theta>0\\) (\\(\\theta\\) is the safety loading of the insurance), and the initial capital is \\(u>-(1+\\theta)\\), where negative initial capital is allowed for technical reasons. The ruin probability \\[ \\psi(u):=Pr(Un<0\\text{ for some }n\\in \\mathbb{N}^{*})\\tag{\\(\\ast\\)} \\] is of fundamental importance in this application.   This particular problem (for general claims) has been studied in [\\textit{P. Sattayatham} et al., ``Ruin probability-based initial capital of the discrete-time surplus process'', Variance Adv. Sci. Risk 7, No. 1, 74--81 (2013)], while the probability of ruin for more general models is studied in detail in [\\textit{S. Asmussen} and \\textit{H. Albrecher}, Ruin probabilities. 2nd ed. Hackensack, NJ: World Scientific (2010; Zbl 1247.91080)] and for other applications we can see [\\textit{R. M. Corless} et al., Adv. Comput. Math. 5, No. 4, 329--359 (1996; Zbl 0863.65008)].   The authors obtain the following result as application to ruin probability:  Theorem 2. Assume that the i.i.d. individual claims \\((X_{i})_{i\\geq 1}\\) are exponential random variables with mean 1, fix \\(\\alpha\\in]0, 1[\\) and \\(\\theta>0\\), and set \\(c=1+\\theta\\). Then, \\begin{itemize} \\item[(a)] the ruin probability \\((\\ast)\\) is given by \\[ \\psi(u)=\\begin{cases} \\frac{t(c)}{c}\\exp(-u(1-\\frac{t(c)}{c}))&\\text{ if }u>-c, \\\\ 1&\\text{ if }u\\leq c, \\end{cases} \\] where the function \\(t\\) is given by \\[ t(x):=g_{r}^{-1}(xe^{-x})=h(xe^{-x}),\\quad  x\\geq 0\\text{ and }g_{r}(t)=g_{r}(t(x))=xe^{-x}; \\] \\item[(b)] the minimum initial capital \\(u=u(\\alpha,\\theta)\\) needed to ensure that \\(\\Psi(u)\\leq\\alpha\\) is given by the unique root of the equation \\[ (1+\\theta+u)(1-\\alpha^{\\frac{1+\\theta}{1+\\theta+u}})=-\\log\\alpha,\\quad  u>-(1+\\theta). \\] 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