> This sounds very powerful! And intuitively doesn't make any sense to me. So, say I have n choices, I do not know which choice is better. Does this result say that it's more efficient to randomly choose k and find the best among them (even for k=2), instead of randomly choosing a single choice? Could someone point me in the right direction?
Yes, let's consider the k=2 vs selecting a random item from a set of N items:
Selecting one item uniformly randomly from a set of N is identical to selecting two distinct items and then picking one of those two uniformly randomly.
So if you select items A and B, then pick the best item, you end up with an item of MAX(A,B) utility instead of MEAN(A,B) utility. MAX(A,B) >= MEAN(A,B) should hopefully be obvious.