Let $\mathbf{p}$ be a point on a unit $n$-sphere $S_n$ and let $\mathcal{H}_n$ be the set all hyperplanes passing through the center of $S_n$.
Question: What is the simplest way to calculate the expected Euclidean distance $\mathbb{E}[d]$ between $\mathbf{p}$ and a hyperplane selected uniformly at random from $\mathcal {H}_n$?
Should we calculate
$$\mathbb{E}[d]=\mathbb{E}\left[\frac{|x_n|}{\sqrt{\sum_{i=1}^n x_i^2}}\right]$$
where $x_1, x_2, \ldots, x_n$ are the values taken by the i.i.d. random variables $X_1, X_2, \ldots, X_n \sim \mathcal{N}(0,1)$?