  We study the single-choice Prophet Inequality problem when the gambler is
given access to samples. We show that the optimal competitive ratio of $1/2$
can be achieved with a single sample from each distribution. When the
distributions are identical, we show that for any constant $\varepsilon > 0$,
$O(n)$ samples from the distribution suffice to achieve the optimal competitive
ratio ($\approx 0.745$) within $(1+\varepsilon)$, resolving an open problem of
Correa, D\"utting, Fischer, and Schewior.
