Math odds problem

Question

You have a random number between 1-1000.

 
You are given one chance to guess the number. If you guess it wrong, that number is removed from the available numbers.
For example, you guess the number 1 and you're wrong, now the board is 2-1000.
You are allowed to guess until you get it right.

How many guesses on average will it take to correctly guess the number?

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