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Subject: Re: Bernoulli trials, Binomial and Trinomial Distribution Formulae ?!

Author: Uri Blass

Date: 11:30:55 04/25/01

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On April 25, 2001 at 13:46:22, guy haworth wrote:

>A game of chess is a 'Bernoulli trial' in a sequence of say 'n' trials.
>
>One side's score after 'n' trials is a random-variable X.
>
>If chess was a win/lose 2-outcome trial, one could dial straight into the theory
>of binomial and normal distributions and pick up info about the variance of the
>score after 'n' trials.
>
>Unfortunately, it is a three-outcome trial ... win/draw/lose ...
>
>Question is ... is there an equivalent neat formula about the variance of the
>score after 'n' trials ... assuming 1 for win, 0.5 for draw, 0 for loss of
>course.

Assumptions:
1)There is a match between 2 opponents J and F.
1)The results of different games independent events.
2)The results of different games when J is white have the same distribution.
3)The result of different game when F is white have the same distribution


The variance of the score after n games when J is white and m games when F is
white is the sum of the folowing numbers:
1)n times the variance of the score of 1 game when J is white
2)m times the variance of the score of 1 game when F is white


The variance of the score of 1 game is at most 1/4 and you can calculate it by
the following formula:
(1/2*1/2*p(1/2)+1*1*p(1))-(1/2*p(1/2)+p(1))^2

example:if p(J wins with white) =0.5,p(draw when J is white)=0.2,p(J lose with
white)=0.3 then you get for J with white the following variance:

(1/4*0.2+0.5)-(1/2*0.2+0.5)^2=0.55-0.36=0.19

Uri



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