Author: Dan Homan
Date: 03:09:24 08/17/98
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On August 14, 1998 at 21:48:40, fca wrote: >Just fill in the blanks for me. It gets better as it goes along. All are of >course "answerable". And all are welcome to reply. Dan, Bruce and Dann >especially. Ok, I'll bite. There is probably a catch here somewhere. :) > >(a) In 1048576 trials (each of 20 throws) the probability of one or more "20 in >a row"s occurring is ________ . Assuming that we don't care whether it is 20 in a row of heads or 20 in a row of tails, then the probability of a single trial giving "20 in a row" is the sum of "20 in a row of heads" and "20 in a row of tails" this is P("20 in a row") = 2 x (1/2)^20; and the probability of not getting 20 in a row (in a single trial) is just 1 minus this P(not "20 in a row") = 1 - 2 x (1/2)^20; The probability of one or more of N trials giving "20 in a row" is just 1 minus the probability that none of the N trials give "20 in a row", which is P(1 or more "20 in a row" in N trials) = 1 - (1 - 2 x (1/2)^20)^N If N = 1048576, P(1 or more "20 in a row") = 0.865 if we don't care whether the "20 in a row" is of tails or heads. (Note, if we want just "20 in a row of heads", P = 0.632) > >(b) In order for there to be at least a 99.9% probability of getting at least >one "20 in a row", the minimum number of such trials that can be a priori >expected to be needed is _______________ . > Just reverse the above equation. N = log (0.001) / log (1 - 2 x (1/2)^20) = 3621650 trials, again if we don't care whether the "20 in a row" is of tails or heads" >(c) In 1048576 such trials, where exactly 4 "20 in a row"s were observed, there >is a _______ % chance that this result does not contradict the "fair coin" >hypothesis. P(4 "20 in a rows" in N trials) = (N!/(4!(N-4)!)) x (2 x (1/2)^10)^4 x (1 - 2 x (1/2)^20)^(N-4) Again, assuming we don't care whether the "20 in a row" is of tails or heads. I will leave the above as an exercise to the reader, if N = 1048576. :) > >(d) "20 in a row" has been just been thrown for the first time in the >experiment. The best guess of the trial number on which this happened is >_____________ . > It is, of course, equally likely to happen on any of the trials, but the expected number of trials should be something like.... N = 1/(2 x (1/2)^20) = 524384 Again, assuming that we don't care where the "20 in a row" is of tails or heads. Note that the above expression is slightly incorrect, the denomentator should also include the chance of not having 20 in a row - but this is very close to 1. - Dan P.S. If you want the results for just "20 heads in a row", simply change the 2 x (1/2)^20 is all of the above expressions to (1/2)^20.
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