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Subject: Re: Waltzing Matilda (was: statistics, 10 events tell us what ?

Author: fca

Date: 16:06:59 08/18/98

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On August 18, 1998 at 08:40:19, Bruce Moreland wrote:

>On August 18, 1998 at 03:34:05, fca wrote:

>>Say the mathematical point expectation for Ferret per game against this
>>opponent is 0.51.

>>So, how much advantage does the punter have from the ability to "walk away" as
>>soon as he is "ahead" (whatever "ahead" means - let us forget grading as then
>>the question is too complex for me)?  Is this an advantage at all?  Please
>>ignore all psychological considerations, this is a "straight" ( ;-) ) >>math-chess question.

>If I really was scoring 51% against the pool in individual games, but the
>members of the pool want to win matches, not games, and I will accept any
>request for a game, and never make my own requests, then I will lose most of the
>matches.  Assuming no draws (bad assumption, but this just changes the numbers,
>but not what they mean)

No need for this assumption, as draws could be ignored in analysing the sequence
since they *cannot* affect the outcome of a series match whose duration is
solely determined by one, single-minded ("I must win") combatant.  Of course
then we need to state 51% is the expected game-score _ignoring draws_.  I'll
interpret*everything* that follows with this simplification (please also do)...

I guess this is what you meant also.

>, and that everyone will stick around for exactly three games
>, or until they are ahead

if earlier

>, or until they can't win

also if earlier than 3

>, I get the following
>breakdown, W being a win for them and L being a loss for them:

>49% W (win)
>26% LL (loss)
>13% LWL (loss)
>12% LWW (win)

>So in this case I lose about 61%

yup, 61.2451% exactly.

>of the matches even though I win 51% of the
>games.  It can only get worse if they are willing to play more games.

Absolutely correct.

(a) Does the 61%-type number tend to 100% as progressively longer (finally
indefinite length) sequences are permitted?  If not, to what number
(clearly a function of the 51%-type number) does it asymptote?

>So I think that if it is your goal to win a match, it is a major advantage to be
>the one who decides when the match ends.

Also of course correct.  But now here is the build-up question... it is
"random-walk" stuff as you probably knew.

(b) What is the *minimum* game-winning % ignoring draws (i.e. the number that
earlier was deemed to be 51%) (hereafter abbreviated to GWPID) that gave Ferret
at least a 50% expected match result against such a strategy in such a match of
*indefinite* duration?

If the answer to (a) was "yes", some might suggest the answer here will need to
be GWPID=100%.

A *very* relevant question IMO, as the GWPID, together with data on draw
frequency for that opponent (I postpone the 'pool' concept, please, which Bruce
introduced - let me understand the single opponent problem first), translates
into a direct ELO difference through a well-known integral (or look-up table).

To show goodwill, I compute the answer x to (b) in the 3-games-at-most case ;-)

(1-x) + x*(1-x)^2 <= 0.5   ( where 0 <= x <= 1 )

which on solving the cubic and disregarding the two false roots gives x=
59.6968283237+%

So, if Ferret's GWPID is >= 59.6968283237%, Bruce is "OK" to promise the
opponent 3 games (ignoring draws, here as ever) with the opponent having the
option to truncate earlier if he chooses.  By "OK" is meant, Bruce has at least
50% chance of winning the match.  For skeptics   >>

40.3031716763%  W
09.6968283237%  LWW
--------------
50.0000000000%

All I ask here is the extension of this to the general case i.e.

W + LWW + LWLWW + LLWWW + LWLWLWW + LWLLWWW + LLWLWWW + LLWWLWW + LLLWWWW

1    3      ----5----         -------------------7-------------------

etc.

Note it is the number of outcomes for each match-length that is the key, as each
will always have the same basic composition.  i.e. If 2k-1 is a match length
(they are laways odd of course) then there will be k "W"s in it and k-1 "L"s in
it.  So if the GWPID=x, each constituent of the 2k-1 long match will have a
probability of x^(k-1) * (1-x)^k.  So, how many different flavours of (2k-1)
length match are there?

Length of match      Number of ways match could be that long
      1                                   1
      3                                   1
      5                                   2
      7                                   5
      '                                   '
      2k-1                                ???

Get me "???" as f(k), (the "never ahead until" problem) and I'll sum "our"
series...  I tried to see a quickie fit, but I am tired, so it might actually be
easy (I suspect it is not).

>Which is one reason I don't want to
>play a non-specific number of games against Morovic, I might add.

Good reason. I wondered whether his name would be mentioned.. ;-)

btw This sub-thread is not reserved for Bruce or myself AFAIK. Dann, Dan,
someone else?

Kind regards

fca


PS: This is unrelated mathematically, but it "sounds" analogous.  Draws are
ignored for *all* purposes (i.e. as if they never occurred).  Say I score <50%
against Ferret (number is not critical here - say 49%), but have the right to an
match of upto N games which only I can truncate at any earlier point.  We bet
(always evens) 1 chekel on the first game, 2 on the 2nd, 4 on the 3rd, 8 on the
4th and so on (the "doubler's strategy"). Assume I have an endless supply of
chekels. Since I have the right to end at any time, I clearly have an advantage
because as soon as I win I can quit and I will be ahead (as 4 > (1+2), 8 >
(1+2+4) etc.).  So, how much should I pay you for the privilege of such a match
(veniality assumed on both our parts)?

My expectation in chekels if I stop as soon as I win is less than many might
imagine:

0.49*1 + 0.51*0.49*(-1+2) + 0.51*0.51*0.49*(-1-2+4) + ....  to N terms

= 0.49  * (1 - 0.51^N) / (1 - 0.51) = 1 - 0.51^N

So, if we set N=3, and if I paid you more than 0.86735 chekels for the privilege
of such a match, I'd have been diddled.  If we set N=infinity this rises.... to
just 1 chekel.

Of course I have better strategies... like waiting till I am J > 1 game ahead,
for example... now the fun maths starts...  And the value of GWPID starts
playing a big role.  Please feel free to take a punt here too...

Till next time.



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