Author: Robert Hyatt
Date: 17:24:59 08/18/98
Go up one level in this thread
On August 18, 1998 at 19:06:59, fca wrote: >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. Just to protest the tediousness of this thread, I am now going to remove *all* rendom numbers from Crafty. I've taught simulation and modeling several times, and one unit of that is probability theory and random variates. I don't want that to filter into my computer chess hobby too. I'd like to remain sane a while longer... :)
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