Posts Tagged 'Probability'

Twenty Heads in Succession: How Long will we Wait?

If three flips of a coin produce three heads, there is no surprise. But if 20 successive heads show up, you should be suspicious: the chances of this are less than one in a a million, so it is more likely than not that the coin is unbalanced.

euro-frontback-ie

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Random Harmonic Series

We consider the convergence of the random harmonic series

\displaystyle R = \sum_{n=1}^{\infty}\frac{\sigma_{n}}{n}

where {\sigma_n\in\{-1,+1\}} is chosen randomly with probability {1/2} of being either plus one or minus one. It follows from the Kolmogorov three-series theorem that the series is “almost surely” convergent.

RandomHarmonicSeriesDistribution

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Bertrand’s Chord Problem

The history of probability theory has been influenced strongly by paradoxes, results that seem to defy intuition. Many of these have been reviewed in a recent book by Prakash Gorroochurn [2012]. We will have a look at Bertrand’s Paradox (1889), a simple result in geometric probability.

Bertrand-00Let’s start with an equilateral triangle and add an inscribed circle and a circumscribed circle. It is a simple geometric result that the radius of the outer circle is twice that of the inner one. Bertrand’s problem may be stated thus:

Problem: Given a circle, a chord is drawn at random. What is the probability that the chord length is greater than the side of an equilateral triangle inscribed in the circle?

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Franc-carreau or Fair-square

Franc-carreau is a simple game of chance, like the roll-a-penny game often seen at fairs and fêtes. A coin is tossed or rolled down a wooden chute onto a large board ruled into square segments. If the player’s coin lands completely within a square, he or she wins a coin of equal value. If the coin crosses a dividing line, it is lost.

Franc-Carreau-01

The playing board for Franc-Carreau is shown above, together with a winning coin (red) contained within a square and a loosing one (blue) crossing a line. As the precise translation of franc-carreau appears uncertain, the name “fair square” would seem appropriate.

The question is: What size should the coin be to ensure a 50% chance of winning?

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Twin Peaks Entropy

Next week there will be a post on tuning pianos using a method based on entropy. In preparation for that, we consider here how the entropy of a probability distribution function with twin peaks changes with the separation between the peaks.

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Buffon was no Buffoon

The Buffon Needle method of estimating {\pi} is hopelessly inefficient. With one million throws of the needle we might expect to get an approximation accurate to about three digits. The idea is more of philosophical than of practical interest. Buffon never envisaged it as a means of computing {\pi}.

Image drawn with Mathematica package in: Siniksaran, Erin, 2008: Throwing Buffon’s Needle [Reference below].

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Bent Coins: What are the Odds?

If we toss a `fair’ coin, one for which heads and tails are equally likely, a large number of times, we expect approximately equal numbers of heads and tails. But what is `approximate’ here? How large a deviation from equal values might raise suspicion that the coin is biased? Surely, 12 heads and 8 tails in 20 tosses would not raise any eyebrows; but 18 heads and 2 tails might.

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