Maths by Chance

Pick n random points on the line (0, 1). This creates n+1 segments on the line. What is the distribution of length of the k-th segment? Journey: 1. Try solving for the first segment. 2. Argue that the last segment has the same distribution as the first segment, by symmetry. 3. Surprise: the distribution is the same for all segments. Way to see this: instead of line, think of a circle, and argue by symmetry. The interesting things to note: Sometimes we can solve for simpler / extremal case, and then extend it to other cases by symmetry argument. Application How many cards on average need to be drawn from the deck to get an Ace? The short answer: Mark the top of the deck with a Joker card and arrange them in a circle. The 4As + Joker forms 5 segments on the circle. By symmetry, the length of the segments follow the same distribution and have the same average. The averages must add up to 53. So answer is 53/5. The long answer, if we don't realise the symmetry: Let F(t) be the probabil...

You are one step away from falling down a cliff. In each step, you have 1/3 chance of moving towards the cliff, 2/3 chance of moving away from the cliff. What is the probability you fall down the cliff? Solution It is 1/2, and there are 3 ways to approach this. Let's say we are at position 0, and the cliff is at position -1. We go +1 with probability p, and go -1 with probability 1-p. Approach 1. Catalan number: All paths that end with falling down the cliff can be broken down to two parts: 0 -> ... -> 0 and 0 -> -1. The path 0 -> ... -> 0 is Catalan; if we fix the path length to 2n, then the number of paths would be C_n. What we want to compute is the total probability = (1-p) sum { C_n (p(1-p))^n }. We can use the generating function for Catalan to arrive at: if p <= 1/2, probability = 1; if p > 1/2, probability = 1/p - 1. Approach 2. Let P(i) be the probability of reaching -1 from position i.  P(0) = 1-p + pP(1) Also, P(1) can be derived as follows: can we r...

Given N people, what is the number of birthday celebrations on average in a year? Solution The quick solution is: the probability of having a celebration in a particular day is 1 - (364/365)^N. So the average is 365(1 - (364/365)^N).  (Linearity if expectation) I wonder if someone tries to solve this problem directly, i.e. compute the number of ways to assign birthdays to N people to have k celebrations, call this B(N, k), then the average number of celebrations = sum k B(N, k). Turns out B(N, k) is very similar to something called Stirling number of second kind, which computes the number of ways to partition N labelled objects into k non-empty unlabelled groups. One can come up with the recurrence relation quite easily, but to directly compute it is interesting and relies on principle of exclusion and inclusion. The PIE for B(N, k) goes like this: let A_d be the set containing all assignments of birthdays where birthday d is unused. Then the answer is k^N - | A_1 union A_2 union ....

Imagine you play a dice rolling game with a friend. If you roll a '6' in 8 rolls, you win the entire stake, otherwise you lose. Suppose you have rolled 3 times and haven't won yet. Your friend now suggests to skip the 4th roll, but he will compensate you fairly for it. You will still get to roll your 5th, 6th, 7th, and 8th roll. For the compensation of skipping the 4th roll, he will take out a fair amount from the stake and give it to you, keeping the rest of the stake at play. What would be considered a fair compensation? Discussion I talked to a genius and she gave me the following argument "I think of it as two options, to skip or not to skip. I will only skip if the option gives me an expectation that is higher than, or at least the same as, if I don't skip." Expectation if I don't skip:  E1= 1/6 * S + 5/6 * (1 - (5/6)^4) * S where S is the stake Expectation if I skip: E2 = c + (1 - (5/6)^4) * (S - c) where c is the compensation We want E1 <= E2. We...