1 Problems

1.1 To Begin or Not to Begin?

An urn contains k black balls and a single red ball. Peter and Paula draw without replacement balls from this urn, alternating after each draw until the red ball is drawn. The game is won by the player who happens to draw the single red ball. Peter is a gentleman and oers Paula the choice of whether she wants to start or not. Paula has a hunch that she might be better o if she starts; after all, she might succeed in the rst draw. On the other hand, if her rst draw yields a black ball, then Peters chances to draw the red ball in his rst draw are increased, because then one black ball is already removed from the urn. How should Paula decide in order to maximize her probability of winning?

1.2 A Tournament Problem

Ten players participate in the rst round of a tennis tournament: 2 females and 8 males. Five single matches are xed at random by successively drawing, without replacement, the names of all 10 players from an urn: the player drawn rst plays against the one whose name comes up second, the third against the fourth, etc. a. What is the probability that there will not be a single match involving two female players? Is this probability smaller, equal to, or larger than the corresponding probability with 20 females and 80 males? b. Try to answer the general case in which there are 2n players, of whom 2 k n are female. What is the probability p(k, n) that among the n matches there will not be a single one involving two female players?

Problems

1.3 Mean Waiting Time for 1 1 vs. 1 2

Peter and Paula play a simple game of dice, as follows. Peter keeps throwing the (unbiased) die until he obtains the sequence 1 1 in two successive throws. For Paula, the rules are similar, but she throws the die until she obtains the sequence 1 2 in two successive throws. a. On average, will both have to throw the die the same number of times? If not, whose expected waiting time is shorter (no explicit calculations are required)? b. Derive the actual expected waiting times for Peter and Paula.

1.4 How to Divide up Gains in Interrupted Games

Peter and Paula play a game of chance that consists of several rounds. Each individual round is won, with equal probabilities of 1 2 , by either Peter or Paula; the winner then receives one point. Successive rounds are independent. Each has staked $50 for a total of $100, and they agree that the game ends as soon as one of them has won a total of 5 points; this player then receives the $100. After they have completed four rounds, of which Peter has won three and Paula only one, a re breaks out so that they cannot continue their game. a. How should the $100 be divided between Peter and Paula? b. How should the $100 be divided in the general case, when Peter needs to win a more rounds and Paula needs to win b more rounds?

1.5 How Often Do Head and Tail Occur Equally Often?

According to many peoples intuition, when two events, such as head and tail in coin tossing, are equally likely then the probability that these events will occur equally often increases with the number of trials. This expectation reects the intuitive notion that in the long run, asymmetries of the frequencies of head and tail will balance out and cancel. To nd the basis of this intuition, consider that 2n fair and independent coins are thrown at a time. a. What is the probability of an even n : n split for head and tail when 2n = 20? b. Consider the same question for 2n = 200 and 2n = 2000.

Problems

1.6 Sample Size vs. Signal Strength

An urn contains six balls three red and three blue. One of these balls let us call it ball A is selected at random and permanently removed from the urn without the color of this ball being shown to an observer. This observer may now draw successively at random and with replacement a number of individual balls (one at a time) from among the ve remaining balls, so as to form a noisy impression about the ratio of red vs. blue balls that remained in the urn after A was removed. Peter may draw a ball six times, and each time the ball he draws turns out to be red. Paula may draw a ball 600 times; 303 times she draws a red ball, and 297 times a blue ball. Clearly, both will tend to predict that ball A was probably blue. Which of them if either has the stronger empirical evidence for his/her prediction?

1.7 Birthday Holidays

The following problem is described in Cacoullos (1989, pp. 3536). A workers legal code species as a holiday any day during which at least one worker in a certain factory has a birthday. All other days are working days. How many workers (n) must the factory employ so that the expected number of working man-days is maximized during the year?

1.8 Random Areas

Peter and Paula both want to cut out a rectangular piece of paper. Because they are both probabilists they determine the exact form of the rectangle by using realizations of a positive rv, say U, as follows. Peter is lazy and generates just a single realization of this rv; he then cuts out a square that has length and width equal to this value. Paula likes diversity and generates two independent realizations of U. She then cuts out a rectangle with width equal to the rst realization and length equal to the second realization. a. Will the areas cut out by Peter and Paula dier in expectation? b. If they do, is Peters or Paulas rectangle expected to be larger?