Probability Fun PDF

Fun with probability
Ananda Dasgupta
IISER Kolkata
NGPE 2016
Ananda Dasgupta
Warden versus prisoners
A jail warden comes up with a novel way to torment his 100

prisoners.
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prisoners. He promises to let them off if they succeed in a game
that he has devised.
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He sets up 100 identical looking boxes, each containing the name
of one prisoner, in an otherwise empty room.
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The prisoners are then let into the room, one by one, and each one
is allowed to open any 50 boxes of his choice.
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is allowed to open any 50 boxes of his choice. Once this is done,
the prisoner is segregated from the rest.
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In order to succeed each one of them must manage to find the
box with his own name.
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In order to succeed each one of them must manage to find the
box with his own name.
Can the prisoners come up with a strategy that will give them a
resonable chance of success?
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A strategy is necessary
If every one opens the first 50 boxes, they are bound to fail.
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If each prisoner opens 50 boxes at random, their chance
increases.
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increases.
There is a 50 % chance of each prisoner finding his box.
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increases.
100
1
The chance of everyone doing so is ≈ 10−30
2
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increases.
100
1
The chance of everyone doing so is ≈ 10−30
2
There is a strategy, though, that will give them over 30%
chance of success!
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The birthday problem
Consider a class of N students. What is the probability that there

is at least a pair of students who share a birthday?
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Guess: How large does the class have to be for the probability to
exceed 50%?
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Guess: How large does the class have to be for the probability to
exceed 50%?
Hint: The answer isn’t 163!
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Let’s ignore leap years!
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The number of all possible birthday lists (d1 , . . . , dN ) is 365N .
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Let’s find the probability that all the N students have different
birthdays.
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birthdays.
This can happen in 365 × 364 × 363 × . . . × (365 − N + 1) ways!
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birthdays.
The probability of no common birthdays is

1 2 3 N −1
1× 1− × 1− × 1− ×...× 1 −
365 365 365 365
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birthdays.
The probability of no common birthdays is

1 2 3 N −1
1× 1− × 1− × 1− ×...× 1 −
365 365 365 365
Our answer can be found by subtracting this from one.
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The Birthday problem
1
2
10 20 30 40 50 N
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A fair toss ... with a biased coin!
You have a biased coin.
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You are not even sure what the probability p of it turning up
head is!
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head is!
Can you use it to ensure that two rival captains can carry out
a fair toss?
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head is!
a fair toss?
John von Neumann’s solution:
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head is!
a fair toss?
toss the coin twice.
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head is!
a fair toss?
Call ’HT’ for one captain, and ’TH’ for the rival.
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head is!
a fair toss?
Both outcomes have the same probability pq
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head is!
a fair toss?
If the tosses turn up ’HH’ or ’TT’, reject them and try again!
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head is!
a fair toss?
1
Neumann’s algorithm needs, on average, tosses to work.
pq
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head is!
a fair toss?
1
Neumann’s algorithm needs, on average, tosses to work.
pq
You can, actually make it a lot more efficient!
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A matter of life and death ... literally!
A fatal disease afflicts 1 in 10000 people in a population of,

say, a million.
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say, a million.
The standard test for this disease has a false positive rate of
1%.
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say, a million.
1%.
One fine morning you decide to test yourself for the disease.
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say, a million.
1%.
The test turns out to be positive for the disease.
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say, a million.
1%.
Should you be writing out your last will and testament?
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say, a million.
1%.
After all, your chances of having the disease seems 99%!
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say, a million.
1%.
actually, 99% = P ( Test is negative | You are healthy )
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say, a million.
1%.
actually, 99% = P ( Test is negative | You are healthy )
What you need is
P (You are sick|Test is positive)
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The perils of random testing
If all the million inhabitants got tested,
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100 would be sick, the rest 999900, would be healthy.
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All the sick will test positive (we assume no false negatives).
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So will 9999 healthy people!
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You are one of these 10099 people.
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100
The chance that you are sick is – less than 1%!
10099
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100
The chance that you are sick is – less than 1%!
10099
Prior probabilities matter!
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The caféteria problem
Two friends decide to meet at the caféteria during a 30 minute
recess. If the girl arrives first, she will wait for five minutes for the
boy to arrive. If, on the other hand, the boy is the first to arrive,
he will wait for ten minutes. What is the probability that they will
meet?
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meet?
tb
tg
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meet?
tb
(tg , tb )
tg
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meet?
tb
(tg , tb )
tg
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meet?
tb
(tg , tb )
tb
=
tg
tg
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meet?
tb
(tg , tb )
5
+
tg
=
tb
10
+
tb
=
tg
tg
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meet?
tb
(tg , tb )
5
+
tg
=
tb
10
+
tb
=
tg
tg
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Python code
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The uniform variate
N = 100
0.1
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The uniform variate
N = 100000
0.1
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Distribution for y = x 2
N = 100
0.3
0.2
0.1
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N = 100000
0.3
0.2
0.1
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The theory:
y = x2
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The theory:
y = x2
y + ∆y
y
x x + ∆x
x
For x 2 to lie between y and y + ∆y , x must lie between x and
x + ∆x
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The theory:
y = x2
y + ∆y
y
x x + ∆x
x
√
For x 2 to lie between y and y + ∆y , x must lie between
√ y and
y + ∆y
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The theory:
y = x2
y + ∆y
y
x x + ∆x
x
Probability of x 2 lying between y and y + ∆y is
p √
∆x = y + ∆y − y
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The theory:
y = x2
y + ∆y
y
x x + ∆x
x
Probability of x 2 lying between y and y + ∆y is
p √ 1
∆x = y + ∆y − y ≈ √ ∆y
2 y
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The theory:
y = x2
y + ∆y
y
x x + ∆x
1
P(y )dy = √ dy
2 y
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Distribution for f (x)
The theory:
y = f (x)
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The theory:
y = f (x)
y + ∆y
y
x x + ∆x
x
For f (x) to lie between y and y + ∆y , x must lie between x and
x + ∆x
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The theory:
y = f (x)
y + ∆y
y
x x + ∆x
x
For f (x) to lie between y and y + ∆y , x must lie between f −1 (y )
and f −1 (y + ∆y )
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The theory:
y = f (x)
y + ∆y
y
x x + ∆x
x
Probability of f (x) lying between y and y + ∆y is
∆x = f −1 (y + ∆y ) − f −1 (y )
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The theory:
y = f (x)
y + ∆y
y
x x + ∆x
x
Probability of f (x) lying between y and y + ∆y is
df −1 (y )
∆x = f −1 (y + ∆y ) − f −1 (y ) ≈ ∆y
dy
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The theory:
y = f (x)
y + ∆y
y
x x + ∆x
1
P(y )dy = dy
f0
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A physics question
V (x)
A number of particles are released from rest with the same energy
E at random initial times. If a snapshot of the system is then
taken, how will they be distributed?
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A physics question
V (x)
What is the probability distribution P(x)dx of finding any given

particle between x and x + dx?
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A physics question
V (x)
P Q R S Tx
The particle(s) will oscillate between P and T ,
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A physics question
V (x)
P Q R S Tx
The particle(s) will oscillate between P and T , speeding up from P

to Q, slowing down till R, speeding up again till S, slowing down
and coming momentarily to rest at T ...
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A physics question
V (x)
P Q R S Tx
1
P(x) = reflects the fact that it spends most of its time
v (x)T
close to the points P and T ...
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The solution
3 11 7 1
1 2 3 4
6 16 4 12
5 6 7 8
14 2 10 9
9 10 11 12
15 8 13 5
13 14 15 16
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The solution
1 2 3 4
5 6 7 8
9 10 11 12
13 14 15 16
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The solution
3
1 2 3 4
5 6 7 8
9 10 11 12
13 14 15 16
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The solution
7
1 2 3 4
5 6 7 8
9 10 11 12
13 14 15 16
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The solution
1 2 3 4
4
5 6 7 8
9 10 11 12
13 14 15 16
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The solution
1
1 2 3 4
5 6 7 8
9 10 11 12
13 14 15 16
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The solution
11
1 2 3 4
5 6 7 8
9 10 11 12
13 14 15 16
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The solution
1 2 3 4
5 6 7 8
10
9 10 11 12
13 14 15 16
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The solution
1 2 3 4
5 6 7 8
2
9 10 11 12
13 14 15 16
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The solution
7
1 2 3 4
5 6 7 8
9 10 11 12
13 14 15 16
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The solution
1 2 3 4
4
5 6 7 8
9 10 11 12
13 14 15 16
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The solution
1
1 2 3 4
5 6 7 8
9 10 11 12
13 14 15 16
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The solution
3
1 2 3 4
5 6 7 8
9 10 11 12
13 14 15 16
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The solution
1
1 2 3 4
5 6 7 8
9 10 11 12
13 14 15 16
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The solution
3
1 2 3 4
5 6 7 8
9 10 11 12
13 14 15 16
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The solution
7
1 2 3 4
5 6 7 8
9 10 11 12
13 14 15 16
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The solution
1 2 3 4
4
5 6 7 8
9 10 11 12
13 14 15 16
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The solution
1 2 3 4
6
5 6 7 8
9 10 11 12
13 14 15 16
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The solution
1 2 3 4
16
5 6 7 8
9 10 11 12
13 14 15 16
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The solution
1 2 3 4
5 6 7 8
9 10 11 12
5
13 14 15 16
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The solution
1 2 3 4
16
5 6 7 8
9 10 11 12
13 14 15 16
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The solution
1 2 3 4
5 6 7 8
9 10 11 12
5
13 14 15 16
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The solution
1 2 3 4
6
5 6 7 8
9 10 11 12
13 14 15 16
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The solution
1 2 3 4
4
5 6 7 8
9 10 11 12
13 14 15 16
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The solution
1
1 2 3 4
5 6 7 8
9 10 11 12
13 14 15 16
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The solution
3
1 2 3 4
5 6 7 8
9 10 11 12
13 14 15 16
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The solution
7
1 2 3 4
5 6 7 8
9 10 11 12
13 14 15 16
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The solution
1 2 3 4
12
5 6 7 8
9 10 11 12
13 14 15 16
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The solution
1 2 3 4
5 6 7 8
9
9 10 11 12
13 14 15 16
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The solution
1 2 3 4
5 6 7 8
14
9 10 11 12
13 14 15 16
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The solution
1 2 3 4
5 6 7 8
9 10 11 12
8
13 14 15 16
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The solution
1 2 3 4
5 6 7 8
14
9 10 11 12
13 14 15 16
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The solution
1 2 3 4
5 6 7 8
9 10 11 12
8
13 14 15 16
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The solution
1 2 3 4
12
5 6 7 8
9 10 11 12
13 14 15 16
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The solution
1 2 3 4
5 6 7 8
9
9 10 11 12
13 14 15 16
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The solution
3 11 7 1
1 2 3 4
6 16 4 12
5 6 7 8
14 2 10 9
9 10 11 12
15 8 13 5
13 14 15 16
P = [1 3 7 4] [2 11 10] [5 6 16] [8 12 9 14] [13 15]
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The solution
The strategy will fail only if, in a random permutation of 2n

objects, there is a cycle of length k > n.
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The solution

How many such permutations are there?
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The solution

2n
You can choose the entries of the k-cycle in Ck ways!
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The solution

You can choose the entries of the k-cycle in 2n Ck ways!
The rest of the entries can be permuted in (2n − k)! ways.
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The solution

The entries in the cycle itself can be permuted in (k − 1)! ways
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The solution

(2n)!
There are permutations with a k-cycle, if k > n.
k
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The solution

(2n)!
k
The probability that a random perturbation will have such a
1
cycle is .
k
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The solution

(2n)!
k
1
cycle is .
k
2n
X 1
The probability of failure is = H2n − Hn ≈ ln 2
k
k=n+1
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The solution

(2n)!
k
1
cycle is .
k
2n
X 1
The probability of failure is = H2n − Hn ≈ ln 2
k
k=n+1
The success probability is more than 30% !
Ananda Dasgupta
Probability is a serious matter!
Ananda Dasgupta
Probability is a serious matter!
But it can also be a lot of fun!!!
Ananda Dasgupta

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Fun with probability

A jail warden comes up with a novel way to torment his 100

A jail warden comes up with a novel way to torment his 100

A jail warden comes up with a novel way to torment his 100

A jail warden comes up with a novel way to torment his 100

A jail warden comes up with a novel way to torment his 100

A jail warden comes up with a novel way to torment his 100

A jail warden comes up with a novel way to torment his 100

Consider a class of N students. What is the probability that there

Consider a class of N students. What is the probability that there

Consider a class of N students. What is the probability that there

Hint: The answer isn’t 163!

Let’s ignore leap years!

Let’s ignore leap years!

The number of all possible birthday lists (d1 , . . . , dN ) is 365N .

Let’s ignore leap years!

The number of all possible birthday lists (d1 , . . . , dN ) is 365N .

Let’s ignore leap years!

The number of all possible birthday lists (d1 , . . . , dN ) is 365N .

This can happen in 365 × 364 × 363 × . . . × (365 − N + 1) ways!

Let’s ignore leap years!

The number of all possible birthday lists (d1 , . . . , dN ) is 365N .

This can happen in 365 × 364 × 363 × . . . × (365 − N + 1) ways!

The probability of no common birthdays is

Let’s ignore leap years!

The number of all possible birthday lists (d1 , . . . , dN ) is 365N .

This can happen in 365 × 364 × 363 × . . . × (365 − N + 1) ways!

The probability of no common birthdays is

Our answer can be found by subtracting this from one.

You have a biased coin.

You have a biased coin.

You have a biased coin.

You have a biased coin.

You have a biased coin.

You have a biased coin.

You have a biased coin.

You have a biased coin.

You have a biased coin.

You have a biased coin.

A fatal disease afflicts 1 in 10000 people in a population of,

A fatal disease afflicts 1 in 10000 people in a population of,

A fatal disease afflicts 1 in 10000 people in a population of,

A fatal disease afflicts 1 in 10000 people in a population of,

A fatal disease afflicts 1 in 10000 people in a population of,

A fatal disease afflicts 1 in 10000 people in a population of,

A fatal disease afflicts 1 in 10000 people in a population of,

A fatal disease afflicts 1 in 10000 people in a population of,

P (You are sick|Test is positive)

If all the million inhabitants got tested,

If all the million inhabitants got tested,

If all the million inhabitants got tested,

If all the million inhabitants got tested,

If all the million inhabitants got tested,

If all the million inhabitants got tested,

If all the million inhabitants got tested,

What is the probability distribution P(x)dx of finding any given

The particle(s) will oscillate between P and T ,

The particle(s) will oscillate between P and T , speeding up from P

P = [1 3 7 4] [2 11 10] [5 6 16] [8 12 9 14] [13 15]

The strategy will fail only if, in a random permutation of 2n

The strategy will fail only if, in a random permutation of 2n

The strategy will fail only if, in a random permutation of 2n