Transcript day16x

Stat 35b: Introduction to Probability with Applications to Poker
Outline for the day:
1.
E(cards til 2nd king).
2.
Negative binomial.
3.
Rainbow flops examples, binomial and negative binomial.
4.
Gold/Farha and Bayes rule.
5.
P(2 pairs).
6.
Project B example Zelda.
Midterm is Feb 21, in class. 50 min.
Open book plus one page of notes, double sided. Bring a calculator!
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1. E(cards til 2nd king).
Z = the number of cards til the 2nd king. What is E(Z)?
Let X1 = number of non-king cards before 1st king.
Let X2 = number of non-kings after 1st king til 2nd king.
Let X3 = number of non-kings after 2nd king til 3rd king.
Let X4 = number of non-kings after 3rd king til 4th king.
Let X5 = number of non-kings after 4th king til the end of the deck.
Clearly, X1 + X2 + X3 + X4 + X5 + 4 = 52.
By symmetry, E(X1) = E(X2) = E(X3) = E(X4) = E(X5).
Therefore, E(X1) = E(X2) = 48/5.
Z = X1 + X2 + 2, so E(Z) = E(X1) + E(X2) + 2 = 48/5 + 48/5 + 2 = 21.2.
2. Negative Binomial Random Variables, ch 5.4.
Recall: if each trial is independent, and each time the probability of an occurrence is p,
and X = # of trials until the first occurrence, then:
X is Geometric (p),
P(X = k) = p1 qk
- 1,
µ = 1/p,
s = (√q) ÷ p.
Suppose now X = # of trials until the rth occurrence.
Then X = negative binomial (r,p).
e.g. the number of hands you have to play til you’ve gotten r=3 pocket pairs.
Now X could be 3, 4, 5, …, up to ∞.
pmf: P(X = k) = choose(k-1, r-1) pr qk - r, for k = r, r+1, ….
e.g. say r=3 & k=7: P(X = 7) = choose(6,2) p3 q4.
Why? Out of the first 6 hands, there must be exactly r-1 = 2 pairs. Then pair on 7th.
P(exactly 2 pairs on first 6 hands) = choose(6,2) p2 q4. P(pair on 7th) = p.
If X is negative binomial (r,p), then µ = r/p, and s = (√rq) ÷ p.
e.g. Suppose X = the number of hands til your 12th pocket pair. P(X = 100)? E(X)? s?
X = Neg. binomial (12, 5.88%).
P(X = 100) = choose(99,11) p12 q88
= choose(99,11) * 0.0588 ^ 12 * 0.9412 ^ 88 = 0.104%.
E(X) = r/p = 12/0.0588 ~ 204. s = sqrt(12*0.9412) / 0.0588 = 57.2.
So, you’d typically expect it to take 204 hands til your 12th pair, +/- around 57.2 hands.
3. Rainbow flops.
P(Rainbow flop) = choose(4,3)
choices for the 3 suits
*
13 * 13 * 13
÷ choose(52,3)
numbers on the 3 cards
possible flops
~ 39.76%.
Q: Out of 100 hands, what is the expected number of rainbow flops? +/- what?
X = Binomial (n,p), with n = 100, p = 39.76%, q = 60.24%.
E(X) = np = 100 * 0.3976 = 39.76
SD(X) = √(npq) = sqrt(23.95) = 4.89.
So, expect around 39.76 +/- 4.89 rainbow flops, out of 100 hands.
Rainbow flops, continued.
P(Rainbow flop) ~ 39.76%.
Q: Let X = the number of hands til your 4th rainbow flop.
What is P(X = 10)? What is E(X)? What is SD(X)?
X = negative binomial (r,p), with r = 4, p = 39.76%, q = 60.24%.
P(X = k) = choose(k-1, r-1) pr qk-r.
Here k = 10. P(X = 10) = choose(9,3) 39.76%4 60.24%6 = 10.03%.
µ = E(X) = r/p = 4 ÷ 0.3976 = 10.06 hands.
s = SD(X) = (√rq) / p = sqrt(4*0.6024) / 0.3976 = 3.90 hands.
So, you expect it typically to take around
10.06 +/- 3.90 hands til your 4th rainbow flop.
Gold/Farha.