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GEM2900: Understanding

Uncertainty & Statistical Thinking

David Nott
standj@nus.edu.sg
Department of Statistics and Applied Probability
National University of Singapore

GEM2900: Understanding Uncertainty & Statistical Thinking DSAP, NUS, Semester 2, 2008/2009 – 1
How to calculate with probabilities (cont.)

The Monty Hall problem

Suppose you are on a game show and given a choice of three doors.
Behind one is a car; behind the others are goats. You pick door No. 1,
and the host, who knows what is behind the doors, opens No. 3, which
has a goat. He then asks if you want to pick No. 2. Should you switch?

http://www.youtube.com/watch?v=mhlc7peGlGg
http://www.youtube.com/watch?v=o2L_2psS9uI
http://www.youtube.com/watch?v=P9WFKmLK0dc

Woolfson (2008, Chapter 5.3)


Gigerenzer (2002, Chapter 13), Lindley (2006, Chapter 12), Olofsson (2007, Chapter 2), Rosenthal (2006,
Chapter 14)
Morgan, J.P., Chaganty, N.R., Dahiya, R.C. and Doviak, M.J. (1991). Let’s Make a Deal: The Player’s
Dilemma (with discussion), The American Statistician 45(4): 284–289.
GEM2900: Understanding Uncertainty & Statistical Thinking DSAP, NUS, Semester 2, 2008/2009 – 141
How to calculate with probabilities (cont.)

de Méré’s Paradox

Rosenthal (2006, Chapter 3)


GEM2900: Understanding Uncertainty & Statistical Thinking DSAP, NUS, Semester 2, 2008/2009 – 142
How to calculate with probabilities (cont.)

de Méré’s Paradox

 In seventeenth-century France, a shrewd gambler named Antoine Gombaud, Chevalier de Méré,


was making a handsome profit by betting people that at least one 6 would come up if a die was
rolled four times.

Rosenthal (2006, Chapter 3)


GEM2900: Understanding Uncertainty & Statistical Thinking DSAP, NUS, Semester 2, 2008/2009 – 142
How to calculate with probabilities (cont.)

de Méré’s Paradox

 In seventeenth-century France, a shrewd gambler named Antoine Gombaud, Chevalier de Méré,


was making a handsome profit by betting people that at least one 6 would come up if a die was
rolled four times.

 He then tried modifying the game to say that a pair of 6’s would appear at least once, if a pair of
dice was rolled 24 times.

Rosenthal (2006, Chapter 3)


GEM2900: Understanding Uncertainty & Statistical Thinking DSAP, NUS, Semester 2, 2008/2009 – 142
How to calculate with probabilities (cont.)

de Méré’s Paradox

 In seventeenth-century France, a shrewd gambler named Antoine Gombaud, Chevalier de Méré,


was making a handsome profit by betting people that at least one 6 would come up if a die was
rolled four times.

 He then tried modifying the game to say that a pair of 6’s would appear at least once, if a pair of
dice was rolled 24 times.
1
 He reasoned that since each pair of 6’s has probability and since 24
36 , 36 is equal to 4
6 , the
probabilities of the two games would be the same, and his winning ways would continue.

Rosenthal (2006, Chapter 3)


GEM2900: Understanding Uncertainty & Statistical Thinking DSAP, NUS, Semester 2, 2008/2009 – 142
How to calculate with probabilities (cont.)

de Méré’s Paradox

 In seventeenth-century France, a shrewd gambler named Antoine Gombaud, Chevalier de Méré,


was making a handsome profit by betting people that at least one 6 would come up if a die was
rolled four times.

 He then tried modifying the game to say that a pair of 6’s would appear at least once, if a pair of
dice was rolled 24 times.
1
 He reasoned that since each pair of 6’s has probability and since 24
36 , 36 is equal to 4
6 , the
probabilities of the two games would be the same, and his winning ways would continue.

Do you agree with this reasoning?

Rosenthal (2006, Chapter 3)


GEM2900: Understanding Uncertainty & Statistical Thinking DSAP, NUS, Semester 2, 2008/2009 – 142
How to calculate with probabilities (cont.)

Previously we discussed the addition rule of probability. For events A and


B,
P (A ∪ B) = P (A) + P (B) − P (A ∩ B).

With three events A, B and C the rule can be extended to

P (A ∪ B ∪ C) = P (A) + P (B) + P (C)


−P (A ∩ B) − P (A ∩ C) − P (B ∩ C)
+P (A ∩ B ∩ C).

There is a general formula here, sometimes called the inclusion-exclusion


formula.
GEM2900: Understanding Uncertainty & Statistical Thinking DSAP, NUS, Semester 2, 2008/2009 – 143
How to calculate with probabilities (cont.)

Suppose we have n events, A1 , ..., An and write ∪ni=1 Ai for


A1 ∪ A2 ∪ ... ∪ An .

Then
n
 
P (∪ni=1 Ai ) = P (Ai ) − P (Ai ∩ Aj )
i=1 i<j

+ P (Ai ∩ Aj ∩ Ak )
i<j<k
− · · · + (−1)n−1 P (∩ni=1 Ai ).

GEM2900: Understanding Uncertainty & Statistical Thinking DSAP, NUS, Semester 2, 2008/2009 – 144
How to calculate with probabilities (cont.)

Matching Problem
7 couples attend a dancing class where the instructor pairs everyone off
at random.
What is the probability that at least one couple gets to dance together?

Olofsson (2007)
GEM2900: Understanding Uncertainty & Statistical Thinking DSAP, NUS, Semester 2, 2008/2009 – 145
How to calculate with probabilities (cont.)

Matching Problem
7 couples attend a dancing class where the instructor pairs everyone off
at random.
What is the probability that at least one couple gets to dance together?
Answer:

1 1 1 1 1 1 1
7 × − 21 × + 35 × − 35 × + 21 × −7× +1×
7 42 210 840 2520 5040 5040
1 1 1 1 1 1
=1− + − + − + ≈ 0.6321
2 6 24 120 720 5040

Olofsson (2007)
GEM2900: Understanding Uncertainty & Statistical Thinking DSAP, NUS, Semester 2, 2008/2009 – 145
How to calculate with probabilities (cont.)

Matching Problem
7 couples attend a dancing class where the instructor pairs everyone off
at random.
What is the probability that at least one couple gets to dance together?
Answer:

1 1 1 1 1 1 1
7 × − 21 × + 35 × − 35 × + 21 × −7× +1×
7 42 210 840 2520 5040 5040
1 1 1 1 1 1
=1− + − + − + ≈ 0.6321
2 6 24 120 720 5040
Do you notice a pattern in the fractions? For n couples the answer would be

1 1 1 1 1 1 1
− + − + − + ··· ± ≈ 0.6321
1! 2! 3! 4! 5! 6! n!

Olofsson (2007)
GEM2900: Understanding Uncertainty & Statistical Thinking DSAP, NUS, Semester 2, 2008/2009 – 145