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    Author Topic: Satoshi Dice -- Statistical Analysis  (Read 192936 times)
    organofcorti
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    Poor impulse control.


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    July 20, 2012, 12:49:40 PM
     #121

    You're right.  It seems counter-intuitive to me that flipping three heads in a row (a 1-in-8 shot) takes an expected 14 flips to happen, but it does.

    Because the average length of a round which ends when we either flip a tail or get 3 heads:

    T : half the time
    HT : 1/4 the time
    HHT : 1/8 the time
    HHH : 1/8 the time

    is 1*1/2 + 2*1/4 + 3*1/8 + 3*1/8 = 1.75 tosses - so the expectation is that it takes 1.75*8 = 14 flips.

    Tricky one, that. Toss a coin one million times and see how many times you get three heads in a row, right? Not a geometrically distributed random anymore, since the round end is either throwing a tail or or getting three heads in a row.

    I'm not sure of your method but you do have the correct answer. In general, the number of coin tosses it takes on average to get n heads in a row is given by:

    Code:
    (p^(-n) - 1)/(1 - p), where p = 0.5 and n = the number of heads in a row

      Heads in a row   Expect. no. tosses
                   1                  2
                   2                  6
                   3                 14
                   4                 30
                   5                 62
                   6                126
                   7                254
                   8                510
                   9               1022
                 10               2046
                 11               4094
                 12               8190
                 13              16382
                 14              32766
                 15              65534
                 16             131070
                 17             262142
                 18             524286
                 19            1048574
                 20            2097150

    Try this against your method and see if you're right in a few more cases. I'm not saying you're wrong, just that I don't follow how you got your result.

    There's a very nice derivation of this (and of a more general solution where the probability of a head or tail varies with each toss) using Markov chains here.

    Thanks for persevering with me!

    It was fun and I got to learn some new things. Plus you also persevered - I could have been wrong.

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