342 CHAPTER 6 Inferential Statistics
xk), where x 1 +x 2 +···+xk =n. A little thought reveals that
these probabilities are given by
P(X 1 =x 1 , X 2 =x 2 , ...,Xk=xk) =
Ñ
n
x 1 ,x 2 ,...,xk
é
px 11 px 22 ···pxkk,
where
Ñ
n
x 1 ,x 2 ,...,xk
é
is themultinomial coefficient
Ñ
n
x 1 ,x 2 ,...,xk
é
=
n!
x 1 !x 2 !···xk!
.
So, suppose that my grading distribution is as follows, and that I
have 20 students. Compute the following probabilities:
(a) P(3 As, 6 Bs, 8 Cs, 2 Ds, and 1 F)
(b) P(3 or 4 As, 5 or 6 Bs, 8 Cs, 2 Ds, and 1 F)
(c) P(everyone passes (D or better)
(d) P(at most 5 people get As)
- (Gambler’s Ruin) Suppose that we have two players, playerAand
playerBand that playersAandBhave between themN dollars.
PlayersAandBnow begin their game where playerAtosses a fair
coin, winning $1 fromBwhenever she tosses a head and losing and
losing $1 (and giving it toB) whenever she tosses a tail. Holding
N fixed, letpi=P(A bankrupts B|A started withidollars). (It
is clear thatp 0 = 0 and thatpN = 1.)
(a) LetEibe the event thatAbankruptsB, given thatAstarted
withidollars; thenP(Ei) =pi.Now argue that
pi = P(Ei|Awins the first game )P(Awins the first game )
+P(Ei|Bwins the first game )P(Bwins the first game )
=
1
2
pi+1+
1
2
pi− 1.
(b) From the above, obtainpi=ip 1 , i= 1, 2 ,...,N.