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  1. #92


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    Quote Originally Posted by Cacarulo View Post
    Double.

    Cac
    Also this might be obvious, but did you use the exact same p values for win, lose, push that I had listed?
    Chance favors the prepared mind

  2. #93


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    Quote Originally Posted by iCountNTrack View Post
    Also this might be obvious, but did you use the exact same p values for win, lose, push that I had listed?
    No, I used the same model that I used for the coin toss, but obviously with the corresponding probabilities. I added the probability of a tie to the probability of winning.
    You can also check those numbers on the website suggested by Don:

    https://sites.google.com/view/krapstuff/home

    I think you also know that my results were simulated, although they coincide quite accurately with the results obtained from online calculators.
    There is no combinatorial analysis involved.

    Sincerely,
    Cac
    Luck is what happens when preparation meets opportunity.

  3. #94


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    Quote Originally Posted by Cacarulo View Post
    No, I used the same model that I used for the coin toss, but obviously with the corresponding probabilities. I added the probability of a tie to the probability of winning.
    You can also check those numbers on the website suggested by Don:

    https://sites.google.com/view/krapstuff/home

    I think you also know that my results were simulated, although they coincide quite accurately with the results obtained from online calculators.
    There is no combinatorial analysis involved.

    Sincerely,
    Cac
    This is my implementation.

    Code:
    #include <iostream>
    #include <vector>
    #include <cmath>
    
    long long binomialCoefficient(int n, int k) {
        std::vector<long long> dp(k + 1, 0);
        dp[0] = 1;
    
        for (int i = 1; i <= n; ++i) {
            for (int j = std::min(i, k); j > 0; --j) {
                dp[j] = dp[j] + dp[j - 1];
            }
        }
    
        return dp[k];
    }
    
    
    double binomialProbability(int n, int k, double p) {
        long long coeff = binomialCoefficient(n, k);
        double prob = coeff * std::pow(p, k) * std::pow(1 - p, n - k);
        return prob;
    }
    
    // Function to calculate the binomial cumulative distribution function
    double binomialCDF(int k, int n, double p) {
        double cdf = 0.0;
        for (int i = 0; i <= k; ++i) {
            cdf += binomialProbability(n, i, p);
        }
        return cdf;
    }
    
    // Function to calculate the probability of exactly one streak of length l in n trials
    double probabilityOfExactStreak(int l, double p, int n) {
        if (l > n) return 0; // No streaks possible if l > n
    
        double q = 1.0 - p;
        double totalProbability = 0.0;
    
        // Calculating the probability of having exactly one streak starting at position k
        for (int k = 0; k <= n - l; ++k) {
            // Probability of a streak of exactly length l starting at position k
            double probStreak = (k + l < n) ? std::pow(p, l) * q : std::pow(p, l);
    
            // Probability that there are no streaks of length l before k
            double probNoStreakBeforeK = 1 - binomialCDF(l - 1, k, p);
    
            // Probability that there are no streaks of length l after k + l
            double probNoStreakAfterKL = (k + l < n) ? 1 - binomialCDF(l - 1, n - (k + l) - 1, p) : 1;
    
            // Adding the contribution of the streak starting at k and no other streaks of the same length
            totalProbability += probStreak * probNoStreakBeforeK * probNoStreakAfterKL;
        }
    
        return totalProbability;
    
    }
    Chance favors the prepared mind

  4. #95


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    Quote Originally Posted by iCountNTrack View Post
    This is my implementation.

    Code:
    #include <iostream>
    #include <vector>
    #include <cmath>
    
    long long binomialCoefficient(int n, int k) {
        std::vector<long long> dp(k + 1, 0);
        dp[0] = 1;
    
        for (int i = 1; i <= n; ++i) {
            for (int j = std::min(i, k); j > 0; --j) {
                dp[j] = dp[j] + dp[j - 1];
            }
        }
    
        return dp[k];
    }
    
    
    double binomialProbability(int n, int k, double p) {
        long long coeff = binomialCoefficient(n, k);
        double prob = coeff * std::pow(p, k) * std::pow(1 - p, n - k);
        return prob;
    }
    
    // Function to calculate the binomial cumulative distribution function
    double binomialCDF(int k, int n, double p) {
        double cdf = 0.0;
        for (int i = 0; i <= k; ++i) {
            cdf += binomialProbability(n, i, p);
        }
        return cdf;
    }
    
    // Function to calculate the probability of exactly one streak of length l in n trials
    double probabilityOfExactStreak(int l, double p, int n) {
        if (l > n) return 0; // No streaks possible if l > n
    
        double q = 1.0 - p;
        double totalProbability = 0.0;
    
        // Calculating the probability of having exactly one streak starting at position k
        for (int k = 0; k <= n - l; ++k) {
            // Probability of a streak of exactly length l starting at position k
            double probStreak = (k + l < n) ? std::pow(p, l) * q : std::pow(p, l);
    
            // Probability that there are no streaks of length l before k
            double probNoStreakBeforeK = 1 - binomialCDF(l - 1, k, p);
    
            // Probability that there are no streaks of length l after k + l
            double probNoStreakAfterKL = (k + l < n) ? 1 - binomialCDF(l - 1, n - (k + l) - 1, p) : 1;
    
            // Adding the contribution of the streak starting at k and no other streaks of the same length
            totalProbability += probStreak * probNoStreakBeforeK * probNoStreakAfterKL;
        }
    
        return totalProbability;
    
    }
    Hi iCountNTrack,

    Could you check with your code what is the probability of getting 2 heads with a probability of 0.5 in 4 coin tosses? Thanks.

    Sincerely,
    Cac
    Luck is what happens when preparation meets opportunity.

  5. #96


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    Quote Originally Posted by Cacarulo View Post
    Hi iCountNTrack,

    Could you check with your code what is the probability of getting 2 heads with a probability of 0.5 in 4 coin tosses? Thanks.

    Sincerely,
    Cac
    Exactly 2 or more than 2. Exactly the same of getting 2 or more tails. Regardless, the Law of Small Numbers should apply. Notwithstanding semantics, seems to me the probability is dependant on wheather the first head (or tail) is achieved on the 1st, 2nd or 3rd toss. Clearly, the odds of a second head is greatest when the first toss is a head.

    Of course, the probability of heads on any toss is 50%.

  6. #97


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    Quote Originally Posted by Freightman View Post
    Exactly 2 or more than 2. Exactly the same of getting 2 or more tails. Regardless, the Law of Small Numbers should apply. Notwithstanding semantics, seems to me the probability is dependant on wheather the first head (or tail) is achieved on the 1st, 2nd or 3rd toss. Clearly, the odds of a second head is greatest when the first toss is a head.

    Of course, the probability of heads on any toss is 50%.
    I apologize, I may have formulated the problem incorrectly. What I meant to ask is:
    What is the probability of getting 2 or more consecutive heads in 4 tosses of a fair coin (p = 0.5)?
    I'm just trying to see what value the iCNT code returns.

    Sincerely,
    Cac
    Luck is what happens when preparation meets opportunity.

  7. #98


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    Quote Originally Posted by Cacarulo View Post
    I apologize, I may have formulated the problem incorrectly. What I meant to ask is:
    What is the probability of getting 2 or more consecutive heads in 4 tosses of a fair coin (p = 0.5)?
    I'm just trying to see what value the iCNT code returns.

    Sincerely,
    Cac
    So my code returns 0.0625 which is blatantly incorrect as the correct number is 0.3125 if we do exactly 2 consecutive heads or 0.5 if we do 2 or more consecutive heads (3 or 4 in this case). My code is an adaptation of de Moivre formula which works fairly well when the number of trials increases but fails for small number of trials.

    I have of course looked at brute force combinatorial analysis but while the code is fairly simple, the calculation quickly becomes intractable as the number of trials increases because for n trials you have 2^n possible permutations, so you can kiss solving 7000 rounds (2^7000) good bye .

    I was able to implement a fairly easy sim that reproduces the values. Below is the implementation in VBA if you want to test it in Excel. @Norm please dont hate me for using the built-in RNG

    Code:
    
    Sub TestMe()
        Debug.Print ProbabilityOfStreak(2, 0.5, 4, 100000, True)
    End Sub
    
    Function ProbabilityOfStreak(l As Long, p As Double, n As Long, simulations As Long, allowLonger As Boolean) As Double
        Dim streakCount As Long
        Dim currentStreak As Long
        Dim i As Long
        Dim j As Long
        Dim successfulSimulations As Long
        
        successfulSimulations = 0
        
        ' Seed the random number generator
        Randomize
        
        ' Randomly generate each trial and count the number of successful simulations with exactly one streak of length l
        For i = 1 To simulations
            currentStreak = 0
            streakCount = 0
            For j = 1 To n
                If Rnd() < p Then
                    ' Increment streak if the event occurs
                    currentStreak = currentStreak + 1
                Else
                    ' Check if the streak ended and was exactly length l or longer based on allowLonger flag
                    If (allowLonger And currentStreak >= l) Or (Not allowLonger And currentStreak = l) Then
                        streakCount = streakCount + 1
                    End If
                    currentStreak = 0
                End If
            Next j
            ' Check streak at the end of the trials
            If (allowLonger And currentStreak >= l) Or (Not allowLonger And currentStreak = l) Then
                streakCount = streakCount + 1
            End If
            
            ' Check if exactly one streak of length l occurred
            If streakCount = 1 Then
                successfulSimulations = successfulSimulations + 1
            End If
        Next i
        
        ' Calculate probability based on sim results
        ProbabilityOfStreak = successfulSimulations / simulations
    End Function
    Chance favors the prepared mind

  8. #99


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    Quote Originally Posted by Cacarulo View Post
    No, I used the same model that I used for the coin toss, but obviously with the corresponding probabilities. I added the probability of a tie to the probability of winning.
    You can also check those numbers on the website suggested by Don:

    https://sites.google.com/view/krapstuff/home

    I think you also know that my results were simulated, although they coincide quite accurately with the results obtained from online calculators.
    There is no combinatorial analysis involved.

    Sincerely,
    Cac
    I researched this calculator. It calculates the probability of a n or more-event happening at least once in N trials.

  9. #100


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    Quote Originally Posted by iCountNTrack View Post
    So my code returns 0.0625 which is blatantly incorrect as the correct number is 0.3125 if we do exactly 2 consecutive heads or 0.5 if we do 2 or more consecutive heads (3 or 4 in this case). My code is an adaptation of de Moivre formula which works fairly well when the number of trials increases but fails for small number of trials.

    I have of course looked at brute force combinatorial analysis but while the code is fairly simple, the calculation quickly becomes intractable as the number of trials increases because for n trials you have 2^n possible permutations, so you can kiss solving 7000 rounds (2^7000) good bye .

    I was able to implement a fairly easy sim that reproduces the values. Below is the implementation in VBA if you want to test it in Excel. @Norm please dont hate me for using the built-in RNG

    Code:
    
    Sub TestMe()
        Debug.Print ProbabilityOfStreak(2, 0.5, 4, 100000, True)
    End Sub
    
    Function ProbabilityOfStreak(l As Long, p As Double, n As Long, simulations As Long, allowLonger As Boolean) As Double
        Dim streakCount As Long
        Dim currentStreak As Long
        Dim i As Long
        Dim j As Long
        Dim successfulSimulations As Long
        
        successfulSimulations = 0
        
        ' Seed the random number generator
        Randomize
        
        ' Randomly generate each trial and count the number of successful simulations with exactly one streak of length l
        For i = 1 To simulations
            currentStreak = 0
            streakCount = 0
            For j = 1 To n
                If Rnd() < p Then
                    ' Increment streak if the event occurs
                    currentStreak = currentStreak + 1
                Else
                    ' Check if the streak ended and was exactly length l or longer based on allowLonger flag
                    If (allowLonger And currentStreak >= l) Or (Not allowLonger And currentStreak = l) Then
                        streakCount = streakCount + 1
                    End If
                    currentStreak = 0
                End If
            Next j
            ' Check streak at the end of the trials
            If (allowLonger And currentStreak >= l) Or (Not allowLonger And currentStreak = l) Then
                streakCount = streakCount + 1
            End If
            
            ' Check if exactly one streak of length l occurred
            If streakCount = 1 Then
                successfulSimulations = successfulSimulations + 1
            End If
        Next i
        
        ' Calculate probability based on sim results
        ProbabilityOfStreak = successfulSimulations / simulations
    End Function
    Exactly, that's why using combinatorial analysis is not advisable in this type of problems. Not to mention the use of factorials.
    A long simulation is much more reliable. Let me give you an example of why combinatorial analysis fails.
    Suppose we want to calculate C (1000, 30). The following are 3 values obtained by different routines:
    The first one corresponds to the code you posted above (binomialCoefficient).
    The next two correspond to two routines of mine.
    The correct one is none of the 3.

    BC1 = 6427395792647100880
    BC2 = 2429608192173745103000302810053683821765033166213128126464
    BC3 = 2429608192173745103170443993514153053496720469929012232192


    Here is the correct value:

    BC4 = 24296081921737451032703898385767507193022226061986 31438800

    Your 0.0625 is correct for 4 consecutive heads in 4 tosses. There might be a bug somewhere. Maybe by fixing that, the program will work for these simpler cases.

    Sincerely,
    Cac
    Luck is what happens when preparation meets opportunity.

  10. #101


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    Quote Originally Posted by toolyp View Post
    I don’t know what formula you applied. Your figures seem inaccurate.

    “Probability of 20-hand win streak in 7,000 trials: 0.000185852501104.”
    1 in 5380 hands.

    “Probability of 20-hand losing streak in 7,000 trials: 0.001529230036319.”
    1 in 654. NO way, Jose!

    I got different results for W=0.43 and L=0.48
    Number of 20-hand win streaks in 7,000 trials: 0
    Number of 20-hand losing streaks in 7,000 trials: 0

    How bout p=.5?
    Number of 20-hand win streaks in 7,000 trials: 0
    Number of 20-hand losing streaks in 7,000 trials: 0

    How about coin tossing and shorter streaks?
    Number of 5-hand win streaks in 7,000 trials: 55
    Number of 5-hand losing streaks in 7,000 trials: 55
    Number of 5-hand win streaks in 1,000 trials: 8
    Number of 5-hand losing streaks in 1,000 trials: 8
    Number of 5-hand win streaks in 100 trials: 1
    Number of 5-hand losing streaks in 100 trials: 1

    What results you get for p=0.5 and 5-win/loss streaks?

    Hopefully a neutral can arbiter our argument.

    I can pretty much reproduce these results. For now stick to the case where win = 50%, loss = 50% as in the case of a coin flip.

    Code:
    streak of 20 heads in 7000 trials: 0.0016648769378662109
    streak of 5 heads in 7000 trials: 54.671875000000000
    streak of 5 heads in 1000 trials: 7.7968750000000000
    streak of 5 heads in 100 trials: 0.76562500000000000
    
    streak of 1 head in 4 trials: 0.75000000000000000
    Last entry is to show method of counting.

    There are 16 possible sequences of 4 coin flips, each with probability of 1/16. Each sequence has either 0, 1, or 2 streaks of 1 head. Following are the sequences and number of streaks of 1,2,3,4 heads in each.
    Code:
    tttt 0,0,0,0    thtt 1,0,0,0    httt 1,0,0,0    hhtt 0,1,0,0
    ttth 1,0,0,0    thth 2,0,0,0    htth 2,0,0,0    hhth 1,1,0,0
    ttht 1,0,0,0    thht 0,1,0,0    htht 2,0,0,0    hhht 0,0,1,0
    tthh 0,1,0,0    thhh 0,0,1,0    hthh 1,1,0,0    hhhh 0,0,0,1
    
    streak of 1 head: (1/16 * 7 * 0) + (1/16 * 6 * 1) + (1/16 * 3 * 2) = 12/16 = .75
    streak of 2 heads: (1/16 * 11 * 0) + (1/16 * 5 * 1) = 5/16 = .3125
    streak of 3 heads: (1/16 * 14 * 0) + (1/16 * 2 * 1) = 2/16 = .125
    streak of 4 heads: (1/16 * 15 * 0) + (1/16 * 1 * 1) = 1/16 = .0625
    Streaks of exactly 1,2,3,4 heads can sum to > 1 because it is possible there are multiple streaks in the same iteration. Streaks of >= a given streak length cannot sum to more than 1 because each iteration contributes a value of either 1 or 0.

    streak of 1 or more = (1/16 * 1 * 0) + (1/16 * 15 * 1) = 15/16
    streak of 2 or more = (1/16 * 8 * 0) + (1/16 * 8 * 1) = 8/16
    streak of 3 or more = (1/16 * 13 * 0) + (1/16 * 3 * 1) = 3/16
    streak of 4 or more = (1/16 * 15 * 0) + (1/16 * 1 * 1) = 1/16

    k_c
    Last edited by k_c; 05-10-2024 at 07:40 AM.
    "Perfection is the enemy of success."
    -Elon Musk-

  11. #102


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    Quote Originally Posted by k_c View Post
    I can pretty much reproduce these results. For now stick to the case where win = 50%, loss = 50% as in the case of a coin flip.

    Code:
    streak of 20 heads in 7000 trials: 0.0016648769378662109
    streak of 5 heads in 7000 trials: 54.671875000000000
    streak of 5 heads in 1000 trials: 7.7968750000000000
    streak of 5 heads in 100 trials: 0.76562500000000000
    
    streak of 1 head in 4 trials: 0.75000000000000000
    Last entry is to show method of counting.

    There are 16 possible sequences of 4 coin flips, each with probability of 1/16. Each sequence has either 0, 1, or 2 streaks of 1 head. Following are the sequences and number of streaks of 1,2,3,4 heads in each.
    Code:
    tttt 0,0,0,0    thtt 1,0,0,0    httt 1,0,0,0    hhtt 0,1,0,0
    ttth 1,0,0,0    thth 2,0,0,0    htth 2,0,0,0    hhth 1,1,0,0
    ttht 1,0,0,0    thht 0,1,0,0    htht 2,0,0,0    hhht 0,0,1,0
    tthh 0,1,0,0    thhh 0,0,1,0    hthh 1,1,0,0    hhhh 0,0,0,1
    
    streak of 1 head: (1/16 * 7 * 0) + (1/16 * 6 * 1) + (1/16 * 3 * 2) = 12/16 = .75
    streak of 2 heads: (1/16 * 11 * 0) + (1/16 * 5 * 1) = 5/16 = .3125
    streak of 3 heads: (1/16 * 14 * 0) + (1/16 * 2 * 1) = 2/16 = .125
    streak of 4 heads: (1/16 * 15 * 0) + (1/16 * 1 * 1) = 1/16 = .0625
    Streaks of exactly 1,2,3,4 heads can sum to > 1 because it is possible there are multiple streaks in the same iteration. Streaks of >= a given streak length cannot sum to more than 1 because each iteration contributes a value of either 1 or 0.

    streak of 1 or more = (1/16 * 1 * 0) + (1/16 * 15 * 1) = 15/16
    streak of 2 or more = (1/16 * 8 * 0) + (1/16 * 8 * 1) = 8/16
    streak of 3 or more = (1/16 * 13 * 0) + (1/16 * 3 * 1) = 3/16
    streak of 4 or more = (1/16 * 15 * 0) + (1/16 * 1 * 1) = 1/16

    k_c
    streak of 1 head: (1/16 * 7 * 0) + (1/16 * 6 * 1) + (1/16 * 3 * 2) = 12/16 = .75
    streak of 2 heads: (1/16 * 11 * 0) + (1/16 * 5 * 1) = 5/16 = .3125
    streak of 3 heads: (1/16 * 14 * 0) + (1/16 * 2 * 1) = 2/16 = .125
    streak of 4 heads: (1/16 * 15 * 0) + (1/16 * 1 * 1) = 1/16 = .0625

    Streaks of exactly 1,2,3,4 heads can sum to > 1 because it is possible there are multiple streaks in the same iteration. Streaks of >= a given streak length cannot sum to more than 1 because each iteration contributes a value of either 1 or 0.
    Actually, they should add up to 1. For the case of 4 flips of a fair coin:

    streak of 0 heads = 0.0625
    streak of 1 heads = 0.4375
    streak of 2 heads = 0.3125
    streak of 3 heads = 0.1250
    streak of 4 heads = 0.0625

    Sincerely,
    Cac
    Luck is what happens when preparation meets opportunity.

  12. #103


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    Quote Originally Posted by Cacarulo View Post
    Actually, they should add up to 1. For the case of 4 flips of a fair coin:

    streak of 0 heads = 0.0625
    streak of 1 heads = 0.4375
    streak of 2 heads = 0.3125
    streak of 3 heads = 0.1250
    streak of 4 heads = 0.0625

    Sincerely,
    Cac
    Yes, sir! Will sum to 1 if streak of 0 is included. Streak of 1 or more = (1 - streak of 0).

    k_c
    "Perfection is the enemy of success."
    -Elon Musk-

  13. #104


    Did you find this post helpful? Yes | No
    Quote Originally Posted by k_c View Post
    I can pretty much reproduce these results. For now stick to the case where win = 50%, loss = 50% as in the case of a coin flip.

    Code:
    streak of 20 heads in 7000 trials: 0.0016648769378662109
    streak of 5 heads in 7000 trials: 54.671875000000000
    streak of 5 heads in 1000 trials: 7.7968750000000000
    streak of 5 heads in 100 trials: 0.76562500000000000
    
    streak of 1 head in 4 trials: 0.75000000000000000
    Last entry is to show method of counting.

    There are 16 possible sequences of 4 coin flips, each with probability of 1/16. Each sequence has either 0, 1, or 2 streaks of 1 head. Following are the sequences and number of streaks of 1,2,3,4 heads in each.
    Code:
    tttt 0,0,0,0    thtt 1,0,0,0    httt 1,0,0,0    hhtt 0,1,0,0
    ttth 1,0,0,0    thth 2,0,0,0    htth 2,0,0,0    hhth 1,1,0,0
    ttht 1,0,0,0    thht 0,1,0,0    htht 2,0,0,0    hhht 0,0,1,0
    tthh 0,1,0,0    thhh 0,0,1,0    hthh 1,1,0,0    hhhh 0,0,0,1
    
    streak of 1 head: (1/16 * 7 * 0) + (1/16 * 6 * 1) + (1/16 * 3 * 2) = 12/16 = .75
    streak of 2 heads: (1/16 * 11 * 0) + (1/16 * 5 * 1) = 5/16 = .3125
    streak of 3 heads: (1/16 * 14 * 0) + (1/16 * 2 * 1) = 2/16 = .125
    streak of 4 heads: (1/16 * 15 * 0) + (1/16 * 1 * 1) = 1/16 = .0625
    Streaks of exactly 1,2,3,4 heads can sum to > 1 because it is possible there are multiple streaks in the same iteration. Streaks of >= a given streak length cannot sum to more than 1 because each iteration contributes a value of either 1 or 0.

    streak of 1 or more = (1/16 * 1 * 0) + (1/16 * 15 * 1) = 15/16
    streak of 2 or more = (1/16 * 8 * 0) + (1/16 * 8 * 1) = 8/16
    streak of 3 or more = (1/16 * 13 * 0) + (1/16 * 3 * 1) = 3/16
    streak of 4 or more = (1/16 * 15 * 0) + (1/16 * 1 * 1) = 1/16

    k_c
    I believe k_c is right here. I would say, math is the enemy of success, especially in the game of blackjack.
    Last edited by aceside; 05-11-2024 at 05:43 AM.

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