Reviewing Movies III

Roger reviews movies and gives each movie independently either a thumbs up with probability p p or a thumbs down with probability q = 1 p q = 1 - p . Let α \alpha be the expected number of reviews before both at least n n thumbs ups and at least m m thumbs downs are given. Let β \beta be the expected number of reviews before either at least n n thumbs ups or at least m m thumbs downs are given.

With n = 3 n = 3 and m = 7 m = 7 , find the value of p p for which the difference α β \alpha - \beta is the smallest, and give your answer as 1000 p 1000 \, p , rounded to nearest integer.

You'll probably need to use a computer and write some code. Try reusing result for α \alpha when determining β \beta .


The answer is 322.

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2 solutions

Mark Hennings
Nov 1, 2017

Let M a , b M_{a,b} be the expected number of reviews until both a a "up"s and b b "down"s have been received. Then M a , b = 1 + p M a 1 , b + q M a , b 1 a , b 1 M a , 0 = 1 + p M a 1 , 0 + q M a , 0 a 1 M 0 , b = 1 + p M 0 , b + q M 0 , b 1 b 1 M 0 , 0 = 0 \begin{aligned} M_{a,b} & = \; 1 + pM_{a-1,b} + qM_{a,b-1} & \hspace{2cm} a,b \ge 1 \\ M_{a,0} & = \; 1 + pM_{a-1,0} + qM_{a,0} & \hspace{2cm} a \ge 1 \\ M_{0,b} & = \; 1 + pM_{0,b} + qM_{0,b-1} & \hspace{2cm} b \ge 1 \\ M_{0,0} & = \; 0 \end{aligned} Thus we have M a , 0 = a p M 0 , b = b q a , b 0 M_{a,0} \; = \; \tfrac{a}{p} \hspace{2cm} M_{0,b} \; = \; \tfrac{b}{q} \hspace{3cm} a,b \ge 0 On the other hand, let N a , b N_{a,b} be the expected number of reviews until either a a "up"s or b b "down"s have been received. Then N a , b = 1 + p N a 1 , b + q N a , b 1 a , b 1 N_{a,b} \; = \; 1 + pN_{a-1,b} + qN_{a,b-1} \hspace{2cm} a,b \ge 1 while N a , 0 = N 0 , b = 0 a , b 0 N_{a,0} \; = \; N_{0,b} \; = \; 0 \hspace{2cm} a,b \ge 0 If we let K a , b = M a , b N a , b K_{a,b} = M_{a,b} - N_{a,b} , then K a , b = p K a 1 , b + q K a , b 1 a , b 1 K a , 0 = a p a 1 K 0 , b = b q b 1 K 0 , 0 = 0 \begin{aligned} K_{a,b} & = \; pK_{a-1,b} + qK_{a,b-1} & \hspace{2cm} a,b \ge 1 \\ K_{a,0} & = \; \tfrac{a}{p} & \hspace{2cm} a \ge 1 \\ K_{0,b} & = \; \tfrac{b}{q} & \hspace{2cm} b \ge 1 \\ K_{0,0} & = \; 0 \end{aligned} It is easy enough to iterate these equations to obtain α β = K 3 , 7 = 3 10 p + 420 p 4 1512 p 5 + 2520 p 6 2400 p 7 + 1350 p 8 420 p 9 + 56 p 10 p ( 1 p ) \alpha - \beta \; = \; K_{3,7} \; = \; \frac{3 - 10 p + 420 p^4 - 1512 p^5 + 2520 p^6 - 2400 p^7 + 1350 p^8 - 420 p^9 + 56 p^{10}}{p(1 - p)} and this expression is minimized when p = 0.321752 p = 0.321752 , making the answer 322 \boxed{322} .

It is worth noting that we can find the generating function of the double sequence K a , b K_{a,b} , with a , b 0 K a , b x a y b = 1 1 p x q y [ x ( 1 p x ) p ( 1 x ) 2 + y ( 1 q y ) q ( 1 y ) 2 ] \sum_{a,b \ge 0} K_{a,b} x^ay^b \; = \; \frac{1}{1 - px - qy}\left[\frac{x(1-px)}{p(1-x)^2} + \frac{y(1-qy)}{q(1-y)^2}\right]

Borut Levart
Oct 31, 2017

This is merely a sketch of a solution with some notes.

Roger starts reviewing: one, two, three ... Now jump ahead to the review number n + m n + m . Either exactly n n thumbs ups were given (so exactly m m thumbs downs as well) or there were n > n n' > n ups (so m < m m' < m downs) or there were n < n n' < n ups (so m > m m' > m downs). It feels right to condition on this outcome.

E [ R ] = E [ R n = n ] P { n = n } + E [ R n > n ] P { n > n } + E [ R n < n ] P { n < n } \mathbb{E}[R] = \mathbb{E}[R \, | \, n' = n] \cdot \mathbb{P}\{n' = n\} + \mathbb{E}[R \, | \, n' > n] \cdot \mathbb{P}\{n' > n\} + \mathbb{E}[R \, | \, n' < n] \cdot \mathbb{P}\{n' < n\}

Express expected number of reviews R R by summing binomial probabilities. Simplify as much as you can. Eventually a summing term remains that can be summed up in a closed form but as a hypergeometric function. I myself left the term as a sum and evaluated it numerically within the ternary search algorithm for the minimum of α β \alpha - \beta .

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