A pair of fair dice is rolled repeatedly. Which event is more likely to occur first?
Event A: Both dice show 6's.
Event B: Two consecutive rolls give a sum of 7 each.
Warning: This is hard.
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The Markov chain approach is the correct way to calculate this sequence of probabilities.
For a related, and slightly counter-intuitive problem, consider the following problem :
Calvin and Dan play a game of chance. A fair coin is flipped and the sequence of Heads and Tails is recorded. Calvin wins if the sequence H H H appears first, and Dan wins if the sequence T T H H appears first. Who has a higher probability of winning?
The second approach is just intuition that might lead one to the correct direction (that A is more likely), also highlighting the incorrect assumption that one most likely have made if they answer "equally likely".
For event A, since the probability of both dice showing 6 's is 3 6 1 the expected number of rolls until this event occurs is 3 6 .
For event B, let P be the expected number of rolls until the second of two consecutive rolls that each give a sum of 7 . If the first roll does not give a sum of 7 , (an event that has probability 6 5 ), then this "costs" us one roll. If the first roll does give a sum of 7 , then there is a 6 1 chance that the next roll will lead to event B occurring, and a 6 5 chance that the next roll will send us back to start the count over again after "costing" us 2 rolls. In equation form, we then have
P = 6 5 ( 1 + P ) + 6 1 ( 6 1 ∗ 2 + 6 5 ( P + 2 ) )
⟹ P = 6 5 + 6 5 P + 1 8 1 + 3 6 5 P + 1 8 5
⟹ P = 3 6 3 5 P + 1 8 2 1 ⟹ 3 6 1 P = 1 8 2 1 ⟹ P = 4 2 .
As it is then expected that event B will take more rolls to occur than event A, we can conclude that event A is more likely to occur first.
While you have the right ideas, calculating the expected number of rolls for the event to happen, does not tell you (for certain) which has a higher probability to occur first.
As an example, say that event A occurs on the first roll with 60%, and on the fourth roll with 40%. Event B occurs on the second roll with 100%. Then, E ( A ) = . 6 + 1 . 6 = 2 . 2 and E ( B ) = 2 . However, A is more likely to occur first.
Even, if we allow for the idea of "independence" of throws, this argument will still break down because there is still some dependence in consecutive throws that needs to be taken into account. For example, try the following problem :
Calvin and Dan play a game of chance. A fair coin is flipped and the sequence of Heads and Tails is recorded. Calvin wins if the sequence H H H appears first, and Dan wins if the sequence T T H H appears first. Who has a higher probability of winning?
Even I solved using Expectations. Calvin Lin , you are right that Expectation may not always tell which has higher probability. Does that hold good in this particular problem as well?
I simply figured the probabilities using AND or OR operators. In the first case it is simple (only AND, thus multiplying the probabiliies of each occurrence) In the second case, the probability of a single roll of 7 is higher because of the OR operator between the possible combinations. However, because the condition says it has to occur in two consecutive rolls, I used the AND to relate first and second roll., thereby reducing the probability. Was that approach too simplistic?
Your approach is overly simplistic. It starts to get at the ideas that are involved in the problem, thereby offering an intuitive explanation. However, as we've seen with probability, intuition often flies out the window, and we need to answer the question as it is stated (IE Which comes first in the sequence), rather than the morphed question of "Which do I think is more likely to come first".
For the subtle difference between these 2 questions, see What is more likely? Part 2
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Produce a Markov chain of the possible states.
First, we categorize the possible states:
Now we draw the Markov chain, just to get a visual aid.
Suppose we want to compute the probability that we end up in state B . Thus we assign P ( B ∣ B ) = 1 ; that is, if we start on state B , we will obviously end up there. Also, P ( B ∣ A ) = 0 ; that is, starting from A , we won't reach B . Let P ( B ∣ N 0 ) = x and P ( B ∣ N 1 ) = y ; we're looking for x .
A property of Markov chains is that the probability of an event occurring on a state can be computed as the sum of weighted probabilities of its possible next states after one step. In other words, P ( B ∣ N 0 ) = 3 6 2 9 P ( B ∣ N 0 ) + 3 6 1 P ( B ∣ A ) + 6 1 P ( B ∣ N 1 ) , since there's 3 6 2 9 probability of remaining on N 0 , 3 6 1 probability to go to A , and 6 1 probability to go to N 1 . Similarly, P ( B ∣ N 1 ) = 3 6 2 9 P ( B ∣ N 0 ) + 3 6 1 P ( B ∣ A ) + 6 1 P ( B ∣ B ) . Simplifying, we have:
{ x = 3 6 2 9 ⋅ x + 3 6 1 ⋅ 0 + 6 1 ⋅ y y = 3 6 2 9 ⋅ x + 3 6 1 ⋅ 0 + 6 1 ⋅ 1
Substituting the second equation to the first equation and simplifying gives 6 1 3 x = 1 , or x = 1 3 6 . Thus the probability of ending up in state B is 1 3 6 .
Similarly, we can compute P ( A ∣ N 0 ) , by letting P ( A ∣ A ) = 1 , P ( A ∣ B ) = 0 , and using the same method to solve it. We get P ( A ∣ N 0 ) = 1 3 7 , so the probability of ending up in state A is 1 3 7 .
This implies Event A is more likely than Event B .
Or by using intuition (but not rigorous), observe that although Event B has probability 6 1 ⋅ 6 1 = 3 6 1 of occurring for any two consecutive rolls, and Event A has probability 3 6 1 of occurring on any roll, the difference is that Event B takes two rolls to execute. Event A has two chances to appear during the two rolls, so it should be more likely.