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1999 Paper 2 Q14
D: 1600.0 B: 1516.0

You play the following game. You throw a six-sided fair die repeatedly. You may choose to stop after any throw, except that you must stop if you throw a 1. Your score is the number obtained on your last throw. Determine the strategy that you should adopt in order to maximize your expected score, explaining your reasoning carefully.


Solution: Once you have thrown, all previous throws are irrelevant so the only thing which can affect your decision is the current throw. Therefore the strategy must consist of a list of states we re-throw from, and a list of states we stick on. It must also be the case that if we stick on \(k\) we stick on \(k+1\) (otherwise we can improve our strategy by switching those two values around). Therefore we can form a table of our expected score: \begin{array}{c|c|c} \text{stop on} & \text{possible outcomes} & \E[\text{score}] \\ \hline \geq 2 & \{1,2,3,4,5,6\} & \frac{21}{6} = 3.5 \\ \geq 3 & \{1,3,4,5,6\} & \frac{19}{5} = 3.8 \\ \geq 4 & \{1,4,5,6\} & \frac{16}{4} = 4 \\ \geq 5 & \{1,5,6\} & \frac{12}{3} = 4 \\ =6 & \{1,6\} & \frac{7}{2} = 3.5 \end{array} Therefore the optimal strategy is to stop on \(4\) or higher. If we cared about variance we might look at the variance of the two best strategies, \(4\) or higher has a variance of \(\frac{1+16+25+36}{4} - 16 = 3.5\) and \(5\) or higher has a variance of \(\frac{1+25+36}3 - 16 = \frac{14}3 > 3.5\) so \(4\) or higher is probably better in most scenarios.

1995 Paper 2 Q12
D: 1600.0 B: 1516.0

Bread roll throwing duels at the Drones' Club are governed by a strict etiquette. The two duellists throw alternatively until one is hit, when the other is declared the winner. If Percy has probability \(p>0\) of hitting his target and Rodney has probability \(r>0\) of hitting his, show that, if Percy throws first, the probability that he beats Rodney is \[ \frac{p}{p+r-pr}. \] Algernon, Bertie and Cuthbert decide to have a three sided duel in which they throw in order \(\mathrm{A,B,C,A,B,C,}\ldots\) except that anyone who is hit must leave the game. Cuthbert always his target, Bertie hits his target with probability \(3/5\) and Algernon hits his target with probability \(2/5.\) Bertie and Cuthbert will always aim at each other if they are both still in the duel. Otherwise they aim at Algernon. With his first shot Algernon may aim at either Bertie or Cuthbert or deliberately miss both. Faced with only one opponent Algernon will aim at him. What are Algernon's changes of winning if he:

  • sep}{3mm}
  • \(\bf (i)\) hits Cuthbert with his first shot?
  • \(\bf (ii)\) hits Bertie with his first shot?
  • \(\bf (iii)\) misses with his first shot?
Advise Algernon as to his best plan and show that, if he uses this plan, his probability of winning is \(226/475.\)

1993 Paper 2 Q1
D: 1600.0 B: 1500.0

In the game of ``Colonel Blotto'' there are two players, Adam and Betty. First Adam chooses three non-negative integers \(a_{1},a_{2}\) and \(a_{3},\) such that \(a_{1}+a_{2}+a_{3}=9,\) and then Betty chooses non-negative integers \(b_{1},b_{2}\) and \(b_{3}\), such that \(b_{1}+b_{2}+b_{3}=9.\) If \(a_{1} > b_{1}\) then Adam scores one point; if \(a_{1} < b_{1}\) then Betty scores one point; and if \(a_{1}=b_{1}\) no points are scored. Similarly for \(a_{2},b_{2}\) and \(a_{3},b_{3}.\) The winner is the player who scores the greater number of points: if the socres are equal then the game is drawn. Show that, if Betty knows the numbers \(a_{1},a_{2}\) and \(a_{3},\) she can always choose her numbers so that she wins. Show that Adam can choose \(a_{1},a_{2}\) and \(a_{3}\) in such a way that he will never win no matter what Betty does. Now suppose that Adam is allowed to write down two triples of numbers and that Adam wins unless Betty can find one triple that beats both of Adam's choices (knowing what they are). Confirm that Adam wins by writing down \((5,3,1)\) and \((3,1,5).\)

1990 Paper 1 Q14
D: 1500.0 B: 1500.7

A bag contains 5 white balls, 3 red balls and 2 black balls. In the game of Blackball, a player draws a ball at random from the bag, looks at it and replaces it. If he has drawn a white ball, he scores one point, while for a red ball he scores two points, these scores being added to his total score before he drew the ball. If he has drawn a black ball, the game is over and his final score is zero. After drawing a red or white ball, he can either decide to stop, when his final score for the game is the total so far, or he may elect to draw another ball. The starting score is zero. Juggins' strategy is to continue drawing until either he draws a black ball (when of course he must stop, with final score zero), or until he has drawn three (non-black) balls, when he elects to stop. Find the probability that in any game he achieves a final score of zero by employing this strategy. Find also his expected final score. Muggins has so far scored \(N\) points, and is deciding whether to draw another ball. Find the expected score if another ball is drawn, and suggest a strategy to achieve the greatest possible average final score in each game.


Solution: The probability Juggin's has a non-zero score is the probability he never draws a black ball in his three goes. This is \((1-\frac15)^3 = \frac{64}{125}\). Let's consider the \(\frac{61}{125}\) probability world where he never draws a black ball. In this conditional probability space, he has \(\frac{5}{8}\) chances of pulling out white balls and \(\frac38\) or pulling out red. His expected score per pull is \(\frac58 \cdot 1 + \frac38 \cdot 2 = \frac{11}{8}\). Therefore his expected score in this universe is \(\frac{33}8\) and his expected score is \(\frac{33}{8} \cdot \frac{61}{125} = \frac{2013}{1000} = 2.013\) . The expected score after drawing another ball is \(( N + 1)\frac{5}{10} + (N+2) \frac{3}{10} + 0 \cdot \frac{2}{10} = \frac{8}{10}N + \frac{11}{10}\). A sensible strategy would be to only draw if \(\frac{8}{10}N + \frac{11}{10} > N \Rightarrow N < \frac{11}{2}\), ie keep drawing until \(N \geq 6\) or we bust out. [The expected score for this strategy is: \begin{array}{ccc} \text{score} & \text{route} & \text{count} & \text{prob} \\ \hline 6 & \text{6 1s} & 1 & \left ( \frac12 \right)^6 \\ 6 & \text{4 1s, 1 2} & 5 & 5 \cdot \left ( \frac12 \right)^4 \cdot \frac{3}{10} \\ 6 & \text{2 1s, 2 2s} & 6 & 6 \cdot \left ( \frac12 \right)^2 \cdot \left ( \frac{3}{10} \right)^2 \\ 6 & \text{3 2s} & 1 & 1 \cdot \left ( \frac{3}{10} \right)^3 \\ 7 & \text{5 1s, 1 2} & 1 &\left ( \frac12 \right)^5 \cdot \frac{3}{10} \\ 7 & \text{3 1s, 2 2s} & 4 & 4\cdot \left ( \frac12 \right)^3 \cdot \left ( \frac{3}{10} \right)^2 \\ 7 & \text{1 1, 3 2s} & 3 & 3\cdot \left ( \frac12 \right) \cdot \left ( \frac{3}{10} \right)^3 \\ \end{array} For an expected value of \(\frac{2171}{8000} \cdot 6 + \frac{759}{8000} \cdot 7 = \frac{18\,339}{8000} = 2.29 \quad (3\text{ s.f.})\)]

1989 Paper 1 Q16
D: 1516.0 B: 1470.2

A and B play a guessing game. Each simultaneously names one of the numbers \(1,2,3.\) If the numbers differ by 2, whoever guessed the smaller pays the opponent £\(2\). If the numbers differ by 1, whoever guessed the larger pays the opponent £\(1.\) Otherwise no money changes hands. Many rounds of the game are played.

  1. If A says he will always guess the same number \(N\), explain (for each value of \(N\)) how B can maximise his winnings.
  2. In an attempt to improve his play, A announces that he will guess each number at random with probability \(\frac{1}{3},\) guesses on different rounds being independent. To counter this, B secretly decides to guess \(j\) with probability \(b_{j}\) (\(j=1,2,3,\, b_{1}+b_{2}+b_{3}=1\)), guesses on different rounds being independent. Derive an expression for B's expected winnings on any round. How should the probabilities \(b_{j}\) be chosen so as to maximize this expression?
  3. A now announces that he will guess \(j\) with probability \(a_{j}\) (\(j=1,2,3,\, a_{1}+a_{2}+a_{3}=1\)). If B guesses \(j\) with probability \(b_{j}\) (\(j=1,2,3,\, b_{1}+b_{2}+b_{3}=1\)), obtain an expression for his expected winnings in the form \[ Xa_{1}+Ya_{2}+Za_{3}. \] Show that he can choose \(b_{1},b_{2}\) and \(b_{3}\) such that \(X,Y\) and \(Z\) are all non-negative. Deduce that, whatever values for \(a_{j}\) are chosen by A, B can ensure that in the long run he loses no money.


Solution:

  1. Suppose A always plays \(1\), then B should always play \(2\) and every time they will win 1. Suppose A always plays \(2\) then B should always play \(3\) and every time they will win 1. If A always plays \(3\) then B should always play \(1\) and every time they will win 2.
  2. \begin{array}{cccc} & b_1 & b_2 & b_3 \\ \frac13 & (0, \frac{b_1}{3}) & (1, \frac{b_2}{3}) & (-2, \frac{b_3}{3}) \\ \frac13 & (-1, \frac{b_1}{3}) & (0, \frac{b_2}{3}) & (1, \frac{b_3}{3}) \\ \frac13 & (2, \frac{b_1}{3}) & (-1, \frac{b_2}{3}) & (0, \frac{b_3}{3}) \\ \end{array} Therefore the expected value is: \(\frac{b_1}{3} - \frac{b_3}{3}\) and to maximise this he should always guess \(1\) (ie \(b_1 = 1, b_2 = 0, b_3 = 0\).)
  3. \begin{array}{cccc} & b_1 & b_2 & b_3 \\ a_1 & (0, a_1b_1) & (1, a_1b_2) & (-2, a_1b_3) \\ a_2 & (-1, a_2b_1) & (0, a_2b_2) & (1, a_2b_3) \\ a_3 & (2, a_3b_1) & (-1, a_3b_2) & (0, a_3b_3) \\ \end{array} Therefore the expected value is: \((b_2-2b_3)a_1 + (b_3-b_1)a_2 + (2b_1-b_2)a_3\) We need \(b_2 \geq 2b_3, b_3 \geq b_1, 2b_1 \geq b_2\) so \(b_1 \leq b_3 \leq \frac12 b_2 \leq b_1\) so we could take \(b_1 = b_3 = \frac12 b_2\) or \(b_1 = b_3 = \frac14, b_2 = \frac12\) and all values would be \(0\). Therefore by choosing these values \(B\) can guarantee his expected value is \(0\) and therefore shouldn't expect to lose money in the long run.