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Newton–Pepys problem - Wikipedia, the free encyclopedia

Newton–Pepys problem

From Wikipedia, the free encyclopedia

The Newton–Pepys problem is a probability problem concerning the probability of throwing sixes from a certain number of dice.[1]

In 1693 Samuel Pepys and Isaac Newton corresponded over a problem posed by Pepys in relation to a wager he planned to make. The problem was:

Which of the following three propositions has the greatest chance of success?
A. Six fair dice are tossed independently and at least one “6” appears.
B. Twelve fair dice are tossed independently and at least two “6”s appear.
C. Eighteen fair dice are tossed independently and at least three “6”s appear.[2]

Pepys initially thought that outcome C had the highest probability, but Newton's analysis showed that outcome A actually has the highest probability.

[edit] Solution

The probabilities of outcomes A, B and C are:[1]

P(A)=1-\left(\frac{5}{6}\right)^{6} = \frac{31031}{46656} \approx 0.6651\, ,
P(B)=1-\sum_{x=0}^1\binom{12}{x}\left(\frac{1}{6}\right)^x\left(\frac{5}{6}\right)^{12-x}
= \frac{1346704211}{2176782336} \approx 0.6187\, ,
P(C)=1-\sum_{x=0}^2\binom{18}{x}\left(\frac{1}{6}\right)^x\left(\frac{5}{6}\right)^{18-x}
= \frac{15166600495229}{25389989167104} \approx 0.5973\, .

These results may be obtained by applying the binomial distribution (although Newton obtained them from first principles). In general, if P(N) is the probability of throwing at least n sixes with 6n dice, then:

P(N)=1-\sum_{x=0}^{n-1}\binom{6n}{x}\left(\frac{1}{6}\right)^x\left(\frac{5}{6}\right)^{6n-x}\, .

As n grows, P(N) descreases monotonically towards an aymptotic limit of 1/2.

[edit] References

  1. ^ a b Eric W. Weisstein, Newton-Pepys Problem at MathWorld.
  2. ^ Isaac Newton as a Probabilist, Stephen Stigler, University of Chicago


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