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Passing The Coin II

考察公司Virtu Financial

题目

Same game as Passing The Coin I: five players, numbered 11 to 55, take turns with a coin that shows heads with probability 13\tfrac13, starting with player 11 and going round in order. Heads wins the game; tails passes the coin on.

What is the probability that player 33 wins?

解析

先自己试一试,卡住了再打开提示。

提示 1

After player 11 flips tails, the coin goes to player 22. How does the game from that moment compare with a brand-new game?

提示 2

Player 33 is in the "goes first" seat once players 11 and 22 have both flipped tails. What is that probability, and what is the first player's chance of winning (Passing The Coin I)?

查看解析

Step 1: The game has no memory, so you can relabel the players. Suppose player 11 flips tails. The coin goes to player 22, and from that moment the order is 2,3,4,5,1,2,…2, 3, 4, 5, 1, 2, \dots The earlier tail changes nothing about the coin. So this is exactly a brand-new game in which player 22 sits in the "goes first" seat. Rename player 22 as "player 11", player 33 as "player 22", and so on, and you can't tell it apart from a fresh start.

Step 2: Get player 3 into the "goes first" seat. Player 33 is in that seat once players 11 and 22 have both flipped tails, which happens with probability

23⋅23=49.\tfrac23 \cdot \tfrac23 = \tfrac49.

If either of them flips heads first, they win and player 33 can't.

Step 3: Use Passing The Coin I. From the "goes first" seat, a player wins with probability 81211\tfrac{81}{211}, the answer to Part I. So

P3=49⋅81211=36211≈0.17062.P_3 = \tfrac49 \cdot \tfrac{81}{211} = \frac{36}{211} \approx 0.17062.

The bigger picture: each player's chance is 23\tfrac23 of the previous player's. The same relabelling works for every seat. Player kk reaches the "goes first" seat after k−1k - 1 tails, so each player is one tail further from the start than the player before them:

  • player 11: 81211\tfrac{81}{211}
  • player 22: 23⋅81211=54211\tfrac23 \cdot \tfrac{81}{211} = \tfrac{54}{211}
  • player 33: 23⋅54211=36211\tfrac23 \cdot \tfrac{54}{211} = \tfrac{36}{211}
  • player 44: 24211\tfrac{24}{211}
  • player 55: 16211\tfrac{16}{211}

Check: 81+54+36+24+16=21181 + 54 + 36 + 24 + 16 = 211, so the five chances add up to 11.

Another way: back to square one. Let xx be player 33's chance, counted from the very start. Player 33 wins on their first turn with probability (23)2⋅13=427\left(\tfrac23\right)^2 \cdot \tfrac13 = \tfrac{4}{27}. If all five players flip tails once, the coin is back with player 11 and the game is exactly as it started, so player 33's chance from there is xx again:

x=427+(23)5x⟹x⋅211243=427⟹x=36211.x = \frac{4}{27} + \left(\frac23\right)^5 x \quad\Longrightarrow\quad x \cdot \frac{211}{243} = \frac{4}{27} \quad\Longrightarrow\quad x = \frac{36}{211}.

A common slip: writing (23)7x\left(\tfrac23\right)^7 x instead of (23)5x\left(\tfrac23\right)^5 x. Getting back to the starting position takes one full round of 55 tails. The first two tails, from players 11 and 22, are already inside xx, because xx is counted from the start.

Answer:

P3=36211≈0.17062.P_3 = \frac{36}{211} \approx 0.17062.