## not a Bernoulli factory

Posted in Books, Kids, pictures, R with tags , , , , , , , on May 20, 2020 by xi'an

A Riddler riddle I possibly misunderstood:

Four isolated persons are given four fair coins, which can be either flipped once or returned without being flipped. If all flipped coins come up heads, the team wins! Else, if any comes up tails, or if no flip at all is done, it looses. Each person is further given an independent U(0,1) realisation. What is the best strategy?

Since the players are separated, I would presume the same procedure is used by all. Meaning that a coin is tossed with probability p, ie if the uniform is less than p, and untouched otherwise. The probability of winning is then

4(1-p)³p½+6(1-p)³p½²+4(1-p)p³½³+p⁴½⁴

which is maximum for p=0.3420391, with a winning probability of 0.2848424.

solve $$x⌊x⌊x⌊x⌋⌋⌋=2020$$

Where the integral part is the integer immediately below x. Puzzle that I first fail solving by brute force, because I did not look at negative x’s… Since the fourth root of 2020 is between 6 and 7, the solution is either x=6+ε or x=-7+ε, with ε in (0,1). The puzzle then becomes either

$$(6+ε)⌊(6+ε)⌊(6+ε)⌊6+ε⌋⌋⌋ = (6+ε)⌊(6+ε)⌊36+6ε⌋⌋ = (6+ε)⌊(6+ε)(36+⌊6ε⌋)⌋ = 2020$$

where there are 6 possible integer values for $$⌊6ε⌋, with only ⌊6ε⌋=5 being possible, turning the equation into$$

$$(6+ε)⌊41(6+ε)⌋ = (6+ε)(246+⌊41ε⌋) = 2020$$

where again only $$⌊42ε⌋$$=40 being possible, ending up with

$$1716+286ε = 2020$$

which has no solution in (0,1). In the second case

(-7+$$ε$$)$$⌊(-7+ε)⌊(-7+ε)⌊-7+ε⌋⌋⌋$$ = (-7+$$ε$$)$$⌊(-7+ε)(49+⌊-7ε⌋)⌋ = 2020$$

shows that only $$⌊-7ε⌋$$=-3 is possible, leading to

(-7+$$ε$$)$$⌊46(-7+ε))⌋$$ = (-7+$$ε$$) ($$-322+⌊46ε⌋)=2020$$

with only $$⌊46ε⌋$$=17 possible, hence

2135-305$$ε$$=2020

and

$$ε$$=115/305.

A brute force simulated annealing resolution returns x=-6.622706 after 10⁸ iterations. A more interesting question is to figure out the discontinuity points of the function

$$ℵ(x) = x$$$$⌊x⌊x⌊x⌋⌋⌋$$

as they seem to be numerous:

For instance, only 854 of the first 2020 integers enjoy a solution to $$ℵ(x)$$=n.

## R puzzle

Posted in Statistics with tags , , on September 12, 2019 by xi'an

Can you guess the meaning of the following R code

"?"=u\164f8ToI\x6Et;'!'=prod;!{
z<-y[1]}&z>T##&[]>~48bEfILpu

If not (!), the explanation is provided in Robin’s answer to a codegolf puzzle.

## who’s that travelling salesman path?!

Posted in Statistics with tags , , , on July 18, 2017 by xi'an

## Asher’s enigma

Posted in R, Statistics with tags , , , on July 26, 2010 by xi'an

On his Probability and statistics blog, Matt Asher put a funny question (with my rephrasing):

Take a unit square. Now pick two spots at random along the perimeter, uniformly. For each of these two locations, pick another random point from one of the three other sides of the square and draw the segment. What is the probability the two segments intersect? And what is the distribution for the intersection points?

The (my) intuition for the first question was 1/2, but a quick computation led to another answer. The key to the computation is to distinguish whether or not both segments share one side of the square. They do with probability

$\dfrac{2}{4}\times 1 + \dfrac{2}{4}\times\dfrac{2}{3} = \dfrac{5}{6},$

in which case they intersect with probability 1/2. They occupy the four sides with probability 1/6, in which case they intersect with probability 1/3. So the final answer is 17/36 (as posted by several readers and empirically found by Matt). The second question is much more tricky: the histogram of the distribution of the coordinates is peaked towards the boundaries, thus reminding me of an arc-sine distribution, but there is a bump in the middle as well. Computing the coordinates of the intersection depending on the respective positions of the endpoints of both segments and simulating those distributions led me to histograms that looked either like beta B(a,a) distributions, or like beta B(1,a) distributions, or like beta B(a,1) distributions… Not exactly, though. So not even a mixture of beta distributions is enough to explain the distribution of the intersection points… For instance, the intersection points corresponding to segments were both segments start from the same side and end up in the opposite side are distributed as

$\dfrac{u_1(u_4-u_3)-u_3(u_2-u_1)}{u_4-u_3-u_2+u_1}$

where all u‘s are uniform on (0,1) and under the constraint $(u_2-u_1)(u_4-u_3)<0$. The following graph shows how well a beta distribution fits in that case. (Not perfectly, though!)
The R code is

u=matrix(runif(4*10^5),ncol=4)
u[,c(1,3)]=t(apply(u[,c(1,3)],1,sort))
u[,c(2,4)]=-t(apply(-u[,c(2,4)],1,sort))
y=(u[,1]*(u[,4]-u[,3])-u[,3]*(u[,2]-u[,1]))/(u[,1]+u[,4]-u[,2]-u[,3])

Similarly, if the two segments start from the same side but end up on different sides, the distribution of one coordinate is given by

$\dfrac{u_1(1-u_3)-u_3u_4(u_2-u_1)}{1-u_3-u_4(u_2-u_1)}$

under the constraint $u_3. The outcome is once again almost distributed as a beta:
The corresponding R code is

u=matrix(runif(4*10^5),ncol=4)
u[,c(1,3)]=-t(apply(-u[,c(1,3)],1,sort))
y=(u[,1]*(1-u[,3])-u[,3]*u[,4]*(u[,2]-u[,1]))/(1-u[,3]-u[,4]*(u[,2]-u[,1]))

## Le Monde rank test (corr’d)

Posted in R, Statistics with tags , , , on April 7, 2010 by xi'an

Since my first representation of the rank statistic as paired was incorrect, here is the histogram produced by the simulation

perm=sample(1:20)
saple[t]=sum(abs(sort(perm[1:10])-sort(perm[11:20])))

when $n=20$. It is obviously much closer to zero than previously.

An interesting change is that the regression of the log-mean on $log(n)$ produces

> lm(log(memean)~log(enn))
Call:
lm(formula = log(memean) ~ log(enn))
Coefficients:
(Intercept)     log(enn)
-1.162        1.499

meaning that the mean is in $n^{3/2}$ rather than in $n$ or $n^2$:

> summary(lm(memean~eth-1))
Coefficients:
Estimate Std. Error t value Pr(>|t|)
eth 0.3117990  0.0002719    1147   <2e-16 ***

with a very good fit.