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不公平得分:应选多少局

Winning an Unfair Game

专题
Probability / 概率
难度
L4

题目详情

A game consists of a sequence of plays; on each play either you or your opponent scores a point, you with probability pp (less than 12\frac{1}{2} ), he with probability 1p1 - p . The number of plays is to be even - 2 or 4 or 6 and so on. To win the game you must get more than half the points. You know pp , say 0.45 , and you get a prize if you win. You get to choose in advance the number of plays. How many do you choose? Matching Problems (45 and 46)

解析

每局你得分概率 p<1/2p<1/2,总局数必须为偶数 2m2m,要赢需得分 >m>m

由于 p<1/2p<1/2Bin(2m,p)\mathrm{Bin}(2m,p) 的均值为 2mp<m2mp<m,随着 mm 增大,“超过一半”的上尾概率会更小(直观上偏离均值更远;可用 Chernoff 界/大数定律严格化)。

因此应选择最小的偶数局数:

2 局.\boxed{2\text{ 局}}.