随机插入排名
Random Ranks
题目详情
编程题:随机插入排名:Paula 的名次分布。
英文原题
Peter draws independent realizations of a continuous rv and ranks them in increasing order from 1 to 100. Subsequently, Paula draws a single value from the same population and inserts this value into the rank order created earlier by Peter. For example, if her value is such that 50 of Peter's draws are smaller and 50 are larger, then the rank associated with her draw would be 51—that is, overall, her value would be the 51st in increasing order. Or, if her value is smaller than all 100 of Peter's, then the rank 1 would be associated with it.
a. Is it more likely that Paula's value will occupy rank 51 than rank 1?
b. Derive for general n the probability that Paula's value will occupy rank k, where
解析
因为 101 个独立连续样本的相对次序(全排列)等可能。
Paula 的样本在 1..101 的每一个名次上对称,概率相同。
因此
对 ,每个名次概率都是 ,所以名次 51 与名次 1 一样可能。
英文解析
a. Consider first the scenario when Peter draws just two values; let us call these values a and b. Let us call x the value obtained by Paula. Clearly, because the draws are independent and are obtained from the same population, all six orders are equally likely: abx, axb, bax, bxa, xab, xba, where, e.g., bxa stands for the order . Two of them are such that Paula's draw (x) is first, second, or third. Thus, all three ranks for Paula's draw are equally likely.
b. In general, there are ! equally likely orders (i.e., permutations) of the n
values drawn by Peter and the single value drawn by Paula. How many of them are such that Paula's value ends up at rank k? If rank k is reserved for Paula's value then there remain n! orders in which the n values drawn by Peter can be arranged around this rank. For example, if , and Paula's value (call it x) is fixed at rank 2, Peter's three values (say, a, b,c) can be arranged as follows: axbc, axcb, bxac, bxca, crab, cxba. These are those sixl outcomes in which Paula's value x ends up at rank no. 2. Obviously, exactly the same generative procedure could be used to put Paula's value x at any rank from 1 to 4. In general, then, of the ! permutations there are n! such that Paula's value appears at rank no. k. Thus, the probability for each possible rank k of Paula's draw is equal to nty! = n+. Note that this value is independent of the actual rank, k.
Specifically, with each rank for Paula's draw from 1 to 101 is equally likely. Intuitively, most people think that it is much more likely that Paula's draw will eventually occupy some middle, intermediate rank, such as , rather than an extreme rank such as or . But that is not correct: any rank is equally likely.