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倒霉的 7 II

Unlucky Seven II

专题
Probability / 概率
难度
L4

题目详情

你掷一枚公平六面骰。你可以选择:

  • 直接停下并拿到第一次点数(美元);
  • 或再掷一次,但规则变为:若两次点数和 7\ge 7,你需要支付与第一次点数相同的金额(收益为负的第一次点数);若两次点数和 <7<7,你获得两次点数之和(美元)。

若你最优决策,期望收益是多少?

You are given a fair 66-sided die and you roll it. You can either choose to keep your roll and receive the observed value in dollars. Alternatively, you are allowed to roll again, but if the sum of your two rolls is at least 77, you pay the value equal to your first roll. If the sum of the two rolls is less than 77, you receive the sum of the two observed values in dollars. Assuming optimal play, what is your expected payout?

解析

分情况讨论第一次点数 aa

  • a=1a=1:再掷期望为
16(1)+2+3+4+5+66=196>1,\frac{1}{6}(-1)+\frac{2+3+4+5+6}{6}=\frac{19}{6}>1,

应再掷。

  • a=2a=2:再掷有 1/31/3 概率(掷到 5 或 6)亏 2,否则得到 3..6。期望
13(2)+3+4+5+66=73>2,\frac{1}{3}(-2)+\frac{3+4+5+6}{6}=\frac{7}{3}>2,

应再掷。

  • a=3a=3:再掷有 1/21/2 概率(掷到 4..6)亏 3,否则得到 4..6。期望
12(3)+4+5+66=1<3,\frac{1}{2}(-3)+\frac{4+5+6}{6}=1<3,

不再掷。对 a3a\ge 3 同理更不应再掷。

因此策略:第一次为 1 或 2 则再掷,否则停。总体期望为

196+146+3+4+5+66=4712.\frac{\frac{19}{6}+\frac{14}{6}+3+4+5+6}{6}=\frac{47}{12}.

Original Explanation

Condition on the value of the first roll. If we roll a 11, we either lose 1withprobability161 with probability \dfrac{1}{6} (if we roll a 66 on the second roll). Otherwise, we make a total of 2,3,,62, 3, \dots, 6, each with probability 16\dfrac{1}{6}. Therefore our expected payout if we roll again is 16(1)+2+3+4+5+66=196>1\dfrac{1}{6} \cdot (-1) + \dfrac{2+3+4+5+6}{6} = \dfrac{19}{6} > 1. This implies we should roll again if we receive a 11.

If we roll a 22, then with probability 13\dfrac{1}{3} we lose 2(ifwerolla5or6).Otherwise,wereceive2 (if we roll a 5 or 6). Otherwise, we receive3, 4, 5,oror6withequalprobabilitywith equal probability\dfrac{1}{6}.Therefore,theexpectedvalueuponrollingagainis. Therefore, the expected value upon rolling again is\dfrac{1}{3} \cdot (-2) + \dfrac{3+4+5+6}{6} = \dfrac{7}{3} > 2$. This implies we should roll.

If we roll a 33, then with probability 12\dfrac{1}{2} we lose 3(rolling4ormore).Otherwise,weearn3 (rolling 4 or more). Otherwise, we earn4, 5,oror6eachwithprobabilityeach with probability\dfrac{1}{6}.Therefore,ourexpectedprofituponrollingagainis. Therefore, our expected profit upon rolling again is\dfrac{1}{2} \cdot (-3) + \dfrac{4 + 5 + 6}{6} = 1 < 3.Therefore,foranyvalue. Therefore, for any value3ormore,weshouldnotrollagain.Thisimpliesthatourexpectedvalueonthisgamewiththisstrategyisor more, we should not roll again. This implies that our expected value on this game with this strategy is\dfrac{\frac{19}{6} + \frac{14}{6} + 3 + 4 + 5 + 6}{6} = \dfrac{47}{12}$.