[Math] I don’t understand why the solution to this probability question is set up in this manner

probability

The problem states: A pair of dice is cast until either the sum of seven or eight appears.

(a) Show that the probability of a seven before an eight is 6/11.

(b) Next, this pair of dice is cast until a seven appears twice or until each of a six and eight have appeared at least once. Show that the probability of the six and eight occurring before two sevens is 0.546.

I understand part (a). For part (b), I was reading the following solution:

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I don't understand why we can say, "we will only consider rolls where a 6, 7, or 8 are rolled." That does not seem to include every case. For instance, what about the case where we have 668, 886, or 6677?

Best Answer

This is a revision of my previous answer (see below).

Well, I was being stupid. Or at least, I guessed wrong about the definitions of $R_{6,7,8}$ and $R_{7,6,8}.$ It looks like we are meant to define events as follows:

  • the sequence ends in $8$ with no $7$ having been rolled. Call this event $R_{6,8}.$
  • the sequence ends in $8$ with a $7$ having been rolled after the first $6.$ Call this event $R_{6,7,8}.$
  • the sequence ends in $8$ with a $7$ having been rolled before the first $6.$ Call this event $R_{7,6,8}.$

These definitions differ from my previous ones in the replacement of "last $6$" by "first $6.$"

An outcome in $R_{6,8}$ consists of

  1. a sequence of rolls containing no $6,$ $7,$ or $8$,
  2. a $6$,
  3. a sequence of rolls containing no $7$ or $8$,
  4. an $8$.

The probability that the first two stages will unfold in this way is $$ \sum_{n=0}^\infty \left(\frac{20}{36}\right)^n\cdot\frac{5}{36}=\frac{1}{16/36}\cdot\frac{5}{36}=\frac{5}{16}. $$ This can be reformulated in terms of conditional probability by considering that a sequence containing no $6,$ $7,$ or $8$ has zero probability of continuing forever. So a $6,$ $7,$ or $8$ eventually comes up with probability $1.$ Given that a $6,$ $7,$ or $8$ comes up, the probability that it is a $6$ is $5/16.$ Applying this reasoning to the last two stages as well, we get $$ \mathbb{P}(R_{6,8})=\mathbb{P}(6\mid6,7,8)\cdot\mathbb{P}(8\mid7,8)=\frac{5}{16}\cdot\frac{5}{11}=\frac{25}{176}. $$

Now an outcome in $R_{6,7,8}$ consists of

  1. a sequence of rolls containing no $6,$ $7,$ or $8$,
  2. a $6$,
  3. a sequence of rolls containing no $7$ or $8$,
  4. a $7$,
  5. a sequence of rolls containing no $7$ or $8$,
  6. an $8$.

We get $$ \mathbb{P}(R_{6,7,8})=\mathbb{P}(6\mid6,7,8)\cdot\mathbb{P}(7\mid7,8)\cdot\mathbb{P}(8\mid7,8)=\frac{5}{16}\cdot\frac{6}{11}\cdot\frac{5}{11}=\frac{150}{1936}. $$

Finally, an outcome in $R_{7,6,8}$ consists of

  1. a sequence of rolls containing no $6,$ $7,$ or $8$,
  2. a $7$,
  3. a sequence of rolls containing no $6,$ $7,$ or $8$,
  4. a $6$,
  5. a sequence of rolls containing no $7$ or $8$,
  6. an $8$.

We get $$ \mathbb{P}(R_{7,6,8})=\mathbb{P}(7\mid6,7,8)\cdot\mathbb{P}(6\mid6,7,8)\cdot\mathbb{P}(8\mid7,8)=\frac{5}{16}\cdot\frac{6}{16}\cdot\frac{5}{11}=\frac{150}{2816}. $$

Previous answer

[This answer uses different definitions of $R_{6,7,8}$ and $R_{7,6,8}$ than does the answer above, leading to the interchange of the values of these probabilities. Interestingly, this difference also seems to result in a formulation that does not lend itself to a conditional probability interpretation. Obviously the definitions in the answer above are the ones intended by the book, so I retract my statement that the book is wrong.]

The answer your book gives is right, but, unless I'm missing something, the solution method is incorrect. In particular, the probabilities they obtain for $\mathbb{P}(R_{6,7,8})$ and $\mathbb{P}(R_{7,6,8})$ are switched. Intuitively, $\mathbb{P}(R_{7,6,8})$ should be larger than $\mathbb{P}(R_{6,7,8})$ because in the event $R_{7,6,8}$ you may continue to roll $6$s after a $7$ has been rolled whereas in the event $R_{6,7,8}$ you may not. Unfortunately, the book's solution says that $\mathbb{P}(R_{7,6,8})$ is the smaller of the two. The solution I give below verifies that the intuition is correct, and I have checked this by simulation as well. I don't actually understand how to use conditional probability to solve this problem in the manner that the book was attempting, and would be interested if anyone could shed light on that.

Here's my approach: by symmetry, the probability of ending in $8$ is equal to the probability of ending in $6.$ So we compute the probability of ending in $8$, and then double it. To end in $8,$ an $8$ must be rolled exactly once, a $7$ may be rolled at most once, and a $6$ may be rolled any number of times as long as it is rolled at least once. There are three cases:

  • end in $8$ with no $7$ having been rolled. Call this event $R_{6,8}.$
  • end in $8$ with a $7$ having been rolled after the last $6.$ Call this event $R_{6,7,8}.$
  • end in $8$ with a $7$ having been rolled before the last $6.$ Call this event $R_{7,6,8}.$

Now $$\begin{aligned} \mathbb{P}(R_{6,8})=&\sum_{m=0}^\infty\left[\mathbb{P}(\text{not 7 or 8})\right]^m\cdot\mathbb{P}(6)\cdot\sum_{n=0}^\infty\left[\mathbb{P}(\text{not 6, 7, or 8})\right]^n\cdot\mathbb{P}(8)\\ =&\sum_{m=0}^\infty\left(\frac{25}{36}\right)^m\cdot\frac{5}{36}\cdot\sum_{n=0}^\infty\left(\frac{20}{36}\right)^n\cdot\frac{5}{36}\\ =&\frac{1}{11/36}\cdot\frac{5}{36}\cdot\frac{1}{16/36}\cdot\frac{5}{36}\\ =&\frac{5}{11}\cdot\frac{5}{16}=\frac{25}{176}. \end{aligned}$$ Similarly, $$\begin{aligned} \mathbb{P}(R_{6,7,8})=&\sum_{\ell=0}^\infty\left[\mathbb{P}(\text{not 7 or 8})\right]^\ell\cdot\mathbb{P}(6)\cdot\sum_{m=0}^\infty\left[\mathbb{P}(\text{not 6, 7, or 8})\right]^m\cdot\mathbb{P}(7)\\&\cdot\sum_{n=0}^\infty\left[\mathbb{P}(\text{not 6, 7, or 8})\right]^n\cdot\mathbb{P}(8)\\ =&\sum_{\ell=0}^\infty\left(\frac{25}{36}\right)^\ell\cdot\frac{5}{36}\cdot\sum_{m=0}^\infty\left(\frac{20}{36}\right)^m\cdot\frac{6}{36}\cdot\sum_{n=0}^\infty\left(\frac{20}{36}\right)^n\cdot\frac{5}{36}\\ =&\frac{1}{11/36}\cdot\frac{5}{36}\cdot\frac{1}{16/36}\cdot\frac{6}{36}\cdot\frac{1}{16/36}\cdot\frac{5}{36}\\ =&\frac{5}{11}\cdot\frac{6}{16}\cdot\frac{5}{16}=\frac{150}{2816}. \end{aligned}$$ Finally, $$\begin{aligned} \mathbb{P}(R_{7,6,8})=&\sum_{\ell=0}^\infty\left[\mathbb{P}(\text{not 7 or 8})\right]^\ell\cdot\mathbb{P}(7)\cdot\sum_{m=0}^\infty\left[\mathbb{P}(\text{not 7 or 8})\right]^m\cdot\mathbb{P}(6)\\ &\cdot\sum_{n=0}^\infty\left[\mathbb{P}(\text{not 6, 7, or 8})\right]^n\cdot\mathbb{P}(8)\\ =&\sum_{\ell=0}^\infty\left(\frac{25}{36}\right)^\ell\cdot\frac{6}{36}\cdot\sum_{m=0}^\infty\left(\frac{25}{36}\right)^m\cdot\frac{5}{36}\cdot\sum_{n=0}^\infty\left(\frac{20}{36}\right)^n\cdot\frac{5}{36}\\ =&\frac{1}{11/36}\cdot\frac{6}{36}\cdot\frac{1}{11/36}\cdot\frac{5}{36}\cdot\frac{1}{16/36}\cdot\frac{5}{36}\\ =&\frac{6}{11}\cdot\frac{5}{11}\cdot\frac{5}{16}=\frac{150}{1936}. \end{aligned}$$

The probabilities of $R_{6,7,8}$ and $R_{7,6,8}$ are the reverse of those stated by the book. Of course, the book does not actually define $R_{6,7,8}$ and $R_{7,6,8}$ (or $R_6,$ $R_7,$ $R_8$), at least not in the excerpt provided. So maybe under some interpretation, the book's method is correct.

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