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Classic Problems of Probability PDF

328 Pages·2012·7.16 MB·English
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Classic Problems of Probability Classic Problems of Probability Prakash Gorroochurn DepartmentofBiostatistics,ColumbiaUniversity,NewYork,NY Copyright(cid:1)2012byJohnWiley&Sons,Inc.Allrightsreserved PublishedbyJohnWiley&Sons,Inc.,Hoboken,NewJersey PublishedsimultaneouslyinCanada Nopartofthispublicationmaybereproduced,storedinaretrievalsystem,ortransmittedinanyformorby anymeans,electronic,mechanical,photocopying,recording,scanning,orotherwise,exceptaspermitted underSection107or108ofthe1976UnitedStatesCopyrightAct,withouteitherthepriorwritten permissionofthePublisher,orauthorizationthroughpaymentoftheappropriateper-copyfeetothe CopyrightClearanceCenter,Inc.,222RosewoodDrive,Danvers,MA01923,(978)750-8400,fax(978) 750-4470, or on the web at www.copyright.com. Requests to the Publisher for permission should be addressedtothePermissionsDepartment,JohnWiley&Sons,Inc.,111RiverStreet,Hoboken,NJ07030, (201) 748-6011, fax (201) 748-6008, or online at http://www.wiley.com/go/permission. LimitofLiability/DisclaimerofWarranty:Whilethepublisherandauthorhaveusedtheirbesteffortsin preparingthisbook,theymakenorepresentationsorwarrantieswithrespecttotheaccuracyor completenessofthecontentsofthisbookandspecificallydisclaimanyimpliedwarrantiesof merchantabilityorfitnessforaparticularpurpose.Nowarrantymaybecreatedorextendedbysales representativesorwrittensalesmaterials.Theadviceandstrategiescontainedhereinmaynotbesuitablefor yoursituation.Youshouldconsultwithaprofessionalwhereappropriate.Neitherthepublisher norauthorshallbeliableforanylossofprofitoranyothercommercialdamages,includingbutnot limitedtospecial,incidental,consequential,orotherdamages. Forgeneralinformationonourotherproductsandservicesorfortechnicalsupport,please contactourCustomerCareDepartmentwithintheUnitedStatesat(800)762-2974,outsidethe UnitedStatesat(317)572-3993orfax(317)572-4002. Wileyalsopublishesitsbooksinavarietyofelectronicformats.Somecontentthatappearsinprint maynotbeavailableinelectronicformats.FormoreinformationaboutWileyproducts,visitour web site at www.wiley.com. LibraryofCongressCataloging-in-PublicationData: Gorroochurn,Prakash,1971- Classicproblemsofprobability/PrakashGorroochurn. p.cm. Includesbibliographicalreferencesandindex. ISBN978-1-118-06325-5(pbk.) 1. Probabilities–Famousproblems.2. Probabilities–History.I.Title. QA273.A4G672012 519.2–dc23 2011051089 PrintedintheUnitedStatesofAmerica 10 9 8 7 6 5 4 3 2 1 To Nishi and Premal operae pretium est Contents Preface ix Acknowledgments xi 1 CardanoandGamesofChance(1564) 1 2 GalileoandaDiscoveryConcerningDice(1620) 9 3 TheChevalierdeM(cid:1)er(cid:1)eProblemI:TheProblemofDice(1654) 13 4 TheChevalierdeM(cid:1)er(cid:1)eProblemII:TheProblemofPoints(1654) 20 5 HuygensandtheGambler’sRuin(1657) 39 6 ThePepys–NewtonConnection(1693) 49 7 RencontreswithMontmort(1708) 54 8 JacobBernoulliandhisGoldenTheorem(1713) 62 9 DeMoivre’sProblem(1730) 81 10 DeMoivre,Gauss,andtheNormalCurve(1730,1809) 89 11 DanielBernoulliandtheSt.PetersburgProblem(1738) 108 12 d’Alembertandthe“CroixouPile”Article(1754) 119 13 d’AlembertandtheGambler’sFallacy(1761) 124 14 Bayes,Laplace,andPhilosophiesofProbability(1764,1774) 129 15 Leibniz’sError(1768) 156 16 TheBuffonNeedleProblem(1777) 159 vii viii Contents 17 Bertrand’sBallotProblem(1887) 169 18 Bertrand’sStrangeThreeBoxes(1889) 175 19 Bertrand’sChords(1889) 179 20 ThreeCoinsandaPuzzlefromGalton(1894) 186 21 LewisCarroll’sPillowProblemNo.72(1894) 189 22 BorelandaDifferentKindofNormality(1909) 194 23 Borel’sParadoxandKolmogorov’sAxioms(1909,1933) 199 24 OfBorel,Monkeys,andtheNewCreationism(1913) 208 25 Kraitchik’sNecktiesandNewcomb’sProblem(1930,1960) 215 26 FisherandtheLadyTastingTea(1935) 224 27 BenfordandthePeculiarBehavioroftheFirstSignificantDigit(1938) 233 28 CoincidingBirthdays(1939) 240 29 L(cid:1)evyandtheArcSineLaw(1939) 247 30 Simpson’sParadox(1951) 253 31 Gamow,Stern,andElevators(1958) 260 32 Monty-Hall,Cars,andGoats(1975) 264 33 Parrondo’sPerplexingParadox(1996) 271 Bibliography 277 Photo Credits 296 Index 299

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"Classic Problems of Probability" is the winner of the 2012 PROSE Award for Mathematics from The American Publishers Awards for Professional and Scholarly Excellence."A great book, one that I will certainly add to my personal library."--Paul J. Nahin, Professor Emeritus of Electrical Engineering, Un
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