Penney Ante
Penney Ante
Penney Ante
1. Penney Ante
One day I received an email from a British acquaintance, Steve Humble. In
some excitement, he told me that a magician named Derren Brown was introducing an interesting game on the television. I was a little dubious upon
hearing the word magician , but after close examination I realized that the
game had a mathematical background and was an interesting exercise in probability. The game is not a well known one, so I would like to introduce it to
you.
Assume a coin flip with equal probability of coming up heads or tails. The
game is played by Players A and B each selecting a sequence of three flips,
flipping the coin repeatedly, and seeing whose sequence comes up first. For
1
2. Non-transitive relations
This problem in probability has been around for some time, but is not widely
known. Walter Penney first presented it in an article, only ten lines long, in
the Journal of Recreational Mathematics in 1969 [1]. Martin Gardner later
provided a more detailed description in his Mathematical Games column
in the October 1974 issue of Scientific American [2].
When the game is played using patterns of length 3, no matter what sequence Player A chooses, Player B can always make a winning selection. Table
1 shows the eight possible selections for Player A and the winning selection
for Player B. According to the table, selecting THH in response to HHH gives
7:1 odds of winning, selecting THH in response to HHT gives 3:1 odds, and
selecting HHT in response to HTH gives 2:1 odds.
As choice
HHH
HHT
HTH
HTT
THH
THT
TTH
TTT
Bs choice
THH
THH
HHT
HHT
TTH
TTH
HTT
HTT
Odds in favor of B
7 to 1
3 to 1
2 to 1
2 to 1
2 to 1
2 to 1
3 to 1
7 to 1
1 3
1
= ; thus,
2
8
1
7
P (THH before HHH)=1 = .
8
8
7 1
Player Bs odds are therefore = 7, or 7:1.
8 8
Let us next calculate the probability that THH will appear before HHT.
The probability of flipping HHT, or HHHT, or HHHHT is
1
1
1
1/8
1
+
+
+ =
= .
8 16 32
1 1/2
4
This gives the probability of HHT winning. The probability of THH winning
is therefore the complementary event, and thus
1
3
P (THH before HHT)=1 = .
4
4
3 1
Player Bs odds are therefore = 3, or 3:1.
4 4
Let us next calculate the probability that HHT will appear before HTH.
x=P (HHT before HTH)
We can ignore all initial flips of T. Taking the first flip as H, if the next flip is
also H then the probability of HHT appearing is 1/2. If a T is flipped, however,
the sequence is reset and must wait for the next H flip. That then is equivalent
to x. Shown as an equation, we have
1 1 1
x = + x,
2 2 2
and solving for x gives
2
x= .
3
2 1
Player Bs odds are therefore = 2, or 2:1. Continuing in this manner,
3 3
the individual odds for each pair can be calculated, but Conways Algorithm
provides a general solution. The following section describes that algorithm.
three tosses will come up HHH is
3. Conways Algorithm
John Conway proposed an algorithm that can be used to easily calculate the
odds of Player B beating Player A. Conway introduced leading numbers as an
index indicating the degree of pattern overlap. Leading numbers are also an
index of the level of repetition of a given pattern within a preceding pattern,
and are called Conway Numbers after their inventor.
Let us now examine Conways algorithm, taking as an example the case
where Player A selected HHH, and Player B selected THH.
A HHH
B T HH
Let us first find the Conway Number for Player A with regards to Player
As own selection. First, we place AHHH over AHHH. Next, if the HHH of
the upper sequence is the same as the lower sequence, then we place a 1 over
the first element and a 0 otherwise.
1
A HHH
A HHH
Next, remove the leading H from the upper HHH sequence, and shift it to
the left, aligning the leading elements. Then, compare the HH to the first two
elements in the lower sequence, and if they are the same place a 1 above the
leading element of the HH, or a 0 otherwise.
1
HH
HHH
HHH
Repeat this procedure through to the last element of the upper sequence,
and compile the results as follows.
1 1 1
A HHH
A HHH
The resulting binary number 111 is an index of the overlap of A with regards
to A, and the notation for the Conway number is AA=111. There are a total of
2 2 = 4 permutations of Conway numbers for a given pair of upper and lower
sequences. The following are the Conway numbers for pairs AA, AB, BB, and
BA.
111 = 7
000 = 0
A HHH
A HHH
A HHH
B T HH
100 = 4
011 = 3
B T HH
B T HH
B T HH
A HHH
AA = 7, AB = 0, BB = 4, BA = 3.
Using the four Conway numbers, the odds of Player B winning are given by
the equation
(AA AB)/(BB BA).
Replacing the above four values in the equation, we have
AA AB
70
=
= 7.
BB BA
43
Player Bs odds are given as 7, matching with the first entry in Table 1.
Taking Player As probability of winning as p, and Player Bs probability
of winning as q, we obtain
1
1
7
7
p=
= , q=
= .
1+7
8
1+7
8
Both Player A and Player B have eight possible selections. Because the
players make their selections independently, there are 8 8 = 64 possible
matches, and the odds for each are automatically generated by the Conway
algorithm as shown in Table 2. Taking the best odds for Player B with respect
to Player As selection gives the results listed in Table 1. Conways algorithm is
very powerful, in that it can give probabilities not only for sequences of length
3, but for those of any length, or even for sequences of dissimilar length.
A
HHH
HHH
HHT
HTH
HTT
THH
THT
TTH
TTT
1/2
2/5
2/5
1/8
5/12
3/10
1/2
2/3
2/3
1/4
5/8
1/2
7/10
1/2
1/2
1/2
3/8
7/12
1/2
1/2
3/4
7/8
1/2
1/3
3/5
1/3
3/5
HHT
1/2
HTH
3/5
1/3
HTT
3/5
1/3
1/2
THH
7/8
3/4
1/2
1/2
THT
7/12
3/8
1/2
1/2
1/2
TTH
7/10
1/2
5/8
1/4
2/3
2/3
TTT
1/2
3/10
5/12
1/8
2/5
2/5
1/2
1/2
B
RBB
RBB
BBR
BBR
RRB
RRB
BRR
BRR
AA
7
4
5
4
4
5
4
7
BB
4
4
4
4
4
4
4
4
AB
0
1
1
0
0
1
1
0
BA
3
3
2
2
2
2
3
3
p
1/8
1/4
1/3
1/3
1/3
1/3
1/4
1/8
q
7/8
3/4
2/3
2/3
2/3
2/3
3/4
7/8
E(N)
7
13/2
6
16/3
16/3
6
13/2
7
Trials
7.4
8
8.7
9.8
9.8
8.7
8
7.4
References
[1] Walter Penney, 95. Penney-Ante, Journal of Recreational Mathematics, 2,
(1969), 241.
[2] Martin Gardner, Mathematical Games, Scientific American, October
1974, 231, No.4, 120-125.
[3] Stanley Collings, Coin Sequence Probabilities and Paradoxes, Bulletin of the Institute of Mathematics and its Applications, 18, November/December 1982, 227-232.
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