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Some experiments in probability theory - A prelude

to mathematics on terrains
Gopikrishnan C R
School of Mathematics
Indian Institute of Science Education and Research
Thiruvananthapuram
September 18, 2014
1 / 15 Gopikrishnan C R Math.On.Terrains
2 / 15 Gopikrishnan C R Math.On.Terrains
Birthday Problem
Problem
What is the probability that two persons in a group of n people
have their bithdays on the same date and month?
What is the sample space ()?
={{x
1
, x
2
, . . . , x
n
}|x
i
is the birthday of the i
th
person}
|| = 365365 365, n times
= 365
n
What is the event space (E)?
E ={{x
1
, x
2
, . . . , x
n
}|x
i
= x
j
for some i,j}
What we dont require (E
C
)?
E
C
={{x
1
, x
2
, . . . , x
n
}|x
i
= x
j
for any i,j}
3 / 15 Gopikrishnan C R Math.On.Terrains
Birthday Problem
Problem
What is the probability that two persons in a group of n people
have their bithdays on the same date and month?
What is the sample space ()?
={{x
1
, x
2
, . . . , x
n
}|x
i
is the birthday of the i
th
person}
|| = 365365 365, n times
= 365
n
What is the event space (E)?
E ={{x
1
, x
2
, . . . , x
n
}|x
i
= x
j
for some i,j}
What we dont require (E
C
)?
E
C
={{x
1
, x
2
, . . . , x
n
}|x
i
= x
j
for any i,j}
3 / 15 Gopikrishnan C R Math.On.Terrains
Birthday Problem
Problem
What is the probability that two persons in a group of n people
have their bithdays on the same date and month?
What is the sample space ()?
={{x
1
, x
2
, . . . , x
n
}|x
i
is the birthday of the i
th
person}
|| = 365365 365, n times
= 365
n
What is the event space (E)?
E ={{x
1
, x
2
, . . . , x
n
}|x
i
= x
j
for some i,j}
What we dont require (E
C
)?
E
C
={{x
1
, x
2
, . . . , x
n
}|x
i
= x
j
for any i,j}
3 / 15 Gopikrishnan C R Math.On.Terrains
Birthday Problem
Problem
What is the probability that two persons in a group of n people
have their bithdays on the same date and month?
What is the sample space ()?
={{x
1
, x
2
, . . . , x
n
}|x
i
is the birthday of the i
th
person}
|| = 365365 365, n times
= 365
n
What is the event space (E)?
E ={{x
1
, x
2
, . . . , x
n
}|x
i
= x
j
for some i,j}
What we dont require (E
C
)?
E
C
={{x
1
, x
2
, . . . , x
n
}|x
i
= x
j
for any i,j}
3 / 15 Gopikrishnan C R Math.On.Terrains
Probability of same birth dates
|E
C
| = 365364363 (365n +1)
=
365!
(365n)!
=
365
P
n
|E| =|| |E
C
|
= 365
n

365
P
n
Probability of E =
365
n

365
P
n
365
n
= 1
365
P
n
365
n
4 / 15 Gopikrishnan C R Math.On.Terrains
Probability of same birth dates
|E
C
| = 365364363 (365n +1)
=
365!
(365n)!
=
365
P
n
|E| =|| |E
C
|
= 365
n

365
P
n
Probability of E =
365
n

365
P
n
365
n
= 1
365
P
n
365
n
4 / 15 Gopikrishnan C R Math.On.Terrains
Probability of same birth dates
|E
C
| = 365364363 (365n +1)
=
365!
(365n)!
=
365
P
n
|E| =|| |E
C
|
= 365
n

365
P
n
Probability of E =
365
n

365
P
n
365
n
= 1
365
P
n
365
n
4 / 15 Gopikrishnan C R Math.On.Terrains
Probability of same birth dates
|E
C
| = 365364363 (365n +1)
=
365!
(365n)!
=
365
P
n
|E| =|| |E
C
|
= 365
n

365
P
n
Probability of E =
365
n

365
P
n
365
n
= 1
365
P
n
365
n
4 / 15 Gopikrishnan C R Math.On.Terrains
What does this convey numerically ?
Final Result
Probability of two persons having the same birth date,p =
1
365
P
n
365
n
Let us do a numerical analysis, how does this function behave.
5 / 15 Gopikrishnan C R Math.On.Terrains
Number of persons p
1 0
10 0.116948
20 0.411438
30 0.706316
40 0.891232
50 0.970374
60 0.994123
70 0.99916
80 0.999914
90 0.999994
100 1
6 / 15 Gopikrishnan C R Math.On.Terrains
Buons Needle Problem
Problem
If a short needle, of length l , is
dropped on a paper that is ruled
with equally spaced lines of
distance d l , then the
probability that the needle comes
to lie in a position where it
crosses one of the lines is exactly
p =
2l
d
Figure : Georges-Louis Leclerc,
comte de Buon
7 / 15 Gopikrishnan C R Math.On.Terrains
Figure : Needles over a plane ruled by parallel lines
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Let p
i
is the probability that the needle crosses exactly i times
the lines.
Then the expected number of crossings is,
E = p
1
+2p
2
+3p
3
+. . .
If the needle is short (l d), then p
2
= p
3
= = 0
There fore in this case we have,
E = p
1
That means we are actually searching for the expected
number of crossings of a short needle.
Let E(l ) denotes the number of crossings that will be
produced by dropping a straight needle of length l .
9 / 15 Gopikrishnan C R Math.On.Terrains
Let p
i
is the probability that the needle crosses exactly i times
the lines.
Then the expected number of crossings is,
E = p
1
+2p
2
+3p
3
+. . .
If the needle is short (l d), then p
2
= p
3
= = 0
There fore in this case we have,
E = p
1
That means we are actually searching for the expected
number of crossings of a short needle.
Let E(l ) denotes the number of crossings that will be
produced by dropping a straight needle of length l .
9 / 15 Gopikrishnan C R Math.On.Terrains
Let p
i
is the probability that the needle crosses exactly i times
the lines.
Then the expected number of crossings is,
E = p
1
+2p
2
+3p
3
+. . .
If the needle is short (l d), then p
2
= p
3
= = 0
There fore in this case we have,
E = p
1
That means we are actually searching for the expected
number of crossings of a short needle.
Let E(l ) denotes the number of crossings that will be
produced by dropping a straight needle of length l .
9 / 15 Gopikrishnan C R Math.On.Terrains
Let p
i
is the probability that the needle crosses exactly i times
the lines.
Then the expected number of crossings is,
E = p
1
+2p
2
+3p
3
+. . .
If the needle is short (l d), then p
2
= p
3
= = 0
There fore in this case we have,
E = p
1
That means we are actually searching for the expected
number of crossings of a short needle.
Let E(l ) denotes the number of crossings that will be
produced by dropping a straight needle of length l .
9 / 15 Gopikrishnan C R Math.On.Terrains
Let p
i
is the probability that the needle crosses exactly i times
the lines.
Then the expected number of crossings is,
E = p
1
+2p
2
+3p
3
+. . .
If the needle is short (l d), then p
2
= p
3
= = 0
There fore in this case we have,
E = p
1
That means we are actually searching for the expected
number of crossings of a short needle.
Let E(l ) denotes the number of crossings that will be
produced by dropping a straight needle of length l .
9 / 15 Gopikrishnan C R Math.On.Terrains
Let l = x +y, that is the length of the rear part is x and
length of the front part is y. Then by applying linearity of
expectation
E(l ) =E(x) +E(y) (1)
Then inductively we shall obtain,
E(nx) = nE(x) (2)
There fore,
E(rx) = r E(x) r Q (3)
Clearly E(x) E(y) if x y. That is E(x) is a monotone
function of x.
Solving the above equation we shall obtain,
E(x) = cx (4)
Our aim is to nd what is this constant c =E(1)
10 / 15 Gopikrishnan C R Math.On.Terrains
Let l = x +y, that is the length of the rear part is x and
length of the front part is y. Then by applying linearity of
expectation
E(l ) =E(x) +E(y) (1)
Then inductively we shall obtain,
E(nx) = nE(x) (2)
There fore,
E(rx) = r E(x) r Q (3)
Clearly E(x) E(y) if x y. That is E(x) is a monotone
function of x.
Solving the above equation we shall obtain,
E(x) = cx (4)
Our aim is to nd what is this constant c =E(1)
10 / 15 Gopikrishnan C R Math.On.Terrains
Let l = x +y, that is the length of the rear part is x and
length of the front part is y. Then by applying linearity of
expectation
E(l ) =E(x) +E(y) (1)
Then inductively we shall obtain,
E(nx) = nE(x) (2)
There fore,
E(rx) = r E(x) r Q (3)
Clearly E(x) E(y) if x y. That is E(x) is a monotone
function of x.
Solving the above equation we shall obtain,
E(x) = cx (4)
Our aim is to nd what is this constant c =E(1)
10 / 15 Gopikrishnan C R Math.On.Terrains
Let l = x +y, that is the length of the rear part is x and
length of the front part is y. Then by applying linearity of
expectation
E(l ) =E(x) +E(y) (1)
Then inductively we shall obtain,
E(nx) = nE(x) (2)
There fore,
E(rx) = r E(x) r Q (3)
Clearly E(x) E(y) if x y. That is E(x) is a monotone
function of x.
Solving the above equation we shall obtain,
E(x) = cx (4)
Our aim is to nd what is this constant c =E(1)
10 / 15 Gopikrishnan C R Math.On.Terrains
Let l = x +y, that is the length of the rear part is x and
length of the front part is y. Then by applying linearity of
expectation
E(l ) =E(x) +E(y) (1)
Then inductively we shall obtain,
E(nx) = nE(x) (2)
There fore,
E(rx) = r E(x) r Q (3)
Clearly E(x) E(y) if x y. That is E(x) is a monotone
function of x.
Solving the above equation we shall obtain,
E(x) = cx (4)
Our aim is to nd what is this constant c =E(1)
10 / 15 Gopikrishnan C R Math.On.Terrains
Consider a polygonal needle of total length l .
Then the linearity of expectation gives E(l ) = cl
Consider a circular needle C of diameter d. Then the total
length of this needle is d. Irrespective of the position by
which the needle falls, it will make two crossings.
11 / 15 Gopikrishnan C R Math.On.Terrains
Consider a polygonal needle of total length l .
Then the linearity of expectation gives E(l ) = cl
Consider a circular needle C of diameter d. Then the total
length of this needle is d. Irrespective of the position by
which the needle falls, it will make two crossings.
11 / 15 Gopikrishnan C R Math.On.Terrains
Approximate the circular needle from outside by a polygonal
needle P
n
and from inside by P
n
. Then clearly,
E(P
n
) E(C) E(P
n
) (5)
c L(P
n
) 2 c L(P
n
)
Taking the limit as n tends to innity, the polygons become
more and more same as the circular needle. Thus,
c lim
n
L(P
n
) 2 c lim
n
L(P
n
)
c d 2 c d
c =
2
d
(6)
12 / 15 Gopikrishnan C R Math.On.Terrains
Approximate the circular needle from outside by a polygonal
needle P
n
and from inside by P
n
. Then clearly,
E(P
n
) E(C) E(P
n
) (5)
c L(P
n
) 2 c L(P
n
)
Taking the limit as n tends to innity, the polygons become
more and more same as the circular needle. Thus,
c lim
n
L(P
n
) 2 c lim
n
L(P
n
)
c d 2 c d
c =
2
d
(6)
12 / 15 Gopikrishnan C R Math.On.Terrains
Final Result
Probability that a short needle crosses a line =
2l
d
There fore if we make M trials and N out of them cross a line, then
N
M

2l
d

2l
d
N
M

2lM
dN
Let us implement this experiment.
13 / 15 Gopikrishnan C R Math.On.Terrains
Final Result
Probability that a short needle crosses a line =
2l
d
There fore if we make M trials and N out of them cross a line, then
N
M

2l
d

2l
d
N
M

2lM
dN
Let us implement this experiment.
13 / 15 Gopikrishnan C R Math.On.Terrains
Polygonal Approximation
Figure : Circular needle approximated by polygons
14 / 15 Gopikrishnan C R Math.On.Terrains
References
M. Aigner, K.H. Hofmann, and G.M. Ziegler.
Proofs from THE BOOK.
Springer, 2010.
L.C Evans.
An introduction to stochastic calculus.
W. Feller.
AN INTRODUCTION TO PROBABILITY THEORY AND
ITS APPLICATIONS, 2ND ED.
Number v. 2 in Wiley publication in mathematical statistics.
Wiley India Pvt. Limited, 2008.
15 / 15 Gopikrishnan C R Math.On.Terrains

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