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Re: probability question

To: Horace Tso <Horace_Tso@pgn.com>
Subject: Re: probability question
From: Ravi Varadhan <rvaradha@jhsph.edu>
Date: Tue, 22 Jul 2003 11:04:25 -0400
Cc: s-news@wubios.wustl.edu
Mark,
Your problem statement appears to be somewhat contradictory. You state 
that when a number is rejected it can't be reclaimed later, but your 
sampling is "with" replacement. It seems that the sampling should 
be "without" replacement.

Ravi.

----- Original Message -----
From: Horace Tso <Horace_Tso@pgn.com>
Date: Monday, July 21, 2003 7:02 pm
Subject: Re: [S] probability question

> Mark, that's also known as Sultan's Dowry Problem. You want to 
> solve for the smallest x such that
> 
> H(x) = H(n) - 1
> 
> where n is the number of turns, and H(n) is harmonic number. 
> 
> Check out : http://mathworld.wolfram.com/SultansDowryProblem.html
> 
> Cheers.
> 
> Horace Tso
> 
> >>> "Leeds, Mark" <mleeds@mlp.com> 07/21/03 03:46PM >>>
> i've seen the following question before but
> i don't remember how to do it so
> i was wondering if anyone knows
> where i can find the answer. i'm
> not asking anyone to do it because
> i know it's published somewhere.
> 
> you have a game : each turn,
> a random number is chosen
> between 1 and 100  ( assume uniform distribution )
> and given to you. you can either 
> 
> A) accept the number and stop  the game
> and decide that the number you received is
> your number.
> 
> B) throw out that number ( but you
> can't claim it later ) and try for another number
> 
> you get say, 20 turns ( numbers
> are chosen with replacement ) and you
> want to maximize your value where
> your value is the number you receive when
> you choose to stop.
> 
> what is the algorithm for deciding when to stop ?
> 
> sorry to bother everyone.
> 
> 
>                                                        mark
> 
> 
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