The Newton–Pepys problem is a probability problem concerning the probability of throwing sixes from a certain number of dice.
Contents
In 1693 Samuel Pepys and Isaac Newton corresponded over a problem posed by Pepys in relation to a wager he planned to make. The problem was:
Which of the following three propositions has the greatest chance of success?Pepys initially thought that outcome C had the highest probability, but Newton correctly concluded that outcome A actually has the highest probability.
Solution
The probabilities of outcomes A, B and C are:
These results may be obtained by applying the binomial distribution (although Newton obtained them from first principles). In general, if P(N) is the probability of throwing at least n sixes with 6n dice, then:
As n grows, P(N) decreases monotonically towards an asymptotic limit of 1/2.
Example in R
The solution outlined above can be implemented in R as follows:
Newton's explanation
Although Newton correctly calculated the odds of each bet, he provided a separate intuitive explanation to Pepys. He imagined that B and C toss their dice in groups of six, and said that A was most favorable because it required a 6 in only one toss, while B and C required a 6 in each of their tosses. This explanation assumes that a group does not produce more than one 6, so it does not actually correspond to the original problem.
Generalizations
A natural generalization of the problem is to consider n non-necessarily fair dice, with p the probability that each die will select the 6 face when thrown (notice that actually the number of faces of the dice and which face should be selected are irrelevant). If r is the total number of dice selecting the 6 face, then
Let
Notice that, with this notation, the original Newton–Pepys problem reads as: is
As noticed in Rubin and Evans (1961), there are no uniform answers to the generalized Newton–Pepys problem since answers depend on k, n and p. There are nonetheless some variations of the previous questions that admit uniform answers:
(from Chaundy and Bullard (1960)):
If
If
(from Varagnolo, Pillonetto and Schenato (2013)):
If