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Re: Just-Dice.com : Play or Invest : 1% House Edge : Banter++
by
dooglus
on 05/06/2014, 22:14:35 UTC
EDIT: Can you explain this in more detail?

Quote
I'm told that the expected number of rolls before you see a 28 loss streak is around 514 million, but I don't know why.

No, not really, and apparently I'm misremembering anyway.

I was told "The expected value for 28 or more losses is 410,427,273" without explanation.  I've asked for the reasoning.

... and was given it:

The expected number of rolls R(N) to get a streak of length N where each roll has probability p is:

R(0) = 0
R(N) = (R(N-1)+1)/p

I tested this via simulation and it does appear to be true.

That gives these expected numbers of rolls for these streak lengths of losing 49.5% rolls (p = 0.505):

Quote

 1          1.98
 2          5.90
 3         13.67
 4         29.04
 5         59.49
 6        119.78
 7        239.17
 8        475.58
 9        943.72
10       1870.74
11       3706.41
12       7341.40
13      14539.40
14      28792.88
15      57017.57
16     112908.07
17     223582.32
18     442739.24
19     876713.34
20    1736068.01
21    3437760.41
22    6807448.33
23   13480097.68
24   26693264.72
25   52857951.91
26  104669213.69
27  207265771.66
28  410427272.59

Also, using simulation, I tried to figure out the number of rolls you need to make to have a 50% chance of seeing a streak of length N.  It looks to me like the number is about sqrt(2) times smaller than the above numbers, and so we need to have seen 410M/sqrt(2) = 290M rolls to have a 50% chance of seeing a streak of length 28.

Since we've seen 357M rolls, we presumably have a greater than 50% chance of seeing such a streak.

This is pretty low quality research I did using simulation.  The sqrt(2) thing in particular is very dodgy.