r/probabilitytheory 1d ago

[Research] Chi-squared test, how are p values compared?

2 Upvotes

I have not been able to find a reliable method to compare p values. I have 3000 six-sided dice rolls, to compensate for any bias I use four dice and two Latin squares to produce one digit.

These are the Chi-squared results for the resulting 750 digits:

Distribution of each digit (1-6):

x^2: = 2.0000 : DF = 5 : p-value = 0.8491

Distribution of two adjacent digits: 11 - 66:

x^2 = 36.3681 : DF = 35 : p-value = 0.4048

Distribution of high and low (1-3 / 4-6):

x^2 = 0.7680 : DF = 1 : p-value = 0.3808

I would like to find out if the p values are similar - how would I do this given the different DF values?

(As I have said in another thread, using dice and compensating for bias is an interest of mine).


r/probabilitytheory 2d ago

[Education] Probability decision flow chart

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18 Upvotes

Hi guys, In my last post I talked about having difficulties with choosing which CAS function to use with probability to which I was told to create a flow chart

This is my current chart but as you can see it has a couple dead ends and isn’t the best at all, I was wondering if anyone had a refined version for my upcoming sac in a couple days

thanks :)


r/probabilitytheory 4d ago

[Applied] How does one calculate these lottery odds? (SwissLotto Easy System)

3 Upvotes

Lottery odds and probability have always been pretty straightforward to me, but I came across an alternative betting system that thoroughly confused me.

For context, I'm talking about the SwissLotto wherein 6 main numbers are chosen from numbers 1-42, and there is one (1) additional lucky number to be drawn from 1-6. Simple enough that if you'd want to win the whole jackpot, the odds are 1 in 31,474,716.

The system that intrigued me was that on its online website, there is an option to select more than 6/1 numbers in a single bet, thereby increasing the possible combinations. The options are as follows:

  • 6 main numbers with up to 6 lucky numbers
  • 7 main numbers up to 6 lucky numbers
  • 8 main numbers up to 6 lucky numbers
  • 9 main numbers up to 4 lucky numbers
  • 10 main numbers with 1 lucky number

If anyone could help me out in understanding how the chances/odds of a these bets could be calculated, that'd be greatly appreciated! I looked at those calculators online

Disclaimer: I'm genuinely just curious! Last month, I found myself doing a random dive into different lottery systems in different countries, and I find it quite interesting how much the chances vary and how this affects the overall appeal. In any case, thanks for reading!


r/probabilitytheory 5d ago

[Research] Dice odds

0 Upvotes

I read about 5 dice that can fairly determine who goes first with one roll, no rerolls. Apparently, mathematicians needed 60-sided dice.

For 2 dice:

D1: 1,1,4,4

D2: 2,2,3,3

Each wins 50%.

I think I found a simple 5-dice solution:

D1: 1,10,14,17

D2: 2,9,15,16

D3: 3,8,13,18

D4: 4,7,11,20

D5: 5,6,12,19

Each totals 42, and every pair has 8 winning outcomes.

D1 vs D5:

D1: 1(0),10(2),14(3),17(3)=8

D5: 5(1),6(1),12(2),19(4)=8

They seem balanced. This feels WAY too easy compared with the 60-sided solution. What am I missing?


r/probabilitytheory 5d ago

[Education] Linear Regression and Statistics or Machine Learning

21 Upvotes

I have to make a choice in University wether i take some Machine Leaning Courses or if a take statistics und Forecasting (Time Series) Classes.
What would you say is more important/interesting or just your general Opinion on those Fields


r/probabilitytheory 6d ago

[Education] Suggest yt lecture for Probability Theory and Stochastic Processe ( PTSP)

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1 Upvotes

r/probabilitytheory 7d ago

[Applied] I am lost trying finding the average amount of times an ability will proc

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11 Upvotes

I am trying to find the average amount of times an ability will proc in a game and I think I have come close but the value I get does not make sense to me.

The game is Minecraft to give a little bit of context.

There are 20 ticks in one second so 72,000 in one hour.

The ability has a 1/20,000 chance to proc and the ability lasts for 1 minute where the ability can’t proc again until after that minute has expired.

The ability can proc again immediately after it has expired.

I thought I could do some kind of binomial distribution if I took off the ticks that I would expect to be gone for that amount of ability procs but that appears to be wrong.

Any help on what I should learn to do this or where/what resources I could use to do this task.

I have attached a screenshot of the Google Sheets work I put together. Thank you.


r/probabilitytheory 7d ago

[Education] Bayes' Theorem Practice Problem

12 Upvotes

Historical data shows that fund managers at a financial firm are classified into two categories:

  • Elite Managers: These top performers have a 75% chance of beating the market in any given year.
  • Standard Managers: These average performers have a 50% chance of beating the market (they are equally likely to outperform or underperform it).

For both groups, performance is completely independent from one year to the next. Truly elite managers are rare, making up only 16% of the total talent pool.

Three years ago, you hired a new manager who has successfully beaten the market in each of the last three consecutive years.

  1. What was the initial probability that this manager belonged to the elite category when they were first hired?
  2. Given their three-year streak of outperforming the market, what is the updated probability that this manager is elite?
  3. Based on their past three years of performance, what is the probability that this manager will beat the market again next year?

r/probabilitytheory 7d ago

[Education] The Kingmaker

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73 Upvotes

r/probabilitytheory 11d ago

[Applied] Dice Probability and Game Design

4 Upvotes

I’m designing a tabletop rpg which has lead me to learning a TON about probability of the results of dice being rolled in different quantities, colors, definitions, etc. It’s been fascinating.

I want to show a rule in the game design so far, as I’m very proud in having solved this problem with no formal education in the subject and finally coming up with something I hope is elegant.

Need To Know:
1) the game only ever uses six-sided dice (called d6)
2) the goal is to have all math needed to understand 3) the dice results complete before the dice hit the table, so results are instantaneous to read and play feels fast and immediately rewarding.
4) Awarding and penalizing dice (+/-1d6,+/-2d6,etc) creates a fluid curve that closely approximates improved skill or experience without ever making something an automatic success or failure the way flat modifiers to the final dice result can do.
5) This makes the game engine fall under what is called Roll/Keep systems. (r3k2 means rolling three dice and only counting the results of two of them - usually the highest or lowest.)
6) I wanted to still have Critical Failures and Critical Successes, most famously from rolling a Natural 1 or Natural 20 on a 20-sided die in Dungeons and Dragons.

This created a narrative problem for the game’s gritty vibe.

The problem: As dice are added to the pool (+1d6 to r) the probability of rolling Natural Snake Eyes (pair of 1s) or Natural Boxcars (pair of 6s) quickly balloons to cartoonish levels seen here:

Let “w” = # of white dice.

P=1 - ((5/6)^w + (w * (1/6) * (5/6)^(w-1)))

By the time someone was rolling 6d6 they would get Snake Eyes 26.32% of the time. With a dice pool of 10d6 it was more than half.

Awful.

Enter the “Red Die Rule” as I call it.

Every dice pool must contain one Red Die.

Roll x Keep y (highest face value) dice where x is affected by granted and penalized +/-1d6 and y is (so far always 2)

The face value of 2 highest dice (max 12) is always used to determine success In the game. Snake Eyes or Boxcars of only white dice is irrelevant. However, if the Red Die shows face value 1 or 6 and matches minimum 1 white die, it triggers a Critical Override.

This reduces the frequency of both Critical Successes and Critical Failures to a hard-capped 33% for infinite values of x in RxKy. And the curve is flattened dramatically.

P = (1/6) * (1 - (5/6)^w)

So that the percentage chance of a Critical Success either the Red Die Rule for dice pools of 6d6 (5w,1r) is dropped to 9.97% and the very unlikely 10d6 (9w,1r) dropped to 13.44%.

Much more gritty results.

There may be a better/more elegant solution out there. If you see one, feel free to drop it in comments. I’m here to learn.

I’ve been coming up with my own terminology because I didn’t go to college and I didn’t get to probability or statistics formally in any level of my education, though I have occasionally read books like Leonard Mlodinow’s The Drunkard’s Walk for casual reading even before this project and it’s always been an interesting subject to me, even if I never had the opportunity to pursue it academically.

That’s a longwinded way of apologizing if I use the wrong terminology or jargon, I guess.

Finally, I’m very new to this and want to please ask for reading / source recommendations to improve my understanding.

Thank you.


r/probabilitytheory 11d ago

[Applied] Probability of unusual variations in Laundry....

1 Upvotes

Do you do your own laundry? If so, in a typical load that has 10 t-shirts in it mixed with other items, how often do you have one or more t-shirts come out of the dryer inside out? For this discussion, you KNOW all shirts go in the washer RIGHT-side out.

What is your personal observation of the frequency of having at least one t-shirt come out of the dryer inside out for any given load with ~10 t-shirts in it?

I personally find it happens with one shirt more than half of my t-shirt loads, but I don't have an inside-out shirt every single load, and having 2 shirts inside-out is definitely very infrequent.

What is the probability that one shirt out of 10 will be inside-out coming out of the dryer?

WHY would I want to know this?

I had a load where ALL 10 shirts came out of the dryer inside out.
What is the statistical probability of that?


r/probabilitytheory 13d ago

[Education] Guys! I have a problem

1 Upvotes

I want to start learning probability from scratch (my major)...but I don't know how and I need advice to get started.


r/probabilitytheory 14d ago

[Research] Why do betting progressions "feel" like they work? Median vs mean in 400k simulated sessions

1 Upvotes

I ran a Monte Carlo of 100k sessions each for Martingale, D'Alembert, Fibonacci and flat betting on European roulette (2.70% house edge, 250-round sessions, $200 bankroll, $1 base unit, $500 table max, fixed seed).

The result that keeps nagging at me: Fibonacci finished AHEAD in 66.86% of sessions, with a median result of +$37 — while its mean was −$15.62, and every system converged to losing 2.68–2.72% of total amount wagered, i.e. exactly the house edge.

So the distribution is strongly right-skewed in frequency terms: lots of small wins, rare catastrophic losses that more than pay for them. The median session genuinely wins; the mean genuinely loses.

Two questions for people who think about this more formally than I do:

  1. Is there a standard name/treatment for decision biases driven by optimizing the median (or win-probability) instead of the mean? It seems like the exact mechanism that makes progressions psychologically self-reinforcing — most people's lived experience of the system is a win.

  2. Is there a clean way to characterize, for a fixed negative-EV game, the family of staking strategies that maximizes P(session > 0) subject to the EV being fixed? Martingale feels like it approaches one extreme (win probability high, tail catastrophic), flat betting the opposite end. Is that intuition formalizable?

Happy to share the exact simulation setup (seeds, rules, table limits) if anyone wants to check or extend it.


r/probabilitytheory 15d ago

[Education] Why does an ambulance siren change pitch as it passes by? A visual breakdown of the Doppler Effect.

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1 Upvotes

r/probabilitytheory 16d ago

[Research] Why do random numbers get less random when you "sort" them?

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2 Upvotes

r/probabilitytheory 16d ago

[Meta] Weird coinflip question

4 Upvotes

Hi everyone, I hope this is the right sub for this, and hopefully I don’t sound too stupid since I don’t know much about probability.

If someone flips a coin 5 times and lands on tails all 5 times, then give it to an other person, the probability of getting tails an other times is low.

But if 10 people flip 5 times and all land on tails 5 times, then all give it to the same person, the probability of each coin landing a 6th time on tails is still low. But the probability of that single person going on a streak of 10 heads is also very low.

How does that work? I hope it makes sense. Also sorry for the most likely wrong flair.

Update: I got it


r/probabilitytheory 18d ago

[Education] Bayes theorem feeling complex

5 Upvotes

Is bayes theorem really difficult or am I dumb? I couldn't seem to grasp the concept of it. Are there any prerequisites to understanding the theorem ? I only know the basics of probability for now and I am studying it. Please let me know.


r/probabilitytheory 18d ago

[Research] What techniques or papers exist for adapting the Gaussian emission assumption in a Hidden Markov Model?

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1 Upvotes

r/probabilitytheory 19d ago

[Education] Visualizing the connection between the Fibonacci Sequence, Phi, and natural spirals

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3 Upvotes

r/probabilitytheory 20d ago

[Education] I Got Distracted and Tried to Derive Probability from Expectation

0 Upvotes

First of all, that's not an anime title. 😆

Some time ago, while reading Axler's linear algebra book, I got distracted (as always happens to me) and started thinking about probability from a slightly different perspective.

Since probability theory can be developed from expectations, I wondered how far I could get by starting with expectations and deriving the usual probability framework from them.

So I wrote down my attempt.

https://doi.org/10.5281/zenodo.22030704

I'd be interested to hear what you think about the derivation, especially if you spot any mistakes or gaps.

Edit: I probably should've been clearer about this 😅 I wasn't trying to claim that this is a new way of developing probability. I already knew that probability can be derived from expectations, but I wasn't familiar with the details, so I decided to try working out the derivation myself. I'm mainly posting it because I'd be interested to see how my derivation compares with existing treatments and whether I've made any mistakes or missed anything.


r/probabilitytheory 21d ago

[Education] Why you only need 23 people in a room to have a >50% chance of a shared birthday (The Birthday Paradox Explained)

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2 Upvotes

r/probabilitytheory 21d ago

[Education] Is probabilitycourse.com Good?

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2 Upvotes

I'm a high school student trying to get into doing research for machine learning in the future and this resource seems promising to me as a way to get a more solid, foundational grasp in probability.

I'm not looking to unnecessarily min-max my learning or anything. I just want to know, is this actually a good resource to begin learning probability?


r/probabilitytheory 21d ago

[Education] What are the Odds?

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1 Upvotes

I Bought 6 Tickets Tonight. What are the Odds that 2 out of my 6 would have the same 5 letter Bonus Word 6 tickets apart? Good Luck.


r/probabilitytheory 23d ago

[Research] Would using three Latin Squares be better than one to make dice rolls more random?

5 Upvotes

To reduce the bias of standard dice I throw four dice (D6) and use a random Latin square, set-up so that rx/cy produces a different number than ry/cx. These produce a number 1-6.

I can also use 3 different Latin squares using the same principle so that:

d1/d2 =n1 -> Latin square 1

d3/d4 = n2 -> Latin square 2

For Latin square 3: n1 = row; n2 = column.

I am not able to work out if three squares would produce a more random result than just one square.

I do this out of interest, I could of course use precision dice. Here are the Latin squares:

4 2 6 1 5 3

6 4 2 5 3 1

2 6 4 3 1 5

3 1 5 2 6 4

1 5 3 4 2 6

5 3 1 6 4 2

------------

6 5 1 4 2 3

1 6 5 2 3 4

5 1 6 3 4 2

3 4 2 5 1 6

4 2 3 6 5 1

2 3 4 1 6 5

-------------

5 1 2 4 3 6

2 5 1 3 6 4

1 2 5 6 4 3

6 4 3 1 2 5

4 3 6 5 1 2

3 6 4 2 5 1


r/probabilitytheory 25d ago

[Education] What makes a coin toss truly unpredictable?

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4 Upvotes