# Category Archives: probability

## A Coin-Flipping Problem

One problem that I’ve assigned when discussing Markov chains is to calculate the expected number of flips required for a particular pattern to appear.  (Here I mean a pattern such as heads, heads, heads, or HHH.)  In this post I’m … Continue reading

## Six Proofs of a Binomial Identity

I’m a big fan of proving an identity in multiple ways, as I think each perspective gives additional insight into why the identity is true.  In this post we’ll work through six different proofs of the binomial identity . 1. … Continue reading

## Equivalence of Two Binomial Sums

This month’s post entails proving the following equivalence: Identity 1: Despite the fact that these two sums are over the same range and are equal for all values of n they are not equal term-by-term. If you think about the two sides … Continue reading

## The Secretary Problem With the Two Best

The secretary problem is the following: Suppose a manager wants to hire the best person for his secretary out of a group of n candidates.  He interviews the candidates one by one.  After interviewing a particular candidate he must either (1) … Continue reading

## Counting Poker Hands

For this post I’m going to go through a classic exercise in combinatorics and probability; namely, proving that the standard ranking of poker hands is correct. First, here are the standard poker hands, in ranked order. Straight flush: Five cards of … Continue reading

## An Expected Value Connection Between Order Statistics from a Discrete and a Continuous Distribution

Years ago, in the course of doing some research on another topic, I ran across the following result relating the expected values of the order statistics from a discrete and a continuous distribution.  I found it rather surprising. Theorem: Fix n, and … Continue reading

## A Probabilistic Proof of a Binomial Coefficient Identity, Generalized

In a post from a couple of years ago I gave a probabilistic proof of the binomial coefficient identity In this post I modify and generalize this proof to establish the identity As in the original proof, we use a balls-and-jars … Continue reading

## Independence of the Range and Minimum of a Sample from an Exponential Distribution

A few years ago I answered a question on math.SE about the distribution of the sample range from an exponential (1) distribution.  In my answer I claim that the range and the minimum of the sample are independent, thanks to the … Continue reading