A problem also known as the points problem or unfinished game. Consider a tournament involving
players playing the same game repetitively. Each game has a single winner, and denote
the number of games won by player
at some juncture
. The games are independent, and the probability of the
th player winning a game is
. The tournament is specified to continue until one player
has won
games. If the tournament is discontinued before any player has won
games so that
for
, ...,
, how should the prize money be shared in order to distribute
it proportionally to the players' chances of winning?
For player ,
call the number of games left to win
the "quota." For two players, let
and
be the probabilities of winning a single game, and
and
be the number of games needed for each player to
win the tournament. Then the stakes should be divided in the ratio
, where
(1)
| |||
(2)
|
(Kraitchik 1942).
If
players have equal probability of winning ("cell probability"), then the
chance of player
winning for quotas
,
...,
is
(3)
|
where
is the Dirichlet integral of type 2D. Similarly,
the chance of player
losing is
(4)
|
where
is the Dirichlet integral of type 2C. If the
cell quotas are not equal, the general Dirichlet integral
must be used, where
(5)
|
If
and
,
then
and
reduce to
as they must. Let
be the joint probability that the players would be statistically
ranked in the order of the
s in the argument list if the contest were completed. For
,
(6)
|
For
with quota vector
and
,
(7)
|
An expression for
is given by Sobel and Frankowski (1994, p. 838).