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)
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(2)
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(Kraitchik 1942).
If players have equal probability of winning ("cell probability"), then the chance of player winning for quotas , ..., is
(3)
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where is the Dirichlet integral of type 2D. Similarly, the chance of player losing is
(4)
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where is the Dirichlet integral of type 2C. If the cell quotas are not equal, the general Dirichlet integral must be used, where
(5)
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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)
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For with quota vector and ,
(7)
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An expression for is given by Sobel and Frankowski (1994, p. 838).