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Sharing Problem


A problem also known as the points problem or unfinished game. Consider a tournament involving k players playing the same game repetitively. Each game has a single winner, and denote the number of games won by player i at some juncture w_i. The games are independent, and the probability of the ith player winning a game is p_i. The tournament is specified to continue until one player has won n games. If the tournament is discontinued before any player has won n games so that w_i<n for i=1, ..., k, how should the prize money be shared in order to distribute it proportionally to the players' chances of winning?

For player i, call the number of games left to win r_i=n-w_i>0 the "quota." For two players, let p=p_1 and q=p_2=1-p be the probabilities of winning a single game, and a=r_1=n-w_1 and b=r_2=n-w_2 be the number of games needed for each player to win the tournament. Then the stakes should be divided in the ratio m:n, where

m=p^a[1+a/1q+(a(a+1))/(2!)q^2+...+(a(a+1)...(a+b-2))/((b-1)!)q^(b-1)]
(1)
n=q^b[1+b/1p+(b(b+1))/(2!)p^2+...+(b(b+1)...(b+a-2))/((a-1)!)p^(a-1)]
(2)

(Kraitchik 1942).

If i players have equal probability of winning ("cell probability"), then the chance of player i winning for quotas r_1, ..., r_k is

 W_i=D_1^(k-1)(r_1,...,r_(i-1),r_(i+1),...,r_k;r_i),
(3)

where D is the Dirichlet integral of type 2D. Similarly, the chance of player i losing is

 L_i=C_1^(k-1)(r_1,...,r_(i-1),r_(i+1),...,r_k;r_i),
(4)

where C is the Dirichlet integral of type 2C. If the cell quotas are not equal, the general Dirichlet integral D_(a) must be used, where

 a_i=(p_i)/(1-sum_(i=1)^(k-1)p_i).
(5)

If r_i=r and a_i=1, then W_i and L_i reduce to 1/k as they must. Let P(r_1,...,r_k) be the joint probability that the players would be statistically ranked in the order of the r_is in the argument list if the contest were completed. For k=3,

 P(r_1,r_2,r_3)=CD_1^((1,1))(r_1,r_2,r_3).
(6)

For k=4 with quota vector r=(r_1,r_2,r_3,r_4) and Delta=p_2+p_3+p_4,

P(r)=sum_(i=0)^(r_3-1)sum_(j=0)^(r_4-1)(r_2-1+i+j; r_2-1,i,j)((p_2)/Delta)^(r_2)((p_3)/Delta)^i((p_4)/Delta)^j×C_(p_1/Delta)^((1))(r_1,r_2+i+j)D_(p_4/p_3)^((1))(r_4-j,r_3-i).
(7)

An expression for k=5 is given by Sobel and Frankowski (1994, p. 838).


See also

Dirichlet Integrals

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References

Kraitchik, M. "The Unfinished Game." §6.1 in Mathematical Recreations. New York: W. W. Norton, pp. 117-118, 1942.Sobel, M. and Frankowski, K. "The 500th Anniversary of the Sharing Problem (The Oldest Problem in the Theory of Probability)." Amer. Math. Monthly 101, 833-847, 1994.

Referenced on Wolfram|Alpha

Sharing Problem

Cite this as:

Weisstein, Eric W. "Sharing Problem." From MathWorld--A Wolfram Web Resource. https://mathworld.wolfram.com/SharingProblem.html

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