Win-by-N match as the margin grows
Question
Player A wins each round against Player B independently with probability . They play until one of them is ahead by rounds, and that player takes the match. What does the probability that A takes the match tend to as ?
Short answer
. By the gambler's ruin formula with odds ratio , A reaches a lead of before B does with probability , which tends to as grows.
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Open the worked solutionLessons behind this question
- Sample Spaces, Events, and the Probability Axioms
- Conditional Probability, Total Probability, and Bayes' Rule
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