Extinction probability for a splitting amoeba
Question
A colony starts with one amoeba. Every minute each amoeba independently either dies, stays as it is, splits into two, or splits into three, each with probability . What is the probability that the colony eventually dies out?
Short answer
. Conditioning on the first minute, the extinction probability solves , i.e. . Since the mean offspring is , extinction is the smallest root in , namely .
Adapted from Zhou, A Practical Guide to Quantitative Finance Interviews, sec. 4.3 Conditional Probability and Bayes' Formula, 'Amoeba population', p.78; question and answer rewritten by SelfMadeQuant.com.
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Open the worked solutionLessons behind this question
- Conditional Probability, Total Probability, and Bayes' Rule
- Worked Examples — Probability Trees, Monty Hall, and Bayesian Updating
- Sample Spaces, Events, and the Probability Axioms
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