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Lewis Carroll’s ”Pillow Problems”:
On the 1993 Centenary
Eugene Seneta
Statistical Science, Vol. 8, No. 2, 180-186
Collegio Carlo Alberto
Bayesian Statistics
April 21, 2015
Overview
• Eugene Seneta: Professor Emeritus, School of Mathematics
and Statistics, University of Sydney. He is known for the
variance gamma model in financial mathematics (the
Madan-Seneta process).
• Lewis Carroll: pen name of Charles Lutwidge Dodgson (1832
1898), was an English writer, mathematician, logician and
photographer. His most famous writings are Alice’s
Adventures in Wonderland and its sequel Through the
Looking-Glass → wordplays, logic, and fantasy.
Pillow Problems
• 72 problems: formulated and worked out at night while in
bed, with the answer written down afterwards
some are difficult, interesting and with correct solutions
some are badly posed, with imaginative but incorrect
solutions
• Lennon (1945): ”His range was that of a freshman today in a
good technical school, though the freshman would have
clearer ideas about elementary things than CLD.”
• Weaver (1954): ”He lagged behind the best knowledge of his
time.”
English Probability
• As a probabilist LC may not be not important
→ ”..., but his work reflects the nature, standing and
understanding of probability within the wider English
mathematical community of the time”.
• De Morgan (1086 - 1871): ”inverse probability” (obsolete
term for the probability distribution of an unobserved variable)
→ urn models
• Venn (1834 - 1923): approach to probability through logic
→ improvement of ”Venn diagrams”
• Little or nothing of Laplace (1749 - 1827) and Legendre (1752
- 1833)
No. 45 (1)
• If an infinite number of rods be broken: find he chance that
one at least is broken at the middle.
divide each rod into n + 1 parts, where n is odd.
assume the n points of division are the only (equally likely)
points where a rod can break
⇒ P(rod not breaking in the middle) = 1 − n−1
assume the same number of rods as breakpoints (!)
⇒ P(no rod breaking in the middle) = (1 − n−1)n
⇒ answer = limn→∞ 1 − (1 − n−1)n = 1 − e−1 = 0.6321207
No. 45 (2)
• Density over rod length to the breakpoint position (e.g.
uniform)
⇒ answer = 0
• Countability and uncountability literature at its infancy,
Cantor (1845 - 1918)
• In ignorance of ”continuous probabilities” through probability
densities, Laplace
A Controversy
• Rev. Simmons: a random point being taken on a given line,
what is the chance of it coinciding with a previously assigned
point?
using the uniform distribution: if the point is k, probability
of taking a point to its left is k and to its right is 1 − k
⇒ answer = 0
LC: if the probability of a specific point is zero, the the
probability of any point is zero, yet some point is chosen
⇒ ”... when an event is possible, its chance of happening is
not zero”
No. 50
• There are two bags, H and K, each containing 2 counters:
and it is known that each counter is either black or white. A
white counter is added to bag H, the bag is shaken up, and
one counter is transferred (without looking at it) to bag K,
where the process is repeated, a counter being transferred to
bag H. What is now the chance of drawing a white counter
from bag H?
3 counters in bag H where white can be (0, 1, 2, 3) with
prior distribution (0, 1/4, 1/2, 1/4)
2 counters in bag K where white can be (0, 1, 2, 3) with
prior distribution (1/4, 1/2, 1/4, 0)
a counter is transferred in turn between bags
⇒ correct solution = 17/27 → urn mixing model (Ehrenfest,
Markov chain models)
No. 72 (1)
• a bag contains 2 counters, as to which nothing is known
except that each is either black or white. Ascertain their
colours without taking them out of the bag
No. 72 (2)
• a bag contains 2 counters, as to which nothing is known
except that each is either black or white. Ascertain their
colours without taking them out of the bag
assume a binomial prior distribution: (1/4, 1/2, 1/4) for
(BB, BW, WW)
suppose to add a black counter to the ball
⇒ change of drawing a black counter = 2/3
⇒ there must be two blacks and a white
⇒ before the black was added there must be one black and
one white
No. 72 (3)
• a bag contains 3 counters, as to which nothing is known
except that each is either black or white. Ascertain their
colours without taking them out of the bag
assume a binomial prior distribution: (1/8, 3/8, 3/8, 1/8)
for (BBB, BBW, BWW, WWW)
suppose to add a black counter to the ball
⇒ change of drawing a black counter is
1
8 ∗ 1 + 3
8 ∗ 3
4 + 3
8 ∗ 2
4 + 1
8 ∗ 1
4 = 5
8
5
8 does not coincide with the probability of drawing a black
from any one number of the partition
Thank you for your attention

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Seneta 1993

  • 1. Lewis Carroll’s ”Pillow Problems”: On the 1993 Centenary Eugene Seneta Statistical Science, Vol. 8, No. 2, 180-186 Collegio Carlo Alberto Bayesian Statistics April 21, 2015
  • 2. Overview • Eugene Seneta: Professor Emeritus, School of Mathematics and Statistics, University of Sydney. He is known for the variance gamma model in financial mathematics (the Madan-Seneta process). • Lewis Carroll: pen name of Charles Lutwidge Dodgson (1832 1898), was an English writer, mathematician, logician and photographer. His most famous writings are Alice’s Adventures in Wonderland and its sequel Through the Looking-Glass → wordplays, logic, and fantasy.
  • 3. Pillow Problems • 72 problems: formulated and worked out at night while in bed, with the answer written down afterwards some are difficult, interesting and with correct solutions some are badly posed, with imaginative but incorrect solutions • Lennon (1945): ”His range was that of a freshman today in a good technical school, though the freshman would have clearer ideas about elementary things than CLD.” • Weaver (1954): ”He lagged behind the best knowledge of his time.”
  • 4. English Probability • As a probabilist LC may not be not important → ”..., but his work reflects the nature, standing and understanding of probability within the wider English mathematical community of the time”. • De Morgan (1086 - 1871): ”inverse probability” (obsolete term for the probability distribution of an unobserved variable) → urn models • Venn (1834 - 1923): approach to probability through logic → improvement of ”Venn diagrams” • Little or nothing of Laplace (1749 - 1827) and Legendre (1752 - 1833)
  • 5. No. 45 (1) • If an infinite number of rods be broken: find he chance that one at least is broken at the middle. divide each rod into n + 1 parts, where n is odd. assume the n points of division are the only (equally likely) points where a rod can break ⇒ P(rod not breaking in the middle) = 1 − n−1 assume the same number of rods as breakpoints (!) ⇒ P(no rod breaking in the middle) = (1 − n−1)n ⇒ answer = limn→∞ 1 − (1 − n−1)n = 1 − e−1 = 0.6321207
  • 6. No. 45 (2) • Density over rod length to the breakpoint position (e.g. uniform) ⇒ answer = 0 • Countability and uncountability literature at its infancy, Cantor (1845 - 1918) • In ignorance of ”continuous probabilities” through probability densities, Laplace
  • 7. A Controversy • Rev. Simmons: a random point being taken on a given line, what is the chance of it coinciding with a previously assigned point? using the uniform distribution: if the point is k, probability of taking a point to its left is k and to its right is 1 − k ⇒ answer = 0 LC: if the probability of a specific point is zero, the the probability of any point is zero, yet some point is chosen ⇒ ”... when an event is possible, its chance of happening is not zero”
  • 8. No. 50 • There are two bags, H and K, each containing 2 counters: and it is known that each counter is either black or white. A white counter is added to bag H, the bag is shaken up, and one counter is transferred (without looking at it) to bag K, where the process is repeated, a counter being transferred to bag H. What is now the chance of drawing a white counter from bag H? 3 counters in bag H where white can be (0, 1, 2, 3) with prior distribution (0, 1/4, 1/2, 1/4) 2 counters in bag K where white can be (0, 1, 2, 3) with prior distribution (1/4, 1/2, 1/4, 0) a counter is transferred in turn between bags ⇒ correct solution = 17/27 → urn mixing model (Ehrenfest, Markov chain models)
  • 9. No. 72 (1) • a bag contains 2 counters, as to which nothing is known except that each is either black or white. Ascertain their colours without taking them out of the bag
  • 10. No. 72 (2) • a bag contains 2 counters, as to which nothing is known except that each is either black or white. Ascertain their colours without taking them out of the bag assume a binomial prior distribution: (1/4, 1/2, 1/4) for (BB, BW, WW) suppose to add a black counter to the ball ⇒ change of drawing a black counter = 2/3 ⇒ there must be two blacks and a white ⇒ before the black was added there must be one black and one white
  • 11. No. 72 (3) • a bag contains 3 counters, as to which nothing is known except that each is either black or white. Ascertain their colours without taking them out of the bag assume a binomial prior distribution: (1/8, 3/8, 3/8, 1/8) for (BBB, BBW, BWW, WWW) suppose to add a black counter to the ball ⇒ change of drawing a black counter is 1 8 ∗ 1 + 3 8 ∗ 3 4 + 3 8 ∗ 2 4 + 1 8 ∗ 1 4 = 5 8 5 8 does not coincide with the probability of drawing a black from any one number of the partition
  • 12. Thank you for your attention