Smith is in jail and has 1 dollar; he can get out on bail if he has 8 dollars. A guard agrees to make a series of bets with him. If Smith bets A dollars, he wins A dollars with probability .4 and loses A dollars with probability .6. Find the probability that he wins 8 dollars before losing all of his money if
p <- 0.4
q <- 0.6
i <- 1
n <- 8
#round(((1-(q/p)^i))/(1-(q/p)^n),5)
answer <- ((q/p)^i - 1) / ((q/p)^n - 1)
print(paste("The probability that he wins 8 dollars before losing all of his money if he bets 1 dollar each time is", round(answer,4)))
## [1] "The probability that he wins 8 dollars before losing all of his money if he bets 1 dollar each time is 0.0203"
In order to win 8 dollars, he needs to win all 3 bets. with 1 dollar bet, if he wins, he will have 2 dollar. with 2 dollar bet, if he wins again, he will have 4 dollar. with 4 dollar bet, if he wins again, he will have 8 dollar at the end.
answer<- p^3
print(paste("The probability if he bets, each time, as much as possible but not more than necessary to
bring his fortune up to 8 dollars is",answer))
## [1] "The probability if he bets, each time, as much as possible but not more than necessary to\nbring his fortune up to 8 dollars is 0.064"
Comparing the probability of timid strategy(0.0203) and bold strategy(0.064), the bold strategy have higher chance for Smith to get out of jail.