Probability

Experiments you can run yourself.

The Monty Hall Problem — a famous paradox

Switching doors after a goat is revealed gives a 2/3 chance of winning, not 1/2.

The Birthday Paradox

With just 23 people the chance of a shared birthday exceeds 50%.

Estimating π with the Monte Carlo method

As the number of random points grows, the estimate of π becomes more and more accurate.

The Gaussian curve and the central limit theorem

Summing many independent random events yields a bell-shaped (normal) distribution.

Buffon's needle — π from tossing a needle

As the number of needle tosses grows, the estimate of π becomes more and more accurate.

Nash equilibrium — the prisoner's dilemma

In the Nash equilibrium of the prisoner's dilemma, both players defect.

Geometric probability

The probability of a random point landing in a smaller region equals the ratio of areas.

Simpson's paradox

A result that holds in every group can reverse once the data are combined.

Bayes' Theorem — the Test Paradox

A positive result from an accurate test for a very rare disease most often means that you are healthy.

Benford's Law — the leading digit

In natural data the leading digit is more often 1 (~30%) than 9 (~5%).

Arrow's Theorem — There Is No Perfect Voting System

It is impossible to design a perfectly fair voting system.

The Secretary Problem — The 37% Rule

The optimal strategy is to reject about the first 37% (1/e) of candidates, then pick the first one who is better.

The 100 Prisoners and the Boxes

A clever cycle-following strategy gives the prisoners a ~31% chance instead of practically zero.

The Galton Board

Out of the chaos of randomly bouncing balls a bell curve (the normal distribution) emerges.

The Gambler's Fallacy

After five reds in a row the chance of black is still ~½ — the roulette wheel has no memory.