Fifty Challenging Problems in Probability With Solutions (Anglais) Broché – 1 février 1988
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I was surprised how people with BAC+6 specialized in probabilities (even from the "famous" DEA El Karoui) could not find the answer of some of those elementary probability problems.
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Some of the problems are classic, such as the problem of how many people would it take for the probability that at least two of them have the same birthday is greater than a half (I'll give this answer away: 23. But do you know why?) One of the dice problems actually recalls the history of the development of probability as a separate mathematical field -- problem #19, involving dice bets that Samuel Pepys asked Isaac Newton to figure out. Some of the problems are simply openers for entire vistas in probability - avoid problems #51 and #52 if you wish to not become enmeshed in concerns of random walks (remember that one of Einstein's earliest papers was on Brownian motion - a molecular random walk.) I used problem #25, which deal with "random chords on a circle", to explore this classic probability paradox - I've ended up with three different figures, all of which seem plausible! It gets deep to what one means by "random chord".
This book, though so thin, is inexhaustible in spawning disturbing questions about probability; even more useful is that there are questions for people at =any= level of knowledge of probability. Those who wish to think about "counting" problems (like those involving rolling dice, or pulling balls out of urns) will find those here. Those who have an interest in continuous probability will find problems which will interest them. And those old probability pros who ponder the essence of chance will find meat for some productive chewing.
Though I've worked through the problems a couple of times, I bought a replacement copy when my original was "permanently borrowed" from my desk at work.