In: Statistics and Probability
SOLUTION
:-
Let E denote the event that no matches occur, and to make
explicit the dependence on j write
Pj =
P( E )
We start by conditioning on whether or not the first man selects
his own hat -- call these events M and
Mc
Then Pj = P(
E ) = P( E|M )P(
M ) + P(
E|Mc )P(
Mc ).
Clearly, P( E|M ) = 0,
so
Pj= P( E|Mc )( j-1 )/j
Now,
P( E|Mc
) is the probability of no matches when j -
1 men select from a set of j -
1 hats that does not contain the hat of one of these
men.
This can happen in either of two mutually exclusive ways.
Either there are no matches and the extra man does not select the
extra hat ( this being the hat of the man that chose first ),
or
There are no matches and the extra man does select the extra
hat.
The probability of the first of these events is just
Pj-1,
Which is seen by regarding the extra hat as "belonging" to the
extra man. As the second event has probability [ 1/( j
- 1 )]Pj-2, we have
P( E|Mc ) = Pj-1 + ( 1/( n - 1 ))Pj-2
and thus, from above Equation
Pn = (( j - 1 )/j ) Pj-1 + ( 1/j ) Pj-2 OR Pj - Pj-1 = - ( 1/n )( Pj-1 - Pj-2)
However,
as Pj is
the probability of no matches when j men
select among their own hats, we have
P1 = 0 , P2 =
1/2
so, from above Equation P3 = ( 1/2! ) - (
1/3! ) and P4 = ( 1/2! ) -(
1/3! ) + (1/4! ) and, in general, we see that
Pj = ( 1/2! ) -( 1/3! ) + (1/4! ) -
........ + ( -1 )j / j!
For j large, the probability of no match is close to 1/e