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Old 08-28-2005, 02:41 PM
irchans irchans is offline
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Join Date: Sep 2002
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Default Theory: 11.7447%, Excel Simulation: 10.4%, Mathematica Sim 11.3%

I agree, there are 901 windows. That changes the theoretical answer to 11.7447%.

For the Excel simulation, I agree that cell E1 should be =D1. In the other E cells I had max of cells D(i-1) and E(i-1) which I think works as well as your formula.

I reran the Excel simulation with your corrections. Among the 200,000 virtual deals there were 20,789 deals that had 14 pairs or more in a window. That simulation gives a 10.4% estimate of the probability. I wrote a simulator in Mathematica and got 22,545 deals with 14 pairs or more. That's 11.3%. Given the size of the simulations, either there is a bug one of the simulation programs and the theoretical derivation, or these random generators are not good enough. Hmm.
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