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A better approch?

Posted By: Timothy Chow
Date: Monday, 2 November 2009, at 6:56 p.m.

In Response To: A better approch? (Chuck Bower)

D. Zare said he wished (or would look into -- don't remember exactly what he said) of doing a multiple dimension integral in Mathematica.

I recall seeing this exchange, too, and thinking that it was a rather strange remark. I can't imagine that there was ever a time when Mathematica couldn't do multiple integrals of this sort. I guess Doug just didn't use symbolic computation packages much.

In any case, the obstacles here have nothing to do with the computational difficulty of doing integrals. There are some subtle issues associated with the fact that backgammon is a complex game (e.g., for money games, what if there is an exponentially unlikely sequence of rolls that leads to an exponentially high cube value?—then no feasible amount of sampling would ever detect that and your equity estimates would be miles off), but typically we just shrug our shoulders and ignore those problems. Then it's just a matter of being clear about the exact statistical question you want to ask and answer. My recommendation here is to use a Bayesian approach, as I've explained already.

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