Is a Binomial Distribution the Correct Approach for a Random Walk Problem?

In summary, the conversation discusses using either a binomial or random walk approach to determine the probability of a drunk person moving two steps forward after 10 steps, as well as the probability of the drunk person reaching their front door within 20 steps. The correct approach is to use a sum of random variables with equal probabilities of +1 and -1, and to use a probability generating function for more accurate results in the second case.
  • #1
marina87
22
0
Random walk or binomial??

Statement:
A drunk person wonders aimlessly along a path by going forward 1 step and backward 1 step with equal probabilities of ½. After 10 steps,
a) what is the probability that he has moved 2 steps forward?
b) What is the probability that he will make it to his front door within 20 steps before he collapses with the door being 6 steps in front of him.

My approach was to use Binomial in both cases:
a)10C2 (0.5)^10
b)20C6 (0.5)^20

Is that correct? I have been reading about random walk and they sometimes give another equation.
(10+2)/2=6 and thn the result is like this 10C6.
The result is not the same and then I start to have my doubts.

Can some one please tell me if my approach using binomial distribution is right?
 
Physics news on Phys.org
  • #2
Hey marina87.

I think you should retry your problem by defining a sum of random variables with P(X = 1) = P(X = -1) = 1/2.

A binomial random variable only includes 0 and 1 where as it should include -1 and 1.

You can then use a probability generating function to get the probability of having a final sum of +2.
 
  • #3
Your method works fine, except I think part b) is answering the wrong question. If the drunk ever gets to +6, then he goes inside and stops walking. I think your answer to b) is the number of paths which end at +6. This neglects any paths which get to +6 at some time ##t<20##, but then end up somewhere else at ##t=20##.

If I understood the question right, this is a famous hitting time problem. I had to solve a related problem in a stats class, and I still have to think about it a while to do it right. Spoilers: click here and scroll down to "The Maximum Position."
 

1. What is a random walk?

A random walk is a mathematical concept that describes a path or trajectory taken by a variable or process that is subject to random changes. It is often used to model the movement of particles in a fluid, the stock market, or the behavior of a gambler.

2. What is a binomial distribution?

A binomial distribution is a probability distribution that describes the likelihood of a certain number of successes in a given number of trials, where each trial has two possible outcomes (usually labeled as "success" and "failure"). It is commonly used in statistics to model data from experiments or surveys.

3. What is the relationship between random walk and binomial distribution?

The relationship between random walk and binomial distribution is that a random walk can be thought of as a series of binomial trials. Each step in the random walk can be seen as a trial with two possible outcomes (moving left or right), and the overall path of the walk can be described by a binomial distribution.

4. How is a random walk different from a normal distribution?

A random walk is different from a normal distribution in that it does not assume a fixed mean and standard deviation. Instead, the mean and standard deviation of a random walk can change over time as the random process unfolds. In a normal distribution, the mean and standard deviation are fixed parameters.

5. What are some real-world applications of random walk and binomial distribution?

Random walk and binomial distribution have many real-world applications. Random walk is often used in finance to model stock prices, in biology to model the movement of animals, and in physics to model the movement of particles. Binomial distribution is commonly used in quality control, market research, and risk analysis. It can also be used to model coin tosses, medical test results, and election outcomes.

Similar threads

  • Set Theory, Logic, Probability, Statistics
Replies
1
Views
1K
  • Set Theory, Logic, Probability, Statistics
Replies
7
Views
339
  • Set Theory, Logic, Probability, Statistics
Replies
1
Views
1K
  • Set Theory, Logic, Probability, Statistics
Replies
1
Views
2K
Replies
8
Views
4K
Replies
1
Views
645
  • Set Theory, Logic, Probability, Statistics
Replies
1
Views
1K
  • Set Theory, Logic, Probability, Statistics
Replies
4
Views
4K
  • Quantum Interpretations and Foundations
Replies
7
Views
1K
  • Set Theory, Logic, Probability, Statistics
Replies
5
Views
2K
Back
Top