Analytics Magazine Analytics Magazine, May/June 2014 | Page 84

FIVE- M IN U T E A N A LYST SOME EXCURSIONS Suppose I could have one piece of information. A likely choice would be: “How much better off would we be if we knew the eventual winner?” In this case, we would reduce the number of possibilities in each round by 1; and the number of combinations would “only” be , which is 64 times better than the original estimate. Sixty-four is generally reckoned to be a small number when compared 18 to 10 . If you knew the Final Four, you would be considerably better off, at , or 520,000 times better than the original bet, which is to say that in the scheme of things, you are no better off at all. Now suppose that you had to pay $1 to play this game instead of it being free, but you think you are pretty good at predicting basketball games. You would need to have 72 percent accuracy in your ability to pick basketball games to be risk neutral for a dollar (i.e., 72 percent accuracy increases your odds of winning to 1 in 1 billion). As bad as these odds are, here’s a game that is even worse, which I will call the Georgetown Wager (after my colleague who challenged me to come up with a tougher game). Suppose that you are given the 64 teams that will play, but the games are randomized and you 74 | A N A LY T I C S - M A G A Z I N E . O R G have no information about their parings; you know that there are 64 teams in the first round, of which 32 will win, and so on, but you don’t know who will play who. In this version, you have to figure out for the number of possibilities, (1) where the “choose” function, if you expand (1) out by hand and cancel terms4, you will find that it is: . If the odds of Buffet’s Billion Bracket are bad, the Georgetown Wager is patently absurd; the odds of winning are , which are roughly on the order of winning Buffet’s game twice in a row! You may be asking: “So, if this is such a good bet for the house, why don’t I run a similar lottery?” Because I don’t have a billion dollars, and I’m not willing to lose. Remember that the “house” has to be willing to pay out the fee in the extraordinarily rare event that someone won. Events that are “statistically impossible” are still “possible.” and while it is extraordinarily unlikely that someone will win, there is no law of physics that prevents someone from winning. W W W. I N F O R M S . O R G