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Game of Craps

The game of craps is played as follows. The player rolls a


pair of dice and sums the numbers showing.
A total of 7 or 11 on the first rolls wins for the player
Where a total of 2, 3, 12 loses
Any other number is called the point.
The player rolls the dice again.

If she rolls the point number, she wins


If she rolls number 7, she loses
Any other number requires another roll
The game continues until he/she wins or loses
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Game of Craps as a Markov


All the Chain
possible states
Not P or 7
P4

P5

Win

(7 or 1
1)

P9

P10

otherwise

P8

P6

Start

Lose

)
2
1
r
o
(2, 3
2

Game of Craps Network


not (4,7)

not (5,7)

not (6,7)

not (8,7)

P4

P5

P6

P8

Win

10

Start

7
8 9
7
10

not (10,7)

P10

P9

7
5 6

(7, 11)

not (9,7)

7 7

Lose

(2, 3, 12)

Game of Craps
Sum

Dies

1-1

Prob.

0.028

10

11

1-2, 2-1 1-3, 2- 1-4, 2- 1-5, 2- 1-6, 2- 2-6, 3- 3-6, 4- 4-6, 5- 5-6, 6-5
2, 3-1 3, 3-2, 4, 3-3, 5, 3-4, 5, 4-4, 5, 5-4, 5, 6-4
4-1 4-2, 5,1 4-3, 5- 5-3, 6-2 6-3
2, 6-1

0.056

0.083

0.111

0.139

0.167

0.139

0.111

0.083

0.056

12
6-6

0.028

Probability of win = Pr{ 7 or 11 } = 0.167 + 0.056 = 0.223


Probability of loss = Pr{ 2, 3, 12 } = 0.028 + 0.56 + 0.028 =
0.112

Game of Craps
2

Sum

1-1

Combin
ations

Prob.

10

11

1-2, 2-1 1-3, 2- 1-4, 2- 1-5, 2- 1-6, 2- 2-6, 3- 3-6, 4- 4-6, 5- 5-6, 6-5
2, 3-1 3, 3-2, 4, 3-3, 5, 3-4, 5, 4-4, 5, 5-4, 5, 6-4
4-1 4-2, 5,1 4-3, 5- 5-3, 6-2 6-3
2, 6-1

0.028

0.056

0.083

Start

P=

Win

0.111

Lose

0.139

0.167

P4

P5

0.139

P6

0.111

P8

0.083

P9

00

Win

00

11

00

00

00

00

00

00

Lose

00

00

11

00

0
0

00

00

00

00

P4

00

0.083
0.083 0.167
0.167

0.75
0.75

0
0

00

00

00

00

P5

00

0.111
0.111 0.167
0.167

00

0.722
0.722

00

00

00

00

P6

00

0.139
0.139 0.167
0.167

00

0
0

0.694
0.69
4

00

00

00

P8

00

0.139
0.139 0.167
0.167

00

0
0

00

0.694
0.694

00

00

0.111 0.167

0
0

00

00

0.722
0.722

00

0.083 0.167

P10

0
0

6-6

0.028

P10

Start

P9

0.056

12

0.222 0.111
0.111 0.083
0.083 0.111
0.111 0.139
0.222
0.139 0.139
0.139 0.111
0.111 0.083
0.083

0.111 0.167
0.083 0.167

0
0

0.75

0.75

P2 Start
Start
Win
Lose
P4
P5
P6
P8
P9
P10

P4 Start
Start
Win
Lose
P4
P5
P6
P8

Win
Lose
P4
P5
P6
P8
P9
P10
0 0.29906 0.22222 0.06225 0.08014 0.09646 0.09646 0.08014 0.06225
2
2
2
6
6
2
0
1
0
0
0
0
0
0
0
0
0
1
0
0
0
0
0
0
0 0.14525 0.29225 0.5625
0
0
0
0
0
0 0.19114 0.28757
0 0.52128
0
0
0
0
2
4
4
0 0.23546 0.28289
0
0 0.48163
0
0
0
6
8
6
0 0.23546 0.28289
0
0
0 0.48163
0
0
6
8
6
0 0.19114 0.28757
0
0
0
0 0.52128
0
P3 2 Start4
Win
Lose
P4
P5
P64
P8
P9
P10
0 0.14525
0.29225
0
0
0
0
0
0.5625
0 0.35400 0.30200 0.04668 0.05786 0.06694 0.06694 0.05786 0.04668
Start
5
1
8
3
7
7
3
8
0
1
0
0
0
0
0
0
0
Win
0
0
1
0
0
0
0
0
0
Lose
0 0.19193 0.38618 0.42187
0
0
0
0
0
P4
8
8
5
0 0.24900 0.37462
0 0.37636
0
0
0
0
P5
5
8
7
0 0.30241 0.36333
0
0 0.33425
0
0
0
P6
3
1
5
0 0.30241 0.36333
0
0
0 0.33425
0
0
P8
3
1
5
Win
Lose
P40.24900
P50.37462
P6
P8
P9
P10
0
0
0
0
0 0.37636
0
P9
0 0.39321 0.35928 0.0350150.0417780.04646 0.04646 0.04177 0.03501
7
10 0.19193
6 0.38618
7
10
10
70
60
0 0.42187
P10 2
0
1
0
08
08
0
0
0
0
5
0
0
1
0
0
0
0
0
0
0 0.22695 0.45664 0.31640
0
0
0
0
0
3
1
6
0 0.29078 0.43748
0 0.27173
0
0
0
0
1
2
7
0 0.34887 0.41915
0
0 0.23197
0
0
0
5
2
3
0 0.34887 0.41915
0
0
0 0.23197
0
0

Transient Probabilities, q(n), for Craps


Recall, this is not an ergodic Markov chain so
where you start is important.

q = q (0) = [1, 0, 0, 0, 0, 0, 0, 0, 0]

i=s

P( Xn = j ) = qi pij( n)
i =1

P ( X1 = 0) =
P ( X 1 = 1) =
P ( X1 = 2) =

P ( X1 = 3) =

q(2)

q(1)

qi pij = 1 0 + 0 0 +... + 0 0

i =0
N

q p
i =0
N

i1

q p
i =0
N

i2

q p
i =0

i3

P ( X 2 = 1) =

= 1 0.222 + 0 1 + ... + 0 0.083 = 0.222

P ( X 2 = 2) =

= 1 0.111 + 0 0 + ... + 0 0.167 = 0.111

= 1 0.083 + 0 0 + ... + 0 0 = 0.083

q p
i =0

(2)
i1

= 1 0.299 + 0 1 + ... + 0 0.145 = 0.299

(2)
i2

= 1 0.222 + 0 0 + ... + 0 0.292 = 0.222

q p
i =0

Time

State

Start Win Lose P4


(0) (1) (2) (3)
0
1
2
3
4
5
6

P5
(4)

P6
(5)

P8
(6)

P9 P10
(7) (8)

1
0
0
0
0
0
0
0
0
0 0.22 0.1110.0830.1110.1390.1390.111 0.08
2
3
00.299 0.220.0620.0800.0960.0960.080 0.06
2
2
00.3540.3020.0470.0580.0670.0670.058 0.04
7
00.3930.3590.0350.0420.0460.0460.042 0.03
5
00.4210.4000.0260.0300.0320.0320.030 0.02
6
00.4410.4300.0200.022 0.020.022 0.02 0.02
2
2
0

Absorbing State Probabilities for Craps


fik = pik + pij f jk
jk

s.t. f kk = 1
f ki = 0 if state i is recurrent and i k

f 01 = +0.222 +0.083 f31


f11 =
1
f 21 =
0
f 31 = +0.083 +0.75 f31

+0.111 f41

f 41 =
f 51 =
f 61 =
f 71 =
f81 =

+0.722 f41

+0.111
+0.139
+0.139
+0.111
+0.083

+0.139 f51

+0.139 f61

+0.111 f71

+0.083 f81

+0.694 f51
+0.694 f61
+0.722 f71
+0.75 f81

Absorbing State Probabilities for Craps


f 02 = +0.111 +0.083 f32
f12 =
0
f 22 =
1
f 32 = +0.167 +0.75 f32
f 42
f 52
f 62
f 72
f82

=
=
=
=
=

+0.167
+0.167
+0.167
+0.167
+0.167

+0.111 f42

+0.139 f52

+0.139 f62

+0.111 f72

+0.083 f82

+0.722 f42
+0.694 f52
+0.694 f62
+0.722 f72
+0.75 f82
Initial state
Start
P4
P5
P6
P8
P9
P10

Win
0.493
0.333
0.400
0.455
0.455
0.400
0.333

Lose
0.507
0.667
0.600
0.545
0.545
0.600
0.667
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