The Pepys–Newton Problem: Which Bet Is Best?
Samuel Pepys wrote Isaac Newton in 1693 asking which of the following three events is most likely:
(A) Getting at least one 6 when rolling 6 fair dice
(B) Getting at least two 6s when rolling 12 fair dice
(C) Getting at least three 6s when rolling 18 fair dice
Which option gives the highest probability? Most people's first instinct is that they are all equal — is that right?
Answer: The Pepys–Newton Problem
Key Idea / Intuition
Each scenario has the same expected number of sixes (1, 2, and 3 respectively, since the expected number of sixes in dice is ). So at first glance, all three might seem equally likely. But expectation and probability are not the same thing! The key is that in each case, you need to meet or exceed the mean — and the probability of doing so depends on the skewness and spread of the binomial distribution. With fewer dice, the distribution is more spread and asymmetric, so the probability of hitting at least the mean is higher. As grows, the distribution becomes more symmetric and the probability of reaching the mean from below approaches . So (A) > (B) > (C).
Formal Proof / Solution
Each scenario follows a Binomial distribution with success probability .
Option (A): At least one 6 in 6 dice
Option (B): At least two 6s in 12 dice
Option (C): At least three 6s in 18 dice
Summary
| Option | Dice | Mean sixes | Probability | |--------|------|-----------|-------------| | A | 6 | 1 | ≈ 0.6651 | | B | 12 | 2 | ≈ 0.6187 | | C | 18 | 3 | ≈ 0.5973 |
Option (A) wins, despite all having the same expected number of sixes.
Why does this happen?
The binomial distribution is right-skewed for small : the median lies below the mean. As , by the CLT the distribution becomes symmetric and . For small , the probability of meeting the mean is significantly above , and this effect is strongest for . Newton correctly identified (A) as the best bet.
Source: Fifty Challenging Problems in Probability with Solutions, Frederick Mosteller, Problem 19