On Wed, 28 Oct 2009, Richard Goldstein wrote:
during a consecutive period of 120 days, if it rains on 7 days and my
client wears a hat on 4 days (these are independent of any knowledge of
the weather), what is the probability that it will rain on 3 of the days
on which he is wearing a hat?
Perhaps beating Maarten to the punch, I immediately thought to do a 
simulation, and I came up with 0.00048260, right in line with Al 
Feiveson's analytic solution.
----------------------------------------
mata:
rseed(1)
tries = 10000000
totaln = 0
for(i=1; i<=tries; ++i) {
	// rain has 7 ones
	rain = J(120, 1, 0)
	rain[1..7] = J(7,1,1)
	// hat has 4 ones
	hat = J(120, 1, 0)
	hat[1..4] = J(4,1,1)
	// shuffle each one
	_jumble(rain)
	_jumble(hat)
	// if there's a match, hat+rain==2
	both = rain + hat
	matches = sum(both:==2)
	// we want to know if there were three matches
	if (matches == 3) {
		totaln = totaln + 1
	}
	if (mod(i, 1000) == 0) {
		printf(".")
	}
}
printf("\n\nProbability is about %10.8f\n", totaln/tries)
end
----------------------------------------
  -- Brian Poi
  -- [email protected]
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