hard · Generating functions and transforms
Throughout, a "die" is a six-faced die whose faces carry values in (part 1) or in the positive integers (part 2). Two dice are rolled independently and their values added. Encode a die by its probability (or counting) generating function , where is the weight attached to the value ; the generating function of the sum of two independent dice is then the product of their generating functions.
1. Let two dice carry values in with arbitrary probability weights and (each set summing to ; the two dice need not be identical and neither need be fair). Prove that no choice of weights makes the sum uniformly distributed on .
2. Now let both dice be fair (each of the six faces equally likely) but allow the six faces of each die to be labeled with arbitrary positive integers, repetitions permitted. Determine all unordered pairs of such dice whose sum has exactly the same distribution as the sum of two ordinary fair dice labeled . Exhibit explicitly every labeling that differs from the standard one.
Write the generating functions By independence, the probability generating function of is the product . A uniform law on (eleven values) would require
Both dice show values , so and have zero constant term; factor out the smallest power: The product has degree and each factor has degree at most , so both must have degree exactly (equivalently ). Hence are real polynomials of degree , and cancelling gives
Here is the step a candidate misses. The roots of are the eleven th roots of unity except . Because is odd, the only real solution of is , which we have removed; therefore the right-hand side has no real root at all.
But has real coefficients and odd degree , so by the intermediate value theorem (a real polynomial of odd degree changes sign at ) it must have at least one real root . Then is a real root of the product, contradicting that the product has no real roots.
Conclusion. No weighting of two six-sided dice yields a sum uniform on .
(Remark: the same odd-degree argument rules out a uniform sum whenever the number of attainable sums is odd. The tempting wrong instinct — trying to solve the linear system in the numerically — never terminates in a clean impossibility proof.)
For a fair die whose faces are positive integers, take counting generating functions: over the six faces, so has nonnegative integer coefficients, , and no constant term. Two such dice reproduce the standard sum distribution iff
Factor the single standard die over into cyclotomic polynomials. Since with , Hence
Because is a UFD and these cyclotomic factors are irreducible, and are each products of a sub-multiset of the eight factors . Three constraints pin down the split:
Thus
Compute the nonstandard dice. With : so the faces are . For the partner, expand . Since and , their product is and multiplying by gives so the faces are .
Conclusion. Up to swapping the two dice, exactly two pairs reproduce the standard two-dice sum distribution:
| Pair | Die A faces | Die B faces |
|---|---|---|
| Standard | ||
| Sicherman |
The unique nonstandard labeling is the Sicherman pair and . Both dice remain fair, each face equally likely, yet the sums occur with the identical frequencies out of .
(Note: the constraint is what forces the and factors to be shared symmetrically; only the self-reciprocal factor can migrate, which is exactly why there is one and only one alternative.)
easy · Multiple testing, p-value pitfalls and false discovery rate
You have run independent hypothesis tests and obtained the following ten p-values, already sorted in increasing order :
The Benjamini-Hochberg (BH) procedure at level finds
and rejects the hypotheses corresponding to (rejecting nothing if no such exists).
The BH cutoffs are . Tabulate against :
| ? | |||
|---|---|---|---|
| 1 | 0.001 | 0.005 | yes |
| 2 | 0.008 | 0.010 | yes |
| 3 | 0.012 | 0.015 | yes |
| 4 | 0.017 | 0.020 | yes |
| 5 | 0.023 | 0.025 | yes |
| 6 | 0.031 | 0.030 | no |
| 7 | 0.034 | 0.035 | yes |
| 8 | 0.20 | 0.040 | no |
| 9 | 0.30 | 0.045 | no |
| 10 | 0.40 | 0.050 | no |
The rule asks for the largest satisfying the inequality, not the first failure. The inequality holds at (and fails at ), and fails for all . Hence
BH rejects : the seven hypotheses with p-values through . The largest rejected p-value is .
The scan-from-top shortcut stops at (first failure) and would reject only the top five. It misses .
BH is a step-up procedure: it starts from the largest index and steps down to the first success, so it takes the largest crossing point. The threshold grows with , so a p-value can sit above its own cutoff yet still be rejected because a later, larger cutoff is met — here , but because , index 6 is rejected too. Stopping at the first failure is the classic mistake; it turns BH into an overly conservative rule.
The Benjamini-Hochberg theorem (1995) states that when the p-values are independent, the procedure at level controls the false discovery rate at
where is the number of true nulls, the number of false rejections, and the total number of rejections. The factor appears because only true nulls can contribute false discoveries, and each true null's p-value is (sub-)uniform; the true alternatives cannot inflate the false-discovery count.
With , , :
Two tempting errors are worth flagging. First, confusing BH with a fixed threshold at : rejecting every would reject the eight smallest (through — actually is above, so seven here) with no FDR guarantee at all. Second, reading itself as the achieved FDR bound; the actual guaranteed bound is , which is why BH is conservative when many alternatives are true. The guaranteed bound in part 3 is .
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