On-line Simulator for Parrondo's Paradox

c) 2000-2003, Lee Spector


This page allows you to test, demonstrate, and experiment with Parrondo's paradox as explained in "Losing strategies can win by Parrondo's paradox" by Gregory P. Harmer and Derek Abbot, in Nature, Vol. 402, 23/30 December, 1999.

This is probably not completely self-explanatory; if you really want to understand what's going on then please read the Nature article, Parrondo's brief description of the games, or the materials at Harmer's home page.

The simulator runs a specified number of trials and reports the average of the results from all of the trials. A single trial consists of a specified number of games played in succession. The number of games per trial and the total number of trials are parameters that can be changed below. For each game the user can play either game "A" or game "B". The allowed policies for choosing which game to play are:

The policy is specified via the "Repeats" parameter below; a value of 0 specifies random choices, a value of 1 specifies alternation, and a value of some integer greater than 1 indicates alternation with that number of repeats (for example, use 2 to get A, A, B, B, A, A, B, B, etc.). A negative value (for example -1) specifies that only game B will be played.

As specified in the Nature article game A involves a single coin (coin #1) while game B involves two coins (coin #2 and coin #3). The probability of winning for each coin is specified as some "Base" value minus a small "Epsilon" value. The values for Epsilon and the three bases can be specified below. When game B is played the choice between coins #2 and #3 is chosen as follows:

If the accumulated "capital" (winnings/losses) for the current trial is a multiple of the parameter M then coin #2 is played; otherwise coin #3 is played.

Parameter M can be specified below.

The simulator uses a seedable random number generator that takes two integer seeds. You don't have to change this; the simulator will work fine with the provided default values. If you do want to change the seeds please note that they must be specified between parentheses, that the first number must be an integer in the range [0-31328], and that the second number must be an integer in the range [0-30081].

All of the default values specified below are those used in the Nature article, with the exception of Total Trials. The article specifies 50,000 total but because that introduces a possibly long delay, and because the results are almost identical when much smaller values are used, a default of 1,000 has been specified here.

The output of the simulator reports your average final capital. You start with zero capital, so if this is greater than zero then you have come out ahead on average. The output also reports the "flip load" per coin, averaged over all trials. This indicates the percentage of played games that were decided via flips of coins #1, #2, or #3.

Note: No error-checking is performed on the values that you provide below. If you get strange error messages you have probably entered an invalid value for one of the parameters. Do not use commas (,) in large numbers. (Use 2000 rather than 2,000.)


Repeats
Epsilon
p1 Base
p2 Base
p3 Base
M
Initial Capital
Games per Trial (max 1000)
Total Trials (max 10000)
Random Seeds


Links


Version History

Feb 6, 2000: first version
Feb 7, 2000: inserted <br> in output for www version
Feb 11, 2000: fixed bug in flip load computation
Feb 11, 2000: unified code for web/non-web versions
Dec 12, 2000: added argument for initial capital
March 21, 2003: modified for www version running under CMUCL
June 6, 2003: added limits to prevent excessively long runs


Legalities

This code uses Chris McConnell's random.cl random number generator to allow for replication of experiments based on integer seed values. Random.cl can be obtained from the CMU Lisp Repository, at http://www.mit.edu/afs/cs.cmu.edu/project/ai-repository/ai/lang/lisp/code/math/random/

The simulator runs under CMU Common Lisp, available from http://www.cons.org/cmucl


March 21, 2003, Lee Spector