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 Pages: Author Topic: How do you calculate probability?  (Read 10236 times)
mizerydearia
Hero Member      Offline

Activity: 574
Merit: 504   July 19, 2010, 03:13:43 AMLast edit: July 19, 2010, 03:32:42 AM by mizerydearia

.I am trying to correct some PHP code to calculate probability of generating a block for bitbot.  bd_ and llama have provided some debate regarding how to calculate it and I suggest it be moved to forum for further eyes to analyze their findings and to come to a conclusion on best formula to calculate probability.

For now, here's code I've been using:
Code:
`		//var p = target*rate*1000/Math.pow(2,256);		//var txt = "<table border='1'>		//		<tr style='font-weight:bold'>	<td>Probability</td>	<td>Time</td></tr>\n"+"		//		<tr>				<td>Average</td>	<td>"+getHumanTime(1/p)+"</td></tr>\n"+getRow(0.50,p)+getRow(0.95,p)+"</table>";		//document.getElementById('answer').innerHTML = txt;		//function getRow(prob,p) { return "<tr><td>"+100*prob+"%</td><td>"+getHumanTime(-Math.log(1-prob)/p)+"</td></tr>\n";		bcscale(256);		\$a = bcsub(bcpow(2,256),1);		\$b = bcmul(bcpow(2,32),\$difficulty);		\$target = bcdiv(\$a,\$b); // target		\$pph = bcdiv(\$target,bcpow(2,256)); // probability per hash		if (isset(\$_GET["r"]) && \$_GET["r"] != "") {			\$rate = \$_GET["r"];			if (is_numeric(\$rate)) {				function humantime(\$secs) {					if (\$secs<0) return false;					\$m = (int)(\$secs / 60); \$s = \$secs % 60; \$s = (\$s <= 9) ? "0\$s" : \$s;					\$h = (int)(\$m / 60); \$m = \$m % 60; \$m = (\$m <= 9) ? "0\$m" : \$m;					\$d = (int)(\$h / 24); \$h = \$h % 24;					return \$d."d \$h:\$m:\$s";				}echo "https://bitcointalk.to/index.php?topic=471.0";exit;				// Where does this go?				// <bd_> To compute the number of hashes needed to reach a success probability of P_targ, you'll want n >= log(P_targ)/log(1-P)				// <bd_> So time needed is (log(P_targ)/log(1-P))/rate				// <bd_> To compute the probability per second, you'll want 1-(1-p)^rate, where p is the probability of a single hash being correct				//\$pps = bcdiv(bcmul(\$target,1000),bcpow(2,256)); // probability per second (according to bd_ this is wrong)				bcscale(16); // Next calculation takes too long for higher bits				\$pps = bcsub(1,bcpow(bcsub(1,\$pph),\$rate)); // probability per second				//echo "probabiliy per second == 1-(1-p)^rate == 1-(1-\$pph)^\$rate == \$pps";exit;				// Comment next line for 256-bits of data				bcscale(16);				\$ppr = bcmul(\$pps,\$rate);				//\$ppr = \$pps;				\$etaAvg = humantime(bcdiv(1,\$ppr));				\$eta25 = humantime(bcdiv(-log(.75),\$ppr));				\$eta50 = humantime(bcdiv(-log(.5),\$ppr));				\$eta75 = humantime(bcdiv(-log(.25),\$ppr));				\$eta95 = humantime(bcdiv(-log(.05),\$ppr));				\$eta99 = humantime(bcdiv(-log(.01),\$ppr));				echo "ProbabilityPerSecond(\$ppr) Avg(\$etaAvg) 25%(\$eta25) 50%(\$eta50) 75%(\$eta75) 95%(\$eta95) 99%(\$eta99)";			} else echo "This command requires either no argument or a numeric argument representing khash/sec.";		}		else {			bcscale(32);			\$pph = bcmul(\$pph,1);			echo "ProbabilityPerHash(\$pph)";		}`

http://nullvoid.org/bitcoin/bc.php?q=gethashprobability&r=2000 where r is your khash/sec 1560984941 1560984941

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llama
Member   Offline

Activity: 103
Merit: 10  July 19, 2010, 03:38:52 AM

Actually, it seems that BD_ and I have come to an agreement!

To calculate average (expected value of generation time):

1/(pr)

To calculate how long until you have a T chance of producing at least 1 block:

-ln(1-T)/pr

Where:

p = probability of a given hash resulting in success (TARGET / 2^256)
r = rate in hashes / sec
T = target probability, such as 0.95
ln = log base e

I got to mine just by plugging variables and rearranging the poisson distribution.  BD_ can give you a different formula for the second equation, which he heroically derived from the binomial distribution, but which yields the same effective results. Pages: