%matplotlib inline import matplotlib.pyplot as plt from random import random a = 4 # player a's starting dollar amount b = 6 # player b's starting dollar amount p = 0.50 # probability that player a wins a round # p = 0.5 represents a fair coin original_a = a original_b = b a_wins = 0 b_wins = 0 trials = 100000 prob_a_wins = [] for i in range(trials): while a != 0 and b != 0: if random() < p: a += 1 b -= 1 else: a -= 1 b += 1 if b == 0: a_wins += 1 else: b_wins += 1 prob_a_wins.append(1.0 * a_wins / (a_wins + b_wins)) a = original_a b = original_b plt.plot(prob_a_wins) plt.ylabel("Estimated P(A wins)") plt.xlabel("Trial Number") plt.show() print("P(A wins) = " + str(prob_a_wins[-1]))