Here are two problems (#16 and #17), adapted from the book
Fifty Challenging Problems in Probability
Frederick Mosteller, Dover
Publications.

Problem 16:
Eight tennis players (call them A,B,C,D,E,G,F,H) are randomly assigned to
start positions in a ladder tournament. Initially, position 1 plays position
2, position 3 plays 4, 5 plays 6 and 7 plays 8. Second round has 2 matches:
winner of (1,2) match plays winner of (3,4), and winner (5,6) plays
winner(7,8). The winners of the two 2nd round matches play each other in the
final match. Player A wins against any of the others. Player B always
beats any opponent except player A. What is the probability that player B
wins the 2nd place trophy in the final match?
Problem 17: In the same tournament type as in the previous problem, assume that the
8 players are of equal skill levels so
each has a 50-50 chance of winning any particular match. A and B happen to
be twins. What is the probability that they will play each other in some
match during the tournament?
I enjoy working on probability theory problems even though it's
not my strongest subject. The problems tend to be easy to state and
understand, but sometimes irritatingly difficult to solve. The
"Fifty Challenging Problems" is book has a number that are interesting, of which the
two are presented here. The problems in the book have
solutions provided, but I only use them as the last resort. Over the years I have developed the habit of
experimentally finding or verifying solutions to probability problems.
Modeling the problem in code is fun and confirms that the problem was
understood. The results of running a million trials takes only a
second or two and, if both are done correctly, ensures that
experimental and analytical results will closely agree.
I've used that approach here and the program presents both my analytical solutions
developed without reference to solutions in the book and the experimental results. l promised
myself to refer to the book solution only if my analytical and
experimental result did not agree. In this case they did, but that
leaves 48 mores opportunities to fail and learn.
I plan to augment this program with additional problems in
the future so having this page as a base will help get over the documentation
hurdle when I do.
Addendum February 7, 2012: Here are two more
problems which I fond interesting and added today in Version 4:
Problem 18: If 100 coins are
tossed, what is the probability that exactly 50 heads will be showing.?
Problem 19: Samuel Pepys wrote
Isaac Newton to ask which of these events is more likely: that a person get
(a) at least 1 six when 6 dice are rolled. (b) at least 2 sixes when 12 dice
are rolled, or (c) at least 3
sixes when 18 dice are rolled. What is the answer?
Running/Exploring the Program