Fate Dice Intervals
Last month I checked my Fate dice for biases. One of the things I did was plot an interval for the 4dF outcomes (4 through 4) we expect from a fair set of dice 99% of the time. In this post I will look at four different methods of computing those regions. While writing this post, I came upon a NIST handbook page that covers the same topic; check it out too!
As per usual, you can find the Jupyter notebook used to perform these calculations and make the plots here (rendered on Github).
Normal Approximation
One of the simplest ways of determining how often we expect an outcome to appear is to assume that the distribution of results is Gaussian.^{1} If the outcome has a probability P, and the dice are thrown N times, then the range of expected results is:
Where z is the correct value for the interval (2.58 for 99%) and the two M values are the lower (for minus) and upper (for plus) bounds on the region.
Using this approximation yields values that are close to exact, with the exception that they allow negative counts for rare outcomes. The values (the negative outcomes 4 through 1 are removed, because the distribution is symmetric) are:
Outcome  Lower Bound  Upper Bound 

0  97.47  147.42 
1  79.64  126.58 
2  45.05  83.84 
3  13.01  38.55 
4  0.06  12.95 
Wilson Score Interval
The Wilson score interval gives a better result than the normal approximation, but at the expense of a slightly more complicated formula. Unlike the normal approximation, the Wilson interval is asymmetric and can not go below 0. It is defined as:
Plugging in the numbers yields:
Outcome  Lower Bound  Upper Bound 

0  99.34  149.02 
1  81.73  128.46 
2  47.52  86.31 
3  15.72  41.74 
4  2.43  16.84 
Monte Carlo Simulation
The previous two methods were quick to calculate, but only returned approximate results. One way to determine the exact intervals is to simulate rolling the dice. This is often easy to implement, but is slow due to the high trial count required.
The following code (which can be found in the notebook) will “roll” 4dF N times per trial, and perform 10,000 trials:
After generating the trials, the intervals are computed by looking at the 0.5 percentile and the 99.5 percentile for each possible 4dF outcomes. The results are:
Outcome  Lower Bound  Upper Bound 

0  98  148 
1  80  127 
2  46  84 
3  14  39 
4  1  14 
Binomial Probability
Simulating the rolls is guaranteed to produce the right result, but it takes a lot of time to run. For a simple case like rolling dice, we can calculate the intervals exactly using a little knowledge of probability. This is the method I used in my previous post because it is fast and exact.
The interval indicates the expected results a fair set of dice would roll 99% of the time, but that is exactly what probabilities gives as well! The interval is therefore just the set of rolls that make up 99% of the cumulative probability, centered around the most likely value for each outcome. Equivalently, we can find the set of rolls that make up the very unlikely 1%, which will come (approximately equally) from both tails of the distribution. That is, integrate from the low side (which is a sum, since the bins are discrete) until the cumulative probability is 0.5%, and then repeat for the high side. The stopping points are the correct lower and upper bounds.
Here is an example image showing this process for the probability distribution of the number of zeroes rolled if the dice are thrown 522 times. The red parts of the histogram are the results of the two integrals, each containing about 0.5% of the probability, and the grey lines mark the lower and upper bounds at 98 and 148.
Each of the bins in the plot has probability given by:
Where P is the probability of rolling the outcome on one roll and M is the number of time the outcome happens in N throws.
Applying this process to all the possible outcomes gives the following results:
Outcome  Lower Bound  Upper Bound 

0  98  148 
1  80  127 
2  46  84 
3  14  39 
4  1  14 
Comparison
Tables are great when you want exact numbers, but it is much easier to compare the various methods using a plot. The following plot shows the predictions from each of the four methods for the outcomes 0 through 4. The negative outcomes (4 through 1) are omitted because the distributions are symmetric.
The Monte Carlo method and the estimate using the binomial probability agree exactly, as expected. The naive variance method agrees well for the first few values, but begins predicting lower intervals as the value increases, finally ending with a nonsense negative count. The Wilson interval is consistently higher than the other values, and this discrepancy increases as the value of the roll increases.

The central limit theorem can be used to justify this approximation, but as you can see in the plot in the binomial section, even for large N the distribution is not a perfect Gaussian. ↩