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I stumbled upon the following problem:

Given 'n' dice with 'm' faces with values 1 to m and a number 'x' what is the probability that the sum of the numbers on the 'm' dice is greater than or equal to 'x'? That is $m \le x \le n.m$ find $P(sum \ge x)$

Now, this 'almost approximates' a normal distribution. I'm sure it won't be a straight triangle but would have some sort of 'bell'-ish shape. Now the point is, "how" can I compute this without necessarily enumerating everything? Is there a generating function like thing I can use. Probably a recursive definition? Not sure if that's the way to go but I'm just at my wit's end. I was thinking of visualizing this distribution but that would still require to know the individual probabilities $P(sum = 6),...,P(sum = m.n)$

I've mostly encountered problems with 2-3 dice and it is somewhat easy to do or compute the sums. But how can one generalize this like in this problem?

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You already have a good answer, but just to confirm, 'm' is the same for all dice? ie they all have the same number of heads? –  Peter Ellis Jan 3 '13 at 18:43
    
@PeterEllis - Yes. That's correct. –  PhD Jan 3 '13 at 18:47
    
I assume by 'heads' you mean sides (usually written as 'faces', not 'heads')? –  Glen_b Jan 3 '13 at 23:48
    
@Glen_b - Point taken and fixed. –  PhD Jan 4 '13 at 0:29
    
Are you also able to fix the title, please? –  Glen_b Jan 4 '13 at 6:10

2 Answers 2

up vote 4 down vote accepted

For many purposes, you can use a normal approximation with continuity correction.

You can also use recursion for the probability that the total equals $y$, and add these from $y=x+1$ through $y=mn$.

There is also an exact formula for the probability that the sum equals $y$ involving a single summation, which gives you a double sum for the probability the sum is greater than $x$. Be careful that in the linked answer, the "dice" had values from $0$ through $m$ instead of from $1$ through $m$. You can convert these by subtracting $1$ from each die and $n$ from the total, and using $m-1$ in place of $m$. Also, as whuber pointed out, there can be numerical instability if you are not careful in the order in which you add the terms of an alternating sum.

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Why don't you compute $P(sum > x)$ using a recursive formula with respect to the number of dices? Something like $P(sum_n > x) = P(sum_{n - 1} + outcome_n > x) = \sum_{1}^{m}p_i1_{1 \le i \le m}P(sum_{n-1}>x-i)$.

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