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We have a set containing $20$ numbers from $1$ to $20$. Each time we draw only one number, and repeat it $15$ times (without replacement). Let's denote $X-$ the largest drawn number. Find the smallest ${{16} \choose {15}}/{20 \choose 15}$-fractile of a random variable $X$.

So, we look for such $x_p$ that $F(x_p)\geq {{16} \choose {15}}/{20 \choose 15}.$ If $X$ is maximum of all drawn numbers, then $F_X(t)=\Bbb P(X\leq t)=\Bbb P(X_1\leq t, ...,X_m\leq t)$ and, if all of $X_1,...X_m$ are iid then we have $\Bbb P(X_1\leq t)\cdot...\cdot\Bbb P(X_m\leq t)$. But... how to proceed?

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  • $\begingroup$ If you take 15 numbers from among 1, 2, ..., 20, then the maximum number drawn cannot be below 15 and intuitively seems it will rarely be below 16. $\endgroup$ – BruceET Dec 2 '20 at 9:48
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There are $\binom {20} {15}$ ways to choose 15 numbers from the set.

$\binom{16}{15}$ is the number of ways to choose 15 numbers only from $1$ to $16$ inclusive. The maximum of such subset is at most $16$. So the cumulative probability up to and including $t=16$ is the $\binom {16} {15} / \binom {20} {15}$.


Alternatively, consider breaking down to individual probabilitites $\Pr(X=t)$, where $15\le t \le 20$.

To choose a subset with a maximum of $t$, the subset will have 14 elements between $1$ and $t-1$. The number of subsets with a maximum $t$ is $\binom {t-1}{14}$.

Verify that the total number of subset is $\binom {20}{15}$: (the hockey-stick identity)

$$\sum_{t=15}^{20}\binom{t-1}{14} = \sum_{t'=14}^{19}\binom{t'}{14} = \binom {20}{15}$$

And similarly the $\binom {16}{15}$ is the sum

$$\sum_{t=15}^{16}\binom{t-1}{14} = \sum_{t'=14}^{15}\binom{t'}{14} = \binom {16}{15}$$

And so

$$\begin{align*} \Pr(X \le 16) &= \sum_{t=15}^{16} \Pr(X = t)\\ &= \sum_{t=15}^{16} \frac{\binom{t-1}{14}}{\binom {20}{15}}\\ &= \frac{\binom{16}{15}}{\binom {20}{15}} \end{align*}$$

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  • $\begingroup$ so the answer is simply 16? $\endgroup$ – itsme Nov 28 '20 at 13:36
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    $\begingroup$ @itsme I think yes, that the required fractile is 16. $\endgroup$ – peterwhy Nov 28 '20 at 19:29
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Verifying by simulation of a million iterations in R:

set.seed(2020)
q = 16/choose(20,15); q
[1] 0.001031992
x = replicate(10^6, max(sample(1:20, 15)))
mean(x <= 16)
[1] 0.001032

Agrees with the elegant Answer of @peterwhy (+1), which IMHO @itsme should Accept and upvote.

Note: Vector x contains a million observed maximums and x <= 16 is a logical vector of a million TRUEs and FALSEs, the mean of which is its proportion of TRUEs.

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