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Sunday, July 24, 2022

perverse lottery finale

With the Mega Millions seemingly on fire at over $790 million it is worthwhile looking at some of the probability math of this game. We noted previously that one could purchase all 302 million number combinations for $605 million [or $2 a ticket].  Afterall, what else would be your odds of winning a proftable prize?

Let’s initially refamiliarize ourselves with the mathematical formulae for an annuity-due, 30-years at constant value payment.  We’ll assume a $660 million jackpot with interest rate [i] of 2.4%:


Where v=1/[1+i]=0.977, and d=1-v=0.023.  Or a X=660m/21.7, and an annual annuity of $30m [versus $21m if a typical deferred, immediate annuity].

The issue is on one hand the lottery has continued to keep i artificially low at 1.4%.  So for the same $30m annuity stream we have v=1/[1+i]=0.986, and d=1-v=0.014.  Or a 24.7 times X=$30m, or a rise to $741m based only on their bogus, assumed interest rate!  Closer perhaps to where the lottery in fact rose between recent drawings [from ~$645 million, to ~$770 million.]

Jointly, the lottery can also provide a growth estimate [k] of the annuity instead of keeping it at a stable value.  In theory the k should be less than i, else the valuation model would explode.  Instead the lottery chose a much higher k than even pro-coronavirus 2.4% or current 3.4%, etc.  They have 5%.


Which when k=0%, collapses back to the result further above.


And when k=i=2.4%, the formulae fails but the result is still an intuitive $660 million/30, or an annuity dropping to a $22 million initial payment.  Based solely on the lottery’s selected high value for k.

But what happens when k is 5% where the lottery currently has it set?  The same $600 million jackpot would only need an initial payment of $15 million.  In other words, the cash lump option would -all things being equal- be reduced by -32% [$22 million, to $15 million] solely because of the fictitiously higher, assumed growth rate.

And this lowering of i relative to k has allowed this week’s jackpot [top 3] to rise much faster than the cash payment value [top 7] on the annuity option.  See this 5-year historical chart below with all of the largest jackpot rankings on both prize statistics.



We see the impact of the actuarial annuity calculation above to tinkering of the lottery assumptions on your game value.  With stated jackpots rising above average, while [your more critical] cash lump options decreasing.  And coming full circle with the strategy of buying all the tickets, this cash value would have to be considered.  Still, we see this week as the likely apex of this lottery jackpot run, with over a ¾ chance of a win later this July 2022.



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