mysql@stat1.db.test>alter table test add index idx_id_age_p(id,age,p);
Query OK, 4 rows affected (0.03 sec)
Records: 4  Duplicates: 0  Warnings: 0

mysql@stat1.db.test>select id,age,max(p) from test group by id,age;
+------+------+--------+
| id   | age  | max(p) |
+------+------+--------+
|    1 |    1 |      2 | 
|    2 |    2 |      4 | 
+------+------+--------+
2 rows in set (0.02 sec)

mysql@stat1.db.test>delete from test where (id,age,p) not in (select * from (select id,age,max(p) as p from test group by id,age) as tmp);
Query OK, 2 rows affected (0.02 sec)

mysql@stat1.db.test>select * from test;
+------+------+------+
| id   | age  | p    |
+------+------+------+
|    1 |    1 |    2 | 
|    2 |    2 |    4 | 
+------+------+------+
2 rows in set (0.00 sec)