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全部话题 - 话题: probability
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I***e
发帖数: 1136
1
来自主题: Quant版 - Probability question
no such day = 80.163%
1 day = 17.814%
2 days = 1.889%
3 days = 0.127%
4 days = 0.006%
5 days = 0.000%
Your argument that 1 day probability is 0.01 is incorrect. 0.01 is the
probability of just one trial to show performance worse than 99% VAR, not 22
days.
-iCare-

business
h*****a
发帖数: 52
2
1. There are some unbiased coins (equal probability of having head and tail
when tossed). Initially, all the coins are tossed. The following steps are
followed after that:
- turn all the Head up coins to Tail.
- toss all the Tail up coins.
Find the probability of finding the a coin Head up after 'n' pairs of steps,
( or to frame it differently, find the number of coins with Head up) (Hint:
think in terms of ratio)
Ideas?
t*****e
发帖数: 53
3
来自主题: Quant版 - a probability question
can anybody help to use a simple probability theory to explain. no
stochastic calculus please!
there is pentagon with five bugs sitting in the middle point of each edge.
Each bug can go both directions along the edge. and they can change
direction any time. whats the probability that 2 or 3 bugs can meet each
other.
o****e
发帖数: 80
4
来自主题: Quant版 - probability questions
Suppose you have a coin in which the probability of flipping a heads is p,
where p>=0.5 . What is the expected number of flips it will take for the
number of heads to equal the number of tails, assuming the first flip is a
tail?
answer is like this;
Think of the problem as a random walk where the probability is p of moving
to the left and 1-p of moving to the right. The expected change in the
position on the number line per move is p*(+1) + (1-p)*(-1) = 2p-1. The
first flip resulted in moving on
z****i
发帖数: 406
5
来自主题: Quant版 - probability questions
with probability p, you move from -1 to 0, so the number of flips is 1;
with probability 1-p, you move from -1 to -2, and the expected number of
flips is 2*E, because you need E flips to get -1 first, then you need
another E to get to 0 from -1.
z****i
发帖数: 406
6
来自主题: Quant版 - probability questions
x_i = 1 with probability p;
= -1 with probability 1-p.
so E[x_i] = 2p-1 for each i, i.e, each flip.
The process stops when \sum x_i = 1.
S_n = \sum_i^n x_i
where n is the stopping time, i.e., # of flips when S_n = 1.
We know at stopping time n, S_n = 1.
apply Wald's equation,
1=S_n = E(S_n) = E(n) *E(x_i)
we have E(n) = 1/(2p-1).

one
a***n
发帖数: 423
7
Assume that the first person pick a number i with a probability of 1/100,
then the second person have a probability of 1/100 to guess right and 99/100
to guess wrong. for each correct guess, the second person can get $i.
So expectation of the second person's pay off is 1/100*sum of ($1/100 to $
100/100)=$0.505
How do you think about it?
a***n
发帖数: 423
8
One question: in this strategy, the probability to pick number 1 is 1. does
it mean the first person will always pick up number 1? does it require sum
of probability to pick number i (i = 1 to 100) is 100 percent?

1
the
L**********u
发帖数: 194
9
来自主题: Quant版 - 【Probability】老题 Fair coin
This problem can be solved by Wald's Equality.
Let X_i= either 2 or -1 with probability 1/2 respectively. N be the stopping
rule.
The gain can be written as
S=50+X_1+X_2+.....X_N.
By Wald's equality
E[S]=50+E[X_i]E[N]=1/2E[N].
and
E[N]=50/2^{50}+53/2^{53}+56/2^{56}+...+100*(1-1/2^{50}-1/2^{53}-1/2^{56}-...)
If you just want an approximation, then you can say E[S]=100 since the
probability
1-1/2^{50}-1/2^{53}-1/2^{56}-... is almost 1. i.e. E[N] is almost 100
s*******m
发帖数: 153
10
来自主题: Statistics版 - model the probability of recurrence??
求教
如何模拟: given 公司上个季度分红, 这个季度still分红的 probability.
Is this conditional probability problem or prob of recurrence?
感谢!
f*******r
发帖数: 383
11
1) J. PITMAN的Probability
2) J. RICE的Mathematical Statistics and Data Analysis
或者C. STONE的A Course in Probability and Statistics
m**c
发帖数: 88
12
概率,从工科实践来看,有这么两个角度来看这个定义,(以生成服从某个分布的随机
数为例)
一种理解是: 我做了100次试验,生成了100个随机数,然后这些数位于区间【a,b】的
概率(或者
说frequency)是P。
另一种理解: 我还是做这个实验,每次生成一个随机数,这个随机数位于区间【a,b】
的概率(或者
说belief)是P。
一个概率可以从这两个角度来理解吗?这两个完全等同的?如果我得到了在第一种定义
下的概率P(实
践中第一种解释容易操作,通过做实验来证明,第二种好像没法通过实验来验证),我
是不是也可以
相应的,把它理解成第二种定义下的概率P?因为实践中,我对第二种定义下的概率更
感兴趣,更能说
明一些事情。
这就是所谓的 Frequentists 和 Bayesians 的区别吗?
这是百科的解释:
1. Frequentists talk about probabilities only when dealing with
experiments that are random and well-defined. The probability of a
random
a****3
发帖数: 11741
13
我在看讲义,提到“estimate the probabilities", 接下来又说:
Where does the data come from?
1. Primary data from studies
2. Literature Reviews
3. Expert Opinion
4. Consensus development conferences
5. Best Guess
6. Local vs Global values
然后讲到Monte Carlo Sensitivity Analysis:
Probabilities that calibrate standard decision trees are point estimates of
a quantity: they do not contain
estimates of the accuracy or precision of that variable.
我想我大概明白我要怎么用monte carlo simulation了。
t*********g
发帖数: 114
14
来自主题: Statistics版 - is exact alpha + coverage probability = 1 ?
a little confusion.
if we creat a confidence interval of 1- alpha (nominol alpha),
the coverage probablity of the CI is not exact ( 1 - alpha ).
1 - coverage probablity = exact alpha level , right?
p*********8
发帖数: 1039
15
来自主题: Statistics版 - 问问probability theory 课程的问题
现在在上probability theory 的课,用的教程是
a probability path这本书,感觉特别难,想请问有没有
于此相关或是类似的中文书籍呢?想找本中文书对着看,谢谢先!!
s**5
发帖数: 68
16
Hello,被一问题stuck住了,想请教一下各位:
如果有两个Binary random var (X=0 or 1) and (Y=0 or 1),我现在知道他们各自的
marginal probability, Px and Py,并且 X and Y are correlated with correlation
coefficient r, 应该怎么求joint probability Px,y? 先谢谢了!
n*****t
发帖数: 18
17
锟斤拷锟斤拷锟絣ogistic regression锟斤拷锟斤拷coefficient锟斤拷锟斤拷odds
ratio锟斤拷锟斤拷为probability
X 锟斤拷 continuous variable or binary variable
Y 锟斤拷 binary variable
锟斤拷锟斤拷卮锟斤拷锟斤拷锟斤拷锟角o拷
one unit change or value change from 0 to 1 of X ----> what does it mean in
terms of probability of choosing Y=1?
锟斤拷要转锟斤拷odds ratio锟金?伙拷锟斤拷直锟接撅拷锟斤拷锟斤拷OR? 锟斤拷锟
斤拷一些锟斤拷锟阶o拷锟斤拷锟斤拷锟斤拷直锟斤拷锟斤拷OR...
锟斤拷谢锟剿o拷
n*****t
发帖数: 18
18
锟斤拷锟斤拷锟絣ogistic regression锟斤拷锟斤拷coefficient锟斤拷锟斤拷odds
ratio锟斤拷锟斤拷为probability
X 锟斤拷 continuous variable or binary variable
Y 锟斤拷 binary variable
锟斤拷锟斤拷卮锟斤拷锟斤拷锟斤拷锟角o拷
one unit change or value change from 0 to 1 of X ----> what does it mean in
terms of probability of choosing Y=1?
锟斤拷要转锟斤拷odds ratio锟金?伙拷锟斤拷直锟接撅拷锟斤拷锟斤拷OR? 锟斤拷锟
斤拷一些锟斤拷锟阶o拷锟斤拷锟斤拷锟斤拷直锟斤拷锟斤拷OR...
锟斤拷谢锟剿o拷
n*****t
发帖数: 18
19
我想把logistic regression出的coefficient或者odds ratio解释为probability
X : continuous variable or binary variable
Y : binary variable
我想回答的问题是:
one unit change or value change from 0 to 1 of X ----> what does it mean in
terms of probability of choosing Y=1?
需要转化odds ratio吗?还是直接就能用OR? 看了一些文献,好像不能直接用OR...
多谢了!
h***x
发帖数: 586
20
I mean, if we have campaign data, it should be easy to build a logistic
model to predict the probability to buy, but what if we do not have campaign
data?
I have a customer transaction data (only record the last purchase
behaviors, of course we have 3 party demographic data as well). The client
ask if we can provide the probability of customers' next purchase.Is
it possible? Any suggestion is welcome!
Thanks!
q********i
发帖数: 795
21
加几列fake data进去,把你要的自变量值包括进去, run glimmix, output predicted
probabilities. fake data doesnt contribute to your model estimation, but
the program will calculate those probabilities in the end.
j****n
发帖数: 464
22
大夫 说你 probably 有什么病的时候,基本你就是已经有了;
大夫 说你 possibly 有什么病的时候,一般来说你 没有
M*****n
发帖数: 16729
23
0 =< probability<=1
possibility = 0 or 1.
m*******r
发帖数: 1701
24
probability is the quantified possibility.
c*****r
发帖数: 8227
25
读下面这个句子,反复读,你就能体会了:
中国人民明年推翻TG政权 is possible but not probable.
c****x
发帖数: 6601
26
Three Things You Should Know About Islam by http://www.youtube.com/TheWhiteR0ses
Three surprising things you probably didn't know about Islam and the Quran.
This subject may affect you in the near future, so take the chance to inform
yourself now - before it does.
-----------------------------------------------------------
Islam (Arabic: الإسلام al-'islām,
pronounced [ʔislæːm] is the monotheistic religion
articulated by the Qur'an, a text ... 阅读全帖
t*******h
发帖数: 2744
27
http://www.rollingstone.com/politics/news/donald-trump-just-sto
Trump is probably too dumb to realize it, or maybe he isn't, but he doesn't
need to win anything to become the most dangerous person in America. He can
do plenty of damage just by encouraging people to be as uninhibited in their
stupidity as he is.
j*********r
发帖数: 24733
28
comeandgo (春困秋乏夏打盹)发于 Tue Jul 19 09:08:55 2016, 美东, 信区:
USANews标 题: RNC chairman: I will fire speechwriter. 刚才看了一帧一帧的
对比回放,的确抄袭。美国人对抄袭的定义极宽。
原文:
Republican National Committee Chairman Reince Priebus defended Melania Trump
on Tuesday after her convention speechdrewcharges of plagiarism
, saying he'd "probably" fire the speechwriter if it were his decision.
"I don't blame her," Priebus said of Melania Trumpat a Bloomberg
Politics breakfast with journalists in Cleveland on the second day of the
Rep... 阅读全帖
j*********r
发帖数: 24733
29
jerrycasper (Cat)发于 Tue Jul 19 11:35:07 2016, 美东, 信区: USANews标
题: Re: 大家再来评价下看门狗吧
省略了“probably”以及后面的 "if it were his decision", 然后在看门狗嘴里这话
就变成了
“ RNC chairman: I will fire speechwriter.”
然后再发一贴添油加醋的渲染。
comeandgo (春困秋乏夏打盹)发于 Tue Jul 19 10:40:10 2016, 美东, 信区:
USANews标 题: Re: RNC chairman: I will fire speechwriter.
你在美国读书难道没有受过防plagiarism的训练?没看到电视上那么多支持trump的嘉
宾 也痛心疾首?难道Reince Priebus难道也是米犹媒体?
j*********r
发帖数: 24733
30
看门狗的解释
comeandgo (春困秋乏夏打盹) 发于 Tue Jul 19 11:38:37 2016, 美东, 信区:
USANews标 题: Re: 大家再来评价下看门狗吧
去掉probably和后面的是个问题,去找老邢反映把,标题太长发不出去。
j*********r
发帖数: 24733
31
我的回应
jerrycasper (Cat)发于 Tue Jul 19 11:42:06 2016, 美东, 信区: USANews标
题: Re: 大家再来评价下看门狗吧
jerrycasper (Cat)发于 Tue Jul 19 11:41:12 2016, 美东, 信区: USANews标
0 2 题: RNC Chairman: I will "probably" fire the speechwriter if it
were his decision.
看门狗用老邢做借口,再来看看吧
j*********r
发帖数: 24733
32
来自主题: USANews版 - 你造谣!不是fire!是probably fire!
这个是原话
“Republican National Committee Chairman Reince Priebus defended Melania
Trump on Tuesday after her convention speechdrewcharges of
plagiarism , saying he'd "probably" fire the speechwriter if it were his
decision. ”
j*********r
发帖数: 24733
33
来自主题: USANews版 - 你造谣!不是fire!是probably fire!
你的解释
comeandgo (春困秋乏夏打盹) 发于 Tue Jul 19 11:38:37 2016, 美东, 信区:
USANews标 题: Re: 大家再来评价下看门狗吧
去掉probably和后面的是个问题,去找老邢反映把,标题太长发不出去。
j*********r
发帖数: 24733
34
来自主题: USANews版 - 你造谣!不是fire!是probably fire!
然后我帮你发了长标题
jerrycasper (Cat)发于 Tue Jul 19 11:41:12 2016, 美东, 信区: USANews标
题: RNC Chairman: I will "probably" fire the speechwriter if it were his
decision.
看门狗用老邢做借口,再来看看吧
a******g
发帖数: 318
35
实在不好意思问老板,来这里高手如云的地方问问?
假设有一个连续函数h:
h(x,y)=x^2+y^2+2x,
其中x=[0 1],y=[0,1].
(其实h是surface height,当然,它是什么不重要)
请问一下h的概率密度函数(Probability density function)怎么求?
我想知道理论解(closed-form expression)怎么求,不要让我用matlab离散方法做。
10包子准备奉上给第一个解答的,谢谢。
b**********0
发帖数: 53
36
In CISE-CNS, many competitive proposals have been funded (because the number
of highly competitive proposals is usually very limited). None of my
competitive proposals have had any luck, however. I suspect my career
proposal may be competitive but not highly-competitive again. I wonder if
there is any way of increasing the probability for a competitve proposal? It
is my fifth year now, and I am kind of in a panic mode since I have not got
good funding record.
My chair suggests me visiting PM. Bu... 阅读全帖
w********g
发帖数: 10
37
A bag has 3 red marbles and 2 blue marbles. You draw two marbles at once,
randomly. What are the odds they
are the same color?
小弟probability学的不好,望赐教,谢谢!
z******g
发帖数: 36
38
请教各位:
想买的房子report上写在probable subsidence zone里面, 不知道这个要不要紧
?地点在南加
谢谢!
b********y
发帖数: 5829
39
Is this the start of a bearish trend? Probably not.
THERE WERE MORE THAN ENOUGH EXCUSES for the sellers to finally get
aggressive enough to drop an overbought stock market by about 5% from a new
2010 high in three short days last week.
The negatives were many: China cinching up lending rates, decent corporate
earnings that had largely been priced in, the president proposing to neuter
banks' trading desks, the reconfirmation of Federal Reserve Chairman
Bernanke in congressional limbo, market bell
D****6
发帖数: 3429
m****a
发帖数: 112
41
来自主题: Stock版 - Trading is a probability game
为什么版上那么多人觉得自己能铁口直断呢?装神有意思吗?
Trade according to the probability and overtime you can make money.
s*********4
发帖数: 468
42
Rogers Holdings Chairman Jim Rogers is certain that the U.S. economy will be
in recession in the next 12 months.
During an interview on BloombergTV, the famous investor said that there was
a 100 percent probability that the U.S. economy would be in a downturn
within one year.
"It's been seven years, eight years since we had the last recession in the U
.S. and normally, historically we have them every four to seven years for
whatever reason—at least we always have," he said. "It doesn't have to
h... 阅读全帖

发帖数: 1
43
直接差分就是risk-neutral probability.
比如周五到期的spy,strike206和205.5put现在分别$0.31,$0.24,那跌到206以下市场
目前price in的概率就是大约7%。
n***i
发帖数: 777
44
谢谢, 这是什么原理? 每个点位上查分都是哪个点位的otm probability 吗?
a***m
发帖数: 5037
45
Pound dives as City reckons with Leave probability
Sterling is heading ever lower against the dollar - on track for its worst
losses against the US currency in at least the last three decades.
p**8
发帖数: 3883
46
Potential EB Visa Number Exhaution in July and Probable Actions of State
Department or USCIS
By now, people understand that the sources of potential action by the State
Department or USCIS are predicated on the two important facts. One was the
information from a government source that there were only about 40,000
numbers left for the entire EB visa numbers for the FY 2007 which ends on
September 30, 2007. The second important fact was that reportedly the USCIS
alone had far more than 40,000 I-48
x***h
发帖数: 9020
47
来自主题: Immigration版 - [求审稿] fatigue & fracture & probability
fatigue & fracture
probability & reliability
谢谢
p***e
发帖数: 29053
48
3012现在情况--ignored and probably dead?
d*2
发帖数: 2053
49
http://www.nytimes.com/gwire/2010/12/20/20greenwire-probable-carcinogen-found-in-tap-water-of-31-us-4856.html
By ELANA SCHOR of Greenwire
Published: December 20, 2010
In 25 of 35 U.S. cities where tap water supplies were tested for hexavalent
chromium -- deemed likely to cause cancer in humans in a U.S. EPA draft
review this year -- levels of the chemical exceeded the minimum set by the
state of California to protect public health, according to a report released
today by an environmental group.
... 阅读全帖
l**i
发帖数: 8245
50
来自主题: Tennessee版 - 注意黑店,jiffy lube probably ez lube
【 以下文字转载自 LosAngeles 讨论区 】
发信人: wolfstar76 (wolf), 信区: LosAngeles
标 题: 注意黑店,jiffy lube probably ez lube
发信站: BBS 未名空间站 (Wed Dec 12 01:36:47 2007)
靠,早应该看这录像!!!!!!!!!!!
我差点去了 LA 的 jiffy lube, 结果去了 ez lube, 也是一样黑啊
我有一个 $19.99 的 14点检测换机油的coupon, 赶紧去了,连同 tire rotation, 一
共税前 $35, 还挺高兴的。
结果我被送进休息室不久,一个技术人员进来让我去,告诉我发现。。。。等等问题,
需要 flush transmission, 等等, 一共接近 三百刀。反正不做就很快有大问题。
我告诉他们,我6,7月才在 dealer 做了三万迈的大维护,接近四百刀呢,怎么就要那
么多维护?
那家伙告诉我,dealer不会告诉你去修这个,等到。。。坏了,修的更贵。。。
我晕头晕脑被那人说蒙了,不过,理智告诉我这里有猫腻。我要求今天只做换机油和
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