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Quant版 - expected maximum loss of double or nothing gambling strategy
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1 (共1页)
l*******1
发帖数: 113
1
1.
What's expected length of the longest run of heads in n tosses?
2.
what's the expected maximum drawdown to the gambler when he is using a
double or nothing strategy to bet on the number of heads?
i think 1,2 are related.
Any opinions appreciated, thx
z****t
发帖数: 78
1 (共1页)
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