p****r
发帖数: 9164 | 1 看到思改妹纸无坑言论， 贡献小坑一个。 在一个美国人的论坛看到的,简单改一
下。 大家的观点很不同。 提出这个问题的人是个former Goldman Sachs director.
"
When we have a small edge in a gambling or investment game , we can
still lose very often. To illustrate this point, we used the 51 white
marbles, 49 black marbles in a hat example. We pick a marble, and if it is
white, we win $1, but if it is black, we lose $1. The conclusion: In the
long run, we have a 2% edge playing this game, but we will surely pick lots
of black marbles and we will surely lose with great regularity.
Of course, the "experiment" consists of drawing just a single marble,
and then the game is over. We may play over and over again, but the "game"
is always one draw. Naturally, without replacement, if we played all the way
to the end, we'd be guaranteed to win $2 every time.
So now, I'd like to propose a different problem and then ask you a
question. You have a hat with 51 black marbles and 49 white. Same $1 concept
. Still when we pick a marble, and if it is white, we win $1, when it is
black, we lose $1. Only now, you get to keep playing, without replacement,
and furthermore, you get to stop any time you please. In other words,
should you get a lead at some point, you may quit while you're ahead. Or not
. The choice would be up to you. Would you play such a game? Let's call it "
Quit When You're Ahead." Have we turned water into wine? Does this game now
have positive e.v.? What about 52 black? 53? 54?
Same game, same question, only now for 10 marbles, with 6 black and 4 white.
Would you play?" | s*y
发帖数: 18644 | |
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