Okusembera mu Bbanga Eddene: Etteeka ly'Emiwendo Eminene mu Roulette
Engeri ekigero gye kitebenkera okumpi ne −2.70%, n'ensonga lwaki kino kitwala ekiseera ekiwanvu okusinga omuntu bw'alowooza.
Okufiirwa okw'ekigero ku buli kwetooloola kusembera ku −1/37 ng'okwetooloola kweyongera, ate okusaasaana kukendeera nga 1/√N. Oluvannyuma lw'okwetooloola 1,000 ku mmyufu, ekigero kitera okuba mu ±3% okuva ku ekyo ekisuubirwa.
Etteeka ly'emiwendo eminene
Ekigero ekigenda kibalibwa ekya zzaala ezeetongodde kisembera ku muwendo ogusuubirwaokubalaOmuwendo ogusuubirwaEkivaamu eky'omu makkati ku buli zzaala mu bbanga eddene. −1/37 ya ssente za zzaala ku buli zzaala eya bulijjo eya Bulaaya.Soma byonna →. Oluvannyuma lw'okwetooloola N okwa zzaala ya emu ku emu ku yunitissenteYunitiSsente za zzaala ez'entandikwa enkola oba omuzannyi z'akozesa. Okulinnyisa zzaala kunnyonnyolwa mu yuniti kusobole okukola ku mmeeza yonna.Soma byonna → emu, ekivaamu eky'ekigero ku buli kwetooloola kirina ekisuubirwa −1/37 n'ekipimo ky'enjawukanaokubalaEkipimo ky'enjawukanaEkikolo kya kkubo bbiri eky'enjawulo y'ebivaamu; ebbanga ery'abulijjo ekivuddemu we kiba okuva ku muwendo ogusuubirwa.Soma byonna → 1/√N. Ku N = 100 okusaasaana okwo kuba 10% ku ssente za zzaala, kumpi emirundi ena okusinga akabonero ka 2.7%. Ku N = 1,000 kuba 3.2%, kumpi kwenkana n'akabonero. Ku N = 10,000 kuba 1%, era enkizo ya kaasino erabika bulungi. Enkizo terabika mu kiseera kimu eky'okuzannya, naye mu mwaka gumu terekaanya.
Ekisembera n'ekitasembera
Ekigero ku buli kwetooloola kisembera. Omugatte tegusembera: gwongera okwesamba ku zeero nga N yeeyongera, ku kigero nga 2.7% ya N, n'okusaasaana kwa √N okugwetooloola. Omuzannyi azannye okwetooloola 10,000 ku $10 asuubirwa okuba ng'afiiriddwa $2,700, okwongerako oba okuggyako $1,000. Omugabo gw'ennamba emmyufuzzaalaEmmyufuZzaala ya emu ku emu ku nnamba 18 emmyufu. Mu Lufalansa: rouge.Soma byonna → gumaze dda okutebenkera okumpi ne 48.65%; naye ssente ezisigaddewo tezitebenkera wonna.
- p10 −$440
- p25 −$280
- wakati −$140
- p75 +$0
- p90 +$140
Lwaki endowooza ey'amangu ekyamu
Abantu basuubira enkizo okulabika mangu kubanga 2.70% kiwulikika ng'ekingi, era basuubira emitendera emiwanvu “okwenkanankana” kubanga etteeka ly'emiwendo emineneokubalaEtteeka ly'emiwendo emineneEkigero ky'ebivaamu ebyetongodde kisemberera omuwendo ogusuubirwa ng'omuwendo gw'okugezaako gweyongera.Soma byonna → ligamba nti ebigero bisembera. Endowooza zombi zisobya obunene: enkizo ntono bw'ogigeraageranya n'enjawulo y'ebivaamuokubalaEnjawulo y'ebivaamuEkipimo ky'engeri ebivaamu gye bisaasaanamu okwetooloola omuwendo ogusuubirwa. Kinene ku straight up, kitono ku zzaala za emu ku emu.Soma byonna → ey'okwetooloola okumu (σ = yuniti 1 ate EV = 0.027), kale kyetaagisa okwetooloola (1/0.027)² ≈ 1,400 okulabika ku sigma emu. Era okusembera kw'ekigero tekuzzaayo mugatte; kukendeeza bukendeeza kwawukana okwayita.
Okusembera ku zzaala endala
Ku straight upzzaalaStraight upEnnamba emu yokka, esasula 35:1.Soma byonna → σ = 5.84, kale okubala okwo kwe kumu kuwa (5.84/0.027)² ≈ okwetooloola 47,000 enkizo okutuuka ku sigma emu. Omuzannyi wa straight up asobola okuzannya emyaka nga enkizo tesobola kwawulwa ku mukisa mu biwandiiko bye, so ng'asasula 2.70% ze zimu ng'omuzannyi wa mmyufu agiraba mu wiiki ntono.
Kino kitegeeza ki eri okugezesa enkola
Buli agamba nti enkola ekola alina okusobola okukiraga ku kwetooloola 10,000 oba okusingawo, n'ekigero eky'amagoba ekiwandiikiddwa. Ku kwetooloola 1,000, ekigero eky'amagoba ku zzaala ya emu ku emu kibaawo omulundi gumu ku etaano singa tewali nkizo yonna; ku kwetooloola 100 kumpi kufaanana ng'okukuba sente. Ebyokugezesa ku mukutu guno bikola ebiseera by'okuzannya 2,000 eby'obuwanvu bw'olonze mu sikonda emu, obujulizi obusinga obw'obujulirwa bwonna.
Ensengekera
Ebibuuzo
ObusobokaokubalaObusobokaObusoboka bw'ekivaamu, okuva ku 0 okutuuka ku 1 oba 0% okutuuka ku 100%. Ennamba emu: 1/37 = 2.70%.Soma byonna → bw'okuddamu okuba mu magoba bukka okutuuka okumpi ne zeero nga bw'ozannya. Omugatte gukka wansi awatali kkomo.
Nedda. Litegeeza nti okwawukana okwayita kufuuka ekitundu ekitono ku kyokulabirako ekinene.
Ku zzaala ya emu ku emu, nga 10,000 enkizo nga tennalabika bulungi. Ku straight up, nga 50,000.
Okwesanyusa n'Okubala
Gezaako bino ggwe kennyini okusooka. Buli kugonjoola kuzingiddwa; kuggulewo ng'oli mwetegefu.
Ab'emikwano babiri bazannya emitendera 20 egy'omuzannyo ogw'obwenkanyaokubalaOmuzannyo ogw'obwenkanyaOmuzannyo mwe watali ludda lulina nkizo: buli zzaala erina omuwendo ogusuubirwa ogwa zeero.Soma byonna →, okukuba sente oba mmyufuzzaalaEmmyufuZzaala ya emu ku emu ku nnamba 18 emmyufu. Mu Lufalansa: rouge.Soma byonna → ku nzirugavuzzaalaEnzirugavuZzaala ya emu ku emu ku nnamba 18 enzirugavu. Mu Lufalansa: noir.Soma byonna → nga zeeronnamuzigaZeeroEkinnya kimu ekya kiragala ekitabikkibwa zzaala ya emu ku emu, eya dazeni oba ey'empagi; y'ensibuko y'enkizo ya kaasino. Era eyitibwa: zeero emu, 0.Soma byonna → zizzibwayo, era bakuuma obubonero obugenda bubalibwa. Bala emitendera buli omu mw'aba ng'akulembedde (okwenkanankana kubalirwa oyo eyali akulembedde nga tekunnabaawo). Kiki ekisinga obusoboka: nti okukulembera kugabanyizibwa emitendera 10 ku 10, oba nti omu ku bo akulembera emitendera gyonna 20?
Laga okugonjoola
Eky'okuddamu Omu okukulembera emitendera gyonna 20 kisinga nnyo obusoboka: 35.2%, ng'obala oba y'ani ku bombi, so nga 6.1% ku kwenkanankana kwa 10 ku 10.
Obusoboka nti obubonero obw'obwenkanya bwenkanankana oluvannyuma lw'emitendera 2k buli u = C(2k, k)/2²ᵏ: 0.246 oluvannyuma lw'emitendera 10 ne 0.176 oluvannyuma lwa 20. Ekivaamu ekimanyiddwa, arc-sine law, kigamba nti obusoboka nti mukwano oyo eyalangiriddwa akulembera emitendera 2k ddala ku 2n buli u(2k) × u(2n − 2k).
Okukulembera gyonna 20: u(20) × u(0) = 0.176 ku buli mukwano, 35.2% ku oba y'ani. Okugabana kyenkanyi: u(10) × u(10) = 0.246² = 6.1%, omugabo ogusinga obutaba na busoboka mu gyonna.
Kale mu muzannyo ogw'obwenkanya okukulembera tekutera kukyuka mikono. Omuzannyi abadde mu maaso akawungeezi konna, oba emabega akawungeezi konna, talabye kintu kya njawulo, era tekiraga kintu ku nnamuziga oba ku bukugu. Epstein (2013) awa etteeka lye limu ku mizannyo emiwanvu: ekitundu ky'emirundi oludda olulina omukisa lukulembera okusinga 85% ku muzannyo.
Eky'okusesa
Ekigero kisembera. Omugatte gwo gugenda bugenzi.
Ensibuko
- Bernoulli, J. Ars Conjectandi.
- Feller, W. An Introduction to Probability Theory and Its Applications, Vol. 1.