论文标题
优化同时投注的赌注
Optimizing stakes in simultaneous bets
论文作者
论文摘要
我们希望找到$ \ textbf {p}(s \ geq t)$的iid bernoulli随机变量的凸组合$ s $。 Csóka认为,如果$ t \ geq p $,这种$ s $是平均值,其中$ p $是伯努利随机变量的成功概率。我们证明了$ p $和$ t $的猜想。
We want to find the convex combination $S$ of iid Bernoulli random variables that maximizes $\textbf{P}(S\geq t)$ for a given threshold~$t$. Csóka conjectured that such an $S$ is an average if $t\geq p$, where $p$ is the success probability of the Bernoulli random variables. We prove this conjecture for a range of $p$ and $t$.