不公平得分:应选多少局
Winning an Unfair Game
题目详情
A game consists of a sequence of plays; on each play either you or your opponent scores a point, you with probability (less than ), he with probability . The number of plays is to be even - 2 or 4 or 6 and so on. To win the game you must get more than half the points. You know , say 0.45 , and you get a prize if you win. You get to choose in advance the number of plays. How many do you choose? Matching Problems (45 and 46)
解析
每局你得分概率 ,总局数必须为偶数 ,要赢需得分 。
由于 , 的均值为 ,随着 增大,“超过一半”的上尾概率会更小(直观上偏离均值更远;可用 Chernoff 界/大数定律严格化)。
因此应选择最小的偶数局数: