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2 万美元投资分配

invest $) 20,000(

专题
Algorithmic Programming / 算法编程
难度
L4

题目详情

你有 $20,000,要以 $1,000 为单位投资到 5 只基金中。共有多少种不同的投资方式?例如,其中一种方式是

($0;$4,000;$1,000;$2,000;$13,000)(\$0;\$4,000;\$1,000;\$2,000;\$13,000)

英文原题

How many different ways can you invest $20,000 into five funds in increments of $1,000? For example, one way to do it is

($0;$4,000;$1,000;$2,000;$13,000)(\$0;\$4,000;\$1,000;\$2,000;\$13,000)
解析

解析需会员查看。


英文解析

A "stars and bars" approach is the easiest. 29^{29} Let each star denote a thousand- dollar investment and each bar denote a line of demarcation between funds.

Then *****|************ has 20 stars and four bars to indicate an allocation of (S5,000;S8,000;S0;S7,000;S0)(\mathbb{S}5,000;\mathbb{S}8,000;\mathbb{S}0;\mathbb{S}7,000;\mathbb{S}0) . There are (244)=24!4!(244)!=\left( \begin{array}{c}{24}\\ {4} \end{array} \right) = \frac{24!}{4!(24 - 4)!} = 242322214321=10,626\begin{array}{r}\frac{24\cdot 23\cdot 22\cdot 21}{4\cdot 3\cdot 2\cdot 1} = 10,626 \end{array} ways to allocate the four bars to the 24 possible locations for the 24 symbols I used. The general answer is (N+k1k1)\left( \begin{array}{c}{N + k - 1}\\ {k - 1} \end{array} \right) for NN - thousand dollars invested into kk funds. Please confirm that in the case N=20,k=2N = 20,k = 2 this formula gives the simple answer N+1=21N + 1 = 21

A less elegant approach is to consider 20 independent generalized Bernoulli trials where we roll a five- sided die and record each result as a five- tuple with a 1 in the position corresponding to the die's outcome and zeroes otherwise. The five- tuple containing the cumulative total count of outcomes is distributed multinomial (DeGroot [1989, p. 297]). The number of possible fungible (i.e., fi* nancially indistinguishable) allocations of bils to buckets must be the same as the size of the sample space in this generalized experiment. For a multinomial with NN generalized Bernoulli trials (each of kk outcomes) the sample space is of size (N+k1k1)\left( \begin{array}{c}{N + k - 1}\\ {k - 1} \end{array} \right) as above. 20

Story: 1 spoke with a gay employee at a big- name Wall Street investment bank. I told him that some of my students were about to fly out to New York to interview. He told me: "Make sure they have nice suits, good hair- cuts, and wear their wedding rings."