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1..100 猜数:公平价格

From 1 to 100

专题
General / 综合
难度
L4

题目详情

We play a game: I pick a number nn from 1 to 100 . If you guess correctly, I pay you Sn\mathbb{S}n and zero otherwise. How much would you pay to play this game?

解析

设你猜 nn 的概率为 qnq_n,则对手若选 nn,你的期望收益为 nqnnq_n。对手会选使其最小的 nn,你要最大化 minn(nqn)\min_n(nq_n),最优为让 nqnnq_n 拉平:qn=c/nq_n=c/n

n=1100qn=1\sum_{n=1}^{100}q_n=1

c=1H100,H100=n=11001n.c=\frac{1}{H_{100}},\quad H_{100}=\sum_{n=1}^{100}\frac{1}{n}.

因此最优策略 qn1/n\boxed{q_n\propto 1/n},公平价格(保证期望收益)为

1H1000.193.\boxed{\frac{1}{H_{100}}}\approx 0.193.