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5 格轮盘:该不该玩

Fair roulette

专题
Statistics / 统计
难度
L4

题目详情

I will spin a fair roulette wheel with only five sections. Four of the five sections pay S1\mathbb{S}1 ; the fifth pays S5\mathbb{S}5 .

  1. If the cost is S1.50\mathbb{S}1.50 per spin, and you may play as often as you want, should you play the game?

  2. If the cost is S1.50\mathbb{S}1.50 per spin, and you may play exactly once, should you play the game?

解析

每次期望支付为

E[payoff]=41+55=1.8.\mathbb{E}[\text{payoff}]=\frac{4\cdot 1+5}{5}=1.8.

成本 1.5,单次期望净收益 1.81.5=0.3>01.8-1.5=0.3>0

  1. 若可重复玩很多次(风险中性长跑),应玩\boxed{应玩}

  2. 若只能玩一次,风险中性仍应玩;但是否愿意承担波动取决于个人风险偏好。