5 格轮盘:该不该玩
Fair roulette
题目详情
I will spin a fair roulette wheel with only five sections. Four of the five sections pay ; the fifth pays .
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If the cost is per spin, and you may play as often as you want, should you play the game?
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If the cost is per spin, and you may play exactly once, should you play the game?
解析
每次期望支付为
成本 1.5,单次期望净收益 。
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若可重复玩很多次(风险中性长跑),。
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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。