翻牌喊红:最优胜率
Well shuffled deck
题目详情
You are playing the following game with a well shuffled deck of 52 cards facing down: at times , you turn over a new card and observe its color. Just once in this game, right before turning over a card, you must say "The next card is Red!" You win the game if the next card turned over is indeed red, and lose otherwise. Let be the number of red cards remaining face down after the th card has been turned over. Show that , , is a martingale. Show that there is no strategy that guarantees winning with probability higher than .
解析
设第 张翻开后,剩余未翻红牌数为 ,则
给定前 张的信息(滤过 ),第 张为红的条件概率是 。而
其中 表示第 张是否为红。直接计算可得
所以 是鞅。
你选择喊“红”的时刻等价于一个停时 ,在该时刻喊红的胜率就是 。
由可选停止定理:
因此任意策略的平均胜率都不超过 ,更不可能保证超过 :