Lissafin roulette · Aiki · minti 8

Ma'aunin Kelly da roulette

Ma'aunin Kelly yana gaya wa mai caca da ke da fifiko nawa zai saka. Ga roulette yana ba da amsa bayyananniya: babu komai.

Amsa a taƙaice

Kuɗin caca na Kelly = fifiko / biya. Idan fifikon yana ƙasa da sifili, dabarar tana ba da kaso da ke ƙasa da sifili, wanda ke nufin kada a yi caca. Ma'aunin har yanzu yana da amfani don fahimtar dalilin da ya sa masu cin moriyar karkatar dabaran suka tsara girman cace-cacensu yadda suka yi, da kuma dalilin da ya sa kowa ya kamata ya tsara girman caca bisa kasafin kuɗi.

kason Kelly
f* = (bp − q) / b
ga ja
(1 × 18/37 − 19/37) / 1 = −1/37
ma'ana
kada a yi caca
ga rami mai 1/30
≈ +0.6% na jarin caca

Ma'aunin

John Kelly (1956) ya tambayi yadda mai caca da ke da sanannen fifiko zai tsara girman cace-cacensa don ƙara girman jarin cacakuɗiJarin cacaJimillar kuɗin da aka ware don wasa. Sarrafa jarin caca shi ne yanke shawarar nawa za a sa a haɗari a kowace caca da kowane zaman wasa.Karanta gaba ɗaya → a dogon lokaci gwargwadon iko. Amsar, ga cacar da ke biyan b zuwa 1 tare da yiwuwarlissafiYiwuwaDamar faruwar wani sakamako, daga 0 zuwa 1 ko daga 0% zuwa 100%. Lamba ɗaya: 1/37 = 2.70%.Karanta gaba ɗaya → nasara p da yiwuwar asara q = 1 − p, ita ce a saka kason f* = (bp − q) / b na jarin. Idan f* ya fi sifili, a saka wannan kason; idan sifili ne ko ƙasa da haka, kada a yi caca. Kelly ya yi aiki a Bell Labs, kuma takardarsa mai suna “A new interpretation of information rate” ta ɗora matsalar a kan ka'idar bayanai ta Claude Shannon: mai caca da ke samun shawarwari ta wani layi mai hayaniya, a biya na adalci, zai iya ƙara jarinsa ne kawai a gwargwadon yawan bayanan da layin ke ɗauka. A 1961 Leo Breiman ya tabbatar da cewa cacar Kelly, a dogon lokaci, tana ƙarewa sama da kowace dabara da ta bambanta da ita a zahiri, kuma tana kai ga burin da aka sa a kusan mafi gajeren lokaci.

Mai caca yana jin shawarwari ta wani layi mai hayaniya kuma yana saka wani ɓangare na jarin cacarsa.

Cacar Kelly a roulette

Ga jacacaJaCacar ɗaya zuwa ɗaya (even-money) a kan lambobi ja 18. A Faransanci: rouge.Karanta gaba ɗaya →: b = 1, p = 18/37, q = 19/37; f* = (18/37 − 19/37)/1 = −1/37. Ga straight upcacaStraight upLamba ɗaya tak, biya 35:1.Karanta gaba ɗaya → (cacar lamba ɗaya): b = 35, p = 1/37, q = 36/37; f* = (35/37 − 36/37)/35 = −1/1295. Kowace caca ta yau da kullum tana ba da kason Kelly da ke ƙasa da sifili, saboda kowace caca tana da fifiko a ƙasa da sifili, kuma kuɗin caca mafi dacewa don haɓaka shi ne sifili. Cacar Kelly a roulette hanya ce ta lissafi ta faɗin abin da shafin fifikon gidan caca ke faɗi: babu wani girman caca da cacar da ake tsammanin asara a cikinta za ta ƙara jarin caca.

cacabpf* = (bp − q)/bma'ana
ja, na Turai118/37−0.027kada a yi caca
ja, la partage118/37 (+½ a sifili)−0.0135kada a yi caca
straight up351/37−0.00077kada a yi caca
straight up a kan rami mai 1/30 (dabaran da ya karkata)351/30+0.0057a saka 0.57% na jarin caca
straight up a kan rami mai 1/25351/25+0.0126a saka 1.26% na jarin caca

Inda Kelly ya dace da gaske

Masu cin moriyar karkatar dabaran suna da fifiko, kuma suna da matsalar girman caca. Jagger, ʼyan gidan García-Pelayo da Eudaemons duk sai da suka yanke shawarar nawa za su saka a kan fifikon da suka auna; caca ƙasa da kima tana ɓata fifikon, yayin da caca fiye da kima ke haɗarin ƙarewar jari kafin fifikon ya bayyana. Ga ramikayan aikiRamiƊaya daga cikin ɗakuna 37 masu lamba a kan rotor. Ana kuma kiransa: slot, cup.Karanta gaba ɗaya → da ƙwallo ke faɗawa a cikinsa sau 1 cikin 30, Kelly ya ce 0.57% na jarin caca a kowane juyi a kan wannan lamba: da $10,000, kusan $57 a juyi, don haɓakar da aka saba gani ta kusan 0.054% a kowane juyi, ko ×1.7 a juye-juye 1,000. Matsakaicin riba ya ninka hakan, 0.11% a juyi, amma Kelly yana nufar jarin da aka saba gani ne, ba matsakaicin jari ba, wanda ʼyan jerin sa'a kaɗan ke kumbura shi. Rabin Kelly shi ne zaɓin da aka saba yi a aikace saboda ƙiyasin fifikon ba tabbatacce ba ne.

Kuɗin caca na Kelly a matsayin % na jarin caca a kan straight up, bisa ainihin yawan faɗawar rami%
1/37 (na adalci)
0% · kada a yi caca
1/35
0.08%
1/33
0.26%
1/30
0.57%
1/25
1.26%
1/20
2.0%
%
012.0%
Ko babbar karkata tana buƙatar ƙananan kuɗin caca: biyan yana da tsawo kuma bambancin sakamako yana da yawa.

Shahararrun ʼyan wasan rouletteƘungiyar Eudaemons

Abin da aka saba gani da matsakaici

Tazarar da ke tsakanin jarin da aka saba gani da matsakaicin jari tana da faɗi. Ku ɗauki rami da ke faɗawa sau 1 cikin 25, fifiko na 44%, adadin da Thorp ya bayar ga na'urarsa. Kelly yana saka 1.26% na jarin a kansa. Bayan juye-juye 1,000 jarin da aka saba gani ya ƙaru kusan sau 11.5, yayin da matsakaicin, wanda ʼyan jerin sakamako kaɗan masu matuƙar sa'a suka ɗaga, ya ƙaru kusan sau 249. Caca fiye da Kelly tana ɗaga matsakaici kuma tana rage sakamakon da aka saba gani: a ninki biyu na kuɗin caca na Kelly jarin da aka saba gani yana ninkuwa sau biyu kawai, kuma a ninki biyu da rabi na kuɗin caca na Kelly yana raguwa, ko da yake kowace caca har yanzu tana da fifiko na 44%. Caca ƙasa da haka ba ta da tsada sosai: rabin kuɗin caca yana riƙe kusan kashi uku cikin huɗu na haɓakar.

kuɗin caca, kaso na Kellykuɗin caca, % na jarin cacajarin da aka saba gani bayan juye-juye 1,000
½0.63%× 6.7
11.26%× 11.5
1½1.89%× 7.4
22.51%× 2.2
2½3.14%× 0.38
33.77%× 0.04
Rami ɗaya da ke faɗawa sau 1 cikin 25, ana biyan 35 zuwa 1. Abin da aka saba gani yana nufin median (tsaka-tsaki), e da aka ɗaga zuwa ninki 1,000 na haɓaka a kowane juyi.

Lokacin da fifikon hasashe ne

Kelly yana ɗauka cewa an san fifikon. A tebur ana ƙiyasta shi ne, kuma ƙiyasin yawanci ya fi ainihi. Misalin Epstein, wanda aka gina a kan 44% na Thorp, lamba ce da ta fito sau 49 a cikin juye-juye 1,225 na dabaran da ke da sifilidabaranSifiliRamin kore guda ɗaya da babu cacar ɗaya zuwa ɗaya, ta dozin ko ta ginshiƙi da ke rufe shi; tushen fifikon gidan caca. Ana kuma kiransa: sifili ɗaya, 0.Karanta gaba ɗaya → biyu: sau 1 cikin 25, fifiko na 44%, kuɗin caca na Kelly na 1.26%. Amma dabaran sifili biyu na adalci yana da lambobi 38, kuma wadda ta fi fitowa a cikinsu tana kaiwa sau 49 ko fiye a cikin juye-juye 1,225 kusan sau ɗaya cikin tara. Lambar da ta fi fitowa a kowane rikodi ita ce kuma wadda sa'a ta fi taimaka wa, don haka ko rami da ya karkata da gaske yana bayyana a rikodi fiye da yadda yake: wannan ita ce la'anar wanda ya ci. Idan wannan ramin a zahiri bai karkata ba, kuɗin caca na Kelly kawai caca ce da ke asarar 5.26% a matsakaici. Amsoshin da aka saba su ne a saka kaso na Kelly, kuma a ci gaba da ƙirga har sai fifikon ya tsira a sabon rikodi (ku duba Yadda ake gano karkatar dabaran roulette).

Mutanen da ke da fifiko

Sanin fifiko ba ɗaya ba ne da amfani da shi yadda ya kamata. Haghani da Dewey (2016) sun ba mutane 61 $25 kowanne don su yi caca na rabin sa'a a kan tsabar kuɗi da aka gaya musu tana faɗuwa a fuska 60% na lokaci, tare da iyakar riba ta $250 (ʼyan wasa sun san da iyakar ne kawai lokacin da suka kai gare ta). Kelly ya ce a saka 20% na jarin a kan fuska a kowane lokaci, kuma marubutan sun ƙiyasta cewa cace-cace masu tsayayyen kaso na 10–20% za su kai iyakar kusan 95% na lokaci. Kashi 21% kawai na ʼyan wasan suka kai can. Kashi 28% jarinsu ya ƙare gaba ɗaya, 18 cikin 61 sun saka komai a kan jefa ɗaya, kusan kashi ɗaya cikin uku sun gama ƙasa da $25 da suka fara da shi, kuma matsakaicin biyakuɗiBiyaAbin da cacar da ta ci ke dawowa da shi, ana faɗinsa a matsayin “X zuwa 1” a kan kuɗin cacar da aka mayar.Karanta gaba ɗaya → ya kasance $91. Biyar kawai cikin 61 suka taɓa jin labarin ma'aunin Kelly. Idan akwai fifiko, girman cace-cacen ne ke yanke ko za a riƙe shi; idan babu, kamar a dabaran na adalci, babu girman da zai taimaka.

Wani ɗan wasa yana saka komai a kan jefa ɗaya yayin da maƙwabcinsa ke saka ƙaramin kaso.

Abin da za a yi amfani da shi maimakon haka

Ba tare da fifiko ba, girman caca tambaya ce ta kasafin kuɗi, ba ta haɓaka ba: kuɗin caca = abin da kuke son kashewa a kowane juyi, wanda aka samo daga kasafin kuɗin sa'a ɗaya da saurin teburin (shafin sarrafa jarin caca). Gudummawar Kelly ga ɗan wasa na yau da kullum ita ce bayyanannen amsarsa: sifili. Duk abin da kuka saka sama da sifili shi ne farashin wasa, wanda ku da kanku kuka zaɓa, ba wanda wata dabara ta lissafa ba.

Bayani kan wani kaso na Kelly da “sarrafa kuɗi”

Tsare-tsaren da ake sayarwa a matsayin “Kelly don roulette” waɗanda ke ba da shawarar tsayayyen kaso na jarin caca a kowace caca, caca daidai-wa-daidadabaraCaca daidai-wa-daidaYin caca da adadi ɗaya a kowane juyi. Ma'auni ne da ake kwatanta kowane jerin ƙarin caca da shi.Karanta gaba ɗaya → ne tare da kuɗin caca da ke raguwa. Suna asarar 2.70% na jimillar cacakuɗiJimillar cacaJimillar kuɗin da aka yi caca da su a cikin zaman wasa ko wani lokaci, har da kuɗin da aka ci aka sake sawa. Ana kuma kiranta: handle, action.Karanta gaba ɗaya → kuma, saboda kuɗin caca yana raguwa yayin da kuke asara, suna sa ƙarewar jari ta yi jinkiri maimakon ta zama mai wuya. Hanya ce mai ma'ana ta sa kasafin kuɗi ya daɗe; amma ba Kelly ba ce, domin Kelly zai ce a daina.

Dabarar caca iri ɗaya a roulette

Ƙa'idar lissafi

f* = (b·p − q) / b
ja: f* = −1/37 · straight up: f* = −1/1295
rami da ya karkata a yawan r: f* = (35r − (1 − r)) / 35

Tambayoyi

Shin Kelly yana taɓa cewa a yi caca a roulette?

Sai kawai idan akwai fifiko da aka auna daga dabaran da ya karkatagwajiDabaran da ya karkataDabaran da lahaninsa na zahiri ke sa wasu ramuka su fi yiwuwa fiye da 1/37. Ba kasafai ake samunsa ba, kuma sai da dubban juye-juyen da aka rubuta ake iya gane shi.Karanta gaba ɗaya → ko na'urar auna lokaci. Ba a kan dabaran na adalci ba.

Me ya sa rabin Kelly?

Saboda ƙiyasin fifikon yana da kuskure, kuma caca fiye da kima ta fi caca ƙasa da kima tsada. Rabin Kelly yana ba da kashi uku cikin huɗu na haɓakar a kashi ɗaya cikin huɗu na bambancin sakamakolissafiBambancin sakamakoMa'aunin yadda sakamako ke yaɗuwa a kewayen ƙimar da ake tsammani. Yana da girma ga straight up, ƙanƙanta ga cace-cacen ɗaya zuwa ɗaya.Karanta gaba ɗaya →.

Shin Kelly ɗaya yake da sarrafa jarin caca?

A'a. Kelly yana inganta haɓaka idan akwai fifiko. Sarrafa jarin caca yana sarrafa kashe kuɗi idan babu fifiko.

Nishaɗi da lissafi

Ku fara gwada waɗannan da kanku. Kowace mafita a naɗe take; ku buɗe ta idan kun shirya.

  1. Na'urar hasashen Thorp da Shannon ta ba da fifikon ɗan wasa na kusan 44%. A kan lamba ɗaya da aka yi hasashe, Kelly ya ce a sa caca da 1.26% na jarin cacakuɗiJarin cacaJimillar kuɗin da aka ware don wasa. Sarrafa jarin caca shi ne yanke shawarar nawa za a sa a haɗari a kowace caca da kowane zaman wasa.Karanta gaba ɗaya →. Me zai faru idan fifiko iri ɗaya na 44% ya zo a kan caca ɗaya da aka yaɗa a kan lambobi biyar da ke maƙwabtaka?

    Nuna mafita

    Amsa Sai Kelly ya ce 7.1% na jarin caca, kuma jarin caca yana girma kusan sau shida da sauri: kusan ninki miliyan 1.25 a cikin cace-cace 1,000, idan aka kwatanta da kusan ninki 11.5.

    Straight upcacaStraight upLamba ɗaya tak, biya 35:1.Karanta gaba ɗaya → (cacar lamba ɗaya) mai fifiko na 44% yana nasara da damar 0.04, domin 36 × 0.04 = 1.44. Kuɗin caca na Kelly shi ne fifikon raba biyan: 0.44/35 = 1.26%. Girman da aka saba a kowace caca shi ne 0.04 × ln(1 + 35 × 0.0126) + 0.96 × ln(1 − 0.0126) ≈ 0.00244, don haka cace-cace 1,000 suna ninka jarin caca da kusan e^2.44 ≈ 11.5.

    Ku yaɗa kuɗin caca ɗaya a kan lambobi biyar, cacar kuma tana nasara da damar 0.20 kuma tana biyan 36/5 a kan 1, wato 6.2 zuwa 1: har yanzu fifiko na 44%, domin 0.2 × 7.2 = 1.44. Kuɗin caca na Kelly ya zama 0.44/6.2 = 7.10%, girman a kowace caca kuma 0.01404, kusan sau 5.75. A cikin cace-cace 1,000 wannan shi ne e^14.04, kusan miliyan 1.25.

    Fifikon iri ɗaya ne; hawa da saukar sakamako sun fi ƙanƙanta. Cacar da ke nasara sau ɗaya cikin biyar za ta iya ɗaukar kaso mafi girma na jarin caca ba tare da haɗarin ƙarewar jari ba, kuma girman Kelly yana ba da lada ga hakan. Thorp (1984) ya yi amfani da misalin don nuna dalilin da ya sa ʼyan wasan hasashe ke sa caca a kan sassadabaranSasheRamuka da ke bin juna a jere a kan dabaran kamar baka, sabanin ƙungiyar lambobi a kan teburin caca.Karanta gaba ɗaya →. A aikace, maƙwabtacacaMaƙwabta (neighbors)Lamba da ramuka biyu a kowane gefensa a kan dabaran, tsabobin caca biyar na straight up.Karanta gaba ɗaya → biyar suna da fifiko ƙasa kaɗan da mafi kyawun lamba ɗaya (duba Wasan neman fifiko a roulette).

  2. Wani ɗan wasa ya gano ramukakayan aikiRamiƊaya daga cikin ɗakuna 37 masu lamba a kan rotor. Ana kuma kiransa: slot, cup.Karanta gaba ɗaya → biyu maƙwabta waɗanda kowanne ke fitowa sau 1 cikin 25 maimakon 1 cikin 37. Shin ya kamata ya sa cacar splitcacaSplitLambobi biyu da ke maƙwabtaka, biya 17:1.Karanta gaba ɗaya → (lambobi biyu) a tsakaninsu a 17 zuwa 1, ko kowace lamba straight up? Nawa Kelly ya ce, kuma yaya sauri jarin caca ke girma idan aka kwatanta da irin wannan rami ɗaya?

    Nuna mafita

    Amsa Ba shi da bambanci: 2.59% na jarin caca a kan split ɗin, ko 1.29% a kan kowace lamba. Jarin caca da aka saba yana girma kusan sau 155 a cikin juye-juye 1,000, idan aka kwatanta da sau 11.5 da rami ɗaya.

    Split ɗin yana nasara da yiwuwalissafiYiwuwaDamar faruwar wani sakamako, daga 0 zuwa 1 ko daga 0% zuwa 100%. Lamba ɗaya: 1/37 = 2.70%.Karanta gaba ɗaya → 2/25 = 0.08 kuma yana biyan 17 zuwa 1, don haka yana mayar da 18 × 0.08 = 1.44 a kowace raka'akuɗiRaka'aKuɗin caca na tushe da tsari ko ɗan wasa ke aiki da shi. Ana bayyana jerin ƙarin caca a raka'a don su yi aiki a kowane tebur.Karanta gaba ɗaya → da aka sa: fifiko na 44%, daidai da rami ɗaya da ya karkata. Kuɗin caca na Kelly shi ne fifikon raba biyan: 0.44/17 = 2.59%.

    Cace-cacen straight up biyu na 1.29% kowanne suna ba da sakamako iri ɗaya daidai. Idan ɗayan lambobin ya fito, tsabar cacakuɗiTsabar cacaAlamar da ke wakiltar ƙayyadadden adadin kuɗi, wadda ake ajiyewa a kan teburin caca don yin caca. Ana kuma kiranta: check.Karanta gaba ɗaya → ɗaya tana cin 35 zuwa 1 ɗayan kuma ana rasa ta, ribar tsaf ta 34 × 1.29% = 44% na jarin caca, kamar yadda split ɗin ke biya; idan babu wanda ya fito, ana rasa duka biyun.

    Girman a kowane juyi shi ne 0.00505, idan aka kwatanta da 0.00244 ga rami ɗaya, don haka a cikin juye-juye 1,000 jarin caca da aka saba yana girma e^5.046 ≈ sau 155 maimakon e^2.44 ≈ sau 11.5. Lambobi biyu masu kyau sun fi daraja nesa da ninki biyu na ɗaya, shi ya sa ʼyan wasan karkatar dabaran ke sa caca a kan rukunin lambobi. Thorp (1984) ya yi irin wannan kwatanci.

Ɗan barkwanci

Kuɗin caca mafi dacewa don haɓaka a roulette lamba ce da kowa ya riga ya sani.

Kuɗin caca mafi dacewa don haɓaka a roulette lamba ce da kowa ya riga ya sani.

Majiyoyi

  1. Kelly, J. L. “A new interpretation of information rate.” Bell System Technical Journal 35(4), 1956.
  2. Breiman, L. “Optimal gambling systems for favorable games.” Fourth Berkeley Symposium on Mathematical Statistics and Probability, juzu'i na 1, 1961.
  3. Thorp, E. O. “Optimal gambling systems for favorable games.” Review of the International Statistical Institute 37(3), 1969.
  4. Thorp, E. O. The Mathematics of Gambling. Gambling Times / Lyle Stuart, 1984.
  5. Epstein, R. A. The Theory of Gambling and Statistical Logic, 2nd ed. Academic Press, 2013.
  6. Taylor, D. G. Games, Gambling, and Probability: An Introduction to Mathematics, 2nd ed. CRC Press, 2021.
  7. Ethier, S. N. The Doctrine of Chances: Probabilistic Aspects of Gambling. Springer, 2010. Babi na 13, roulette.
  8. Haghani, V. & Dewey, R. “Rational decision-making under uncertainty: observed betting patterns on a biased coin.” Takardar aiki, Oktoba 2016; SSRN 2856963, arXiv:1701.01427.
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