Thread: Kurtosis risk
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Old 11-12-2007, 02:56 AM
kerpowski kerpowski is offline
Join Date: Feb 2004
Location: Worcester, MA
Posts: 84
Default Kurtosis risk

It seems to me that the standard poker bankroll requirement calcs run on the assumption that pot sizes are normally distributed. In NL games this is certainly not the case. As an example a set of high stakes shortstacking NL hands of mine (10k hands) has the following characteristics:

Mean: 1.5ptbb/100
SD: 22ptbb/100
Kurtosis: 160ptbb/100

The kurtosis value is off the charts compared to a normal distribution. To what degree would this impact bankroll requirement calculations and is there any RoR forumlas that take kurtosis into account?


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