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The aggregate standard deviation of a 10 player
SnG is 1.67 buy-ins. The aggregate s.d. of a 500
player MTT is nearly 9 buy-ins.
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So, what? I've posted calculations like that several times. They have nothing to do with the expected return.
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It has everything to do with the confidence interval of
the expected return.
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Reread the OP. The question was not about confidence intervals. It was about finding a theoretical bound on the maximum possible expected return. This has nothing to do with confidence intervals.
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Many players have enough SNG data to determine their ROIs quite accurately.
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Yes, it's even easy for players playing only one STT at
a time to succeed in creating a large data sample for
good estimates of ROI.
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So, why did you bring it up?
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But live MTTs of $1,000 or higher is a different
matter. Only Hellmuth, Men 'the master' and TJ
Cloutier have any chances of playing over 1000
in their lifetime.
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First, are you serious? There are a lot more large tournaments than you seem to think there are. It looks like you can play more than 100 such tournaments per year at the
Bellagio alone. My first live tournament (elsewhere) had a $5000+$150 buy-in. Was it a once per year WSOP event, or on the WPT? No, it was called, "the Saturday tournament." AFAIK, they do it every Saturday. There seemed to be a lot of unnamed professional players there (including at least two other 2+2 posters).
Second, the OP was clearly asking about STTs when he said, "Is it possible to show that there is a theoretical limit for achievable ROI ((over a large enough sample)) in single table sit and go?"