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Old 11-01-2007, 02:58 PM
pzhon pzhon is offline
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Join Date: Mar 2004
Posts: 4,515
Default Re: A tough variance problem (at least for me)

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I *think* you could get a very good ballpark figure by using the probability of the value in question actually occurring at any given point, given the standard deviation.

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No, because

[img]/images/graemlins/spade.gif[/img] Having a downswing of a particular size is very different from losing that amount in a fixed number of hands.
[img]/images/graemlins/spade.gif[/img] Losing $x starting at hand 1 is far from independent from losing $x starting at hand 2.
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