Re: A tough variance problem (at least for me)
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I just ran some simulations, but they were a 5 minute hack job, so let me know if you spot any mistakes. Still, I hope they shed some light on the problem.
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Is your simulator measuring the same thing as jason's formula in the other thread?
If so, I should be able to get the numbers to match at least somewhat closely (they'll be different, of course, but should be at least in the same neighborhood), but I can't, which means there's a bug in the simulator, a problem in the formula, or that they're both really measuring different things. I'm not sure which of those is true, but I think one of them has to be.
It's also entirely possible I mangled the formula getting it into excel, but I was able to match jason's results from the other thread putting in his numbers, so that seems somewhat unlikely.
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