Optimizing stakes in simultaneous bets
نویسندگان
چکیده
We want to find the convex combination $S$ of iid Bernoulli random variables that maximizes $\textbf{P}(S\geq t)$ for a given threshold~$t$. Csoka conjectured such an is average if $t\geq p$, where $p$ success probability variables. prove this conjecture range and $t$.
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ژورنال
عنوان ژورنال: ALEA-Latin American Journal of Probability and Mathematical Statistics
سال: 2023
ISSN: ['1980-0436']
DOI: https://doi.org/10.30757/alea.v20-07