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