有一个赌局,抛一枚硬币,正面朝上赢,反面朝上输。然后每次自由下注。
如果我们按照这样的次序下注:1,2,4,8,16,......,2^n.只要有一次获胜,那么我们就从头再来。这里我们可以看出,每次获胜都可以赢得1元钱。因为2^n次方的数列前n-1次项和为2^n-1。这里我们就能看出,只要你有足够多的钱,那么你总能赚钱。这一游戏,就叫做等价鞅。
# -*- coding: utf-8 -*-
"""
Created on Mon Oct 24 16:05:03 2016
@author: Luyixiao
"""
import numpy as np
import matplotlib.pyplot as plt
import pandas as pd
# true = win;false = loss
def winOrLossGenerator(p,size):
randomNumber = np.random.uniform(0,1,size)
WL = randomNumber < p
return WL
def player(WL_list):
amount = 100#1$ as initial money
moneyList=[]#use this list to record the lost of the money amount
gain = 0
margin = 100
lossNumber = 0
for i in range(0,len(WL_lis