Ben Chuanlong Du's Blog

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The Unfair Wager Problem

Things on this page are fragmentary and immature notes/thoughts of the author. Please read with your own judgement!

https://projecteuler.net/problem=436

\(X_i \sim Bernoulli(p)\)

$$\bar{X}_n \dot{\sim} N(p, \frac{p(1-p)}{n})$$
$$[\bar{X}\pm C_{\alpha} \sqrt{\frac{p(1-p)}{n}}]$$
$$\frac …