Fun Probability Question 来源: TCT

Fun Probability Question
来源: TCT 于 09-11-09 13:14:30 [档案] [博客] [旧帖] [转至博客] [给我悄悄话]





If you had $10,000 to start with, and staked 50% of your balance on the toss of a fair coin. Heads, you win as much as you staked; tails you lose your stake. So if the first toss is a win, you have $15,000 for the next play, and can stake 7,500; and if the first toss is a loss, you have $5,000 for the next play, and can stake 2,500. What is the probability of having more than $10,000 balance after 30 tosses? or 100 tosses?