SERVING THE QUANTITATIVE FINANCE COMMUNITY

 
User avatar
Cuchulainn
Posts: 63819
Joined: July 16th, 2004, 7:38 am
Location: Amsterdam
Contact:

Re: expected number of 1-runs

May 27th, 2020, 11:19 am

Can anyone explain the solution,I couldn't understand the formula.
I think it's a kind of problem you have to have seen before in order to understand it. 
“The beginner should not be discouraged if he finds he does not have the prerequisites for reading the prerequisites.”
My C++ Boost code gives
262537412640768743.999999999999250072597198185688879353856337336990862707537410378210647910118607313

http://www.datasimfinancial.com
http://www.datasim.nl
 
User avatar
katastrofa
Posts: 9855
Joined: August 16th, 2007, 5:36 am
Location: Alpha Centauri

Re: expected number of 1-runs

May 27th, 2020, 11:46 pm

Can anyone explain the solution,I couldn't understand the formula.
Two solutions to the OP's puzzle were proposed. Start here:
viewtopic.php?f=26&t=102308&start=15#p858004
(and skip Cuchulainn's posts ;-P)
 
User avatar
Paul
Posts: 11059
Joined: July 20th, 2001, 3:28 pm

Re: expected number of 1-runs

May 28th, 2020, 12:55 am

I count three solutions! Maybe that's where I'm going wrong!

  • Advertisement

ABOUT WILMOTT

PW by JB

Wilmott.com has been "Serving the Quantitative Finance Community" since 2001. Continued...


Twitter LinkedIn Instagram

JOBS BOARD

JOBS BOARD

Looking for a quant job, risk, algo trading,...? Browse jobs here...


GZIP: On