Optimizing stakes in simultaneous bets

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985840%3A_____%2F23%3A00582800" target="_blank" >RIV/67985840:_____/23:00582800 - isvavai.cz</a>

Result on the web

<a href="https://doi.org/10.30757/ALEA.v20-07" target="_blank" >https://doi.org/10.30757/ALEA.v20-07</a>

DOI - Digital Object Identifier

<a href="http://dx.doi.org/10.30757/ALEA.v20-07" target="_blank" >10.30757/ALEA.v20-07</a>

Result language

angličtina

Original language name

Optimizing stakes in simultaneous bets

Original language description

We want to find the convex combination S of iid Bernoulli random variables that maximizes P(S ≥ t) for a given threshold t. Endre Csóka conjectured that such an S is an average if t ≥ p, where p is the success probability of the Bernoulli random variables. We prove this conjecture for a range of p and t.

Czech name

—

Czech description

—

Type

J_imp - Article in a specialist periodical, which is included in the Web of Science database

CEP classification

—

OECD FORD branch

10101 - Pure mathematics

Project

<a href="/en/project/GJ18-01472Y" target="_blank" >GJ18-01472Y: Graph limits and inhomogeneous random graphs</a><br>

Continuities

I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Publication year

2023

Confidentiality

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Name of the periodical

Alea (Rio de Janeiro)

ISSN

1980-0436

e-ISSN

—

Volume of the periodical

20

Issue of the periodical within the volume

1

Country of publishing house

BR - BRAZIL

Number of pages

13

Pages from-to

153-165

UT code for WoS article

000950430100007

EID of the result in the Scopus database

2-s2.0-85149635955