b***k
发帖数: 2673 | 1 ☆─────────────────────────────────────☆
leephy (leephy) 于 (Mon Feb 18 21:12:43 2008) 提到:
1) suppose U is a continuous uniform [0,1] random variable. what is the
probability that the decimal expansion of U contains no fives?
2) a stock is currently worth $100, assume that each of the next 10 days the
stock either increases or decreases in value by $1. what is the probability
that over the next 10 days, the stock reaches a maximum value of $104 and
on day 10 it sells for $100?
☆────────────── | n**x
发帖数: 6 | 2 I guess the probability is 11/1024. The final price is 100 means in the
paths you must have 5 ups and 5 downs, otherwise the final price cannot be
100. Because you start from 100 and can only increase or decrease by 1 one
each day, which means the value of 104 must be arrived at an even number day
(such as day 2, day 4....). And because the maximum is 104, which means the
latest day it can occur is the 6th day, otherwise the final value cannot be
100. And it also means the earliest day it can oc | s*******d
发帖数: 64 | 3 2 reflextion principle
Is it equivalent to go from 100 to 108 in 10 days
C(10,8)/2^10 |
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