Is it something to do with the periodicity of rand()? I can re-write with drand48 or a more modern RNG and run it if you wish. I doubt the result will be much different. In the mean time, here are the requested results:
$ ./a.exe
13660, 0.124671
1000000, 0.120268
2000000, 0.120455
3000000, 0.120313
4000000, 0.120312
5000000, 0.120361
6000000, 0.120417
7000000, 0.120509
8000000, 0.120519
9000000, 0.120577
10000000, 0.120642
Last edited by Eliot; 06-02-2020 at 08:21 PM.
Climate change blog: climatecasino.net
Last edited by James989; 06-02-2020 at 08:13 PM.
In my opinion, choice (b). A simulation will give a more accurate estimate of the ROR for the situation you described.
Surely there is commercial software that does this. Hint. Hint.
By the way, regarding this formula: ROR = e^(-BR * ev/Var). What happens in the gambler's ruin formula above if you set a = 0, x = BR and let b get large?
Last edited by Eliot; 06-02-2020 at 09:47 PM.
Climate change blog: climatecasino.net
13660 is rounds played(n) in a trip, NOT the tripno. I always set tripno = 500,000. Sorry for the confusion.
n = rounds/hands played in a trip.
My simulation results :-
1) n= 2,000, tripno = 500000, ROR = 8.91
2) n= 5,000, tripno = 500000, ROR = 11.56
3) n= 13660, tripno = 500000, ROR = 12.044
4) n= 1000,000, tripno = 500000, ROR = 12.010
Last edited by James989; 06-02-2020 at 10:45 PM.
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