About the coin - page 8

 
CHINGIZ MUSTAFAEV:
In simple words, it's the total bet on the very preservation of randomness. But in the real market there are nuances. Because the market is HGC and not HGC at the same time. Having a leptokurtosis distribution, it includes two random processes independent of each other as well as within themselves.
But that's another story...
There's nothing brilliant here, it's just the aggregate probability of ZBF, that's all.

I've corrected it - maybe that's how it works...

 
denis.eremin:

I've corrected it - maybe this will get the point across...

It looks like many more fixes will be needed)
Good luck.
 
Alexander_K2:

The answer just came back.


Decided to retest on 3000 trajectories...

Frankly, an unexpected result for me, but I'm inclined to sin that I'm doing something wrong. I'll have to double-check everything by taking the smart books)))

So, to the results:

We start by evaluating the distribution of wins and losses for normality, looking visually



something resembling normal.

Tests:

Shapiro-Wilk normality test

W = 0.99894, p-value = 0.06206

Anderson-Darling normality test

A = 0.78803, p-value = 0.04098

at 5% significance level... well-oh-almost normal
at 1% - reject null hypothesis of normality

More interesting)

One sample t-test for the sample mean to be equal to zero:

One Sample t-test

t = 5.5464, df = 2999, p-value = 3.17e-08

alternative hypothesis: true mean is not equal to 0

95 % confidence interval:

10.74520 22.49687

sample estimates:

mean of x

16.62104

Thus, the hypothesis of the average profit being equal to zero can be easily rejected even at one percent confidence level.

Now the same after deleting outliers from the results.

Shapiro-Wilk normality test

W = 0.99781, p-value = 0.0003555

Anderson-Darling normality test

A = 0.70627, p-value = 0.06521

One Sample t-test

t = 6.1144, df = 2972, p-value = 1.096e-09

alternative hypothesis: true mean is not equal to 0

95 % confidence interval:

12.08241 23.48974

sample estimates:

mean of x

17.78607

As we can see, the distribution normality is still ambiguous, but the data on the mean are even more convincing.

What is the conclusion? I need to double-check and think hard.)

1) What kind of data is being examined? The real coin or the modelled ones? Recall that Beaufon had to work hard to get his needle to fall evenly enough to get a good approximation to Pi. A good GSH is quite difficult to get.

2) Why are asymptotic tests used rather than exact tests?

 
Алексей Тарабанов:

Let's go back to flipping a coin.

The same initial position, the same momentum, it will fall in the same place and with the same side.

Consider the rotation of the earth.

 
By the way, yes. And the moon, too, by the way.
 
Aleksey Nikolayev:

1) What kind of data is being examined? The real coin or the simulated one? Recall that Beaufon had to work hard to get his needle to drop evenly enough to get a good approximation to Pi. A good GSH is quite difficult to get.

2) Why use asymptotic tests and not exact ones?

Alexey, have a look at SL. You can have a personal chat with this mathematician. He volunteered to test the Koldun system as applied to SB with uniformly distributed increments and, nobly, reported the results that struck him.

I emphasize that word - nobly. For he could have remained silent... That does him credit.

But it's time for me to go back from the coin to the real market. The start of trading is imminent, I must prepare...

 
Alexander_K2:


It's time for me to go back from the coin to the real market. It's the start of trading soon, I have to get ready...

Lubricate the scales and wipe down the weights? ;)
 
PapaYozh:
Shall I grease the scales and wipe the weights? ;)

There are some adjustments that need to be made. I want the Grail, not a lousy +10% per month.

 
Alexander_K2:

Alexei, check out SL. You can talk to this mathematician personally. He volunteered to check the Koldun system for SB with uniformly distributed increments and, nobly, reported the results that struck him.

I emphasize that word - nobly. For he could have remained silent... That does him credit.

But it's time for me to go back from the coin to the real market. Trading starts soon, I have to get ready...

Try the robot on VPS. The profits are smaller, but more stable. Nervous system is calm.

 
Alexander_K2:

Alexei, check out SL. You can talk to this mathematician personally. He volunteered to check the Koldun system with respect to SB with uniformly distributed increments and, nobly, reported the results that struck him.

I emphasize that word - nobly. For he could have remained silent... That does him credit.

But it's time for me to go back from the coin to the real market. The bidding begins soon, I must prepare...

Didn't see a description of the origin of the row there. Exploring the mysterious rows of enigmatic magicians is definitely without my involvement)