[Top][All Lists]
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
[Bug-gnubg] Confidence intervals from rollouts
From: |
Douglas Zare |
Subject: |
[Bug-gnubg] Confidence intervals from rollouts |
Date: |
Tue, 3 Sep 2002 00:53:21 -0400 |
User-agent: |
Internet Messaging Program (IMP) 3.1 |
There was an interesting question on the Gammonline bulletin board about the
standard deviation in cubeless rollouts and the standard deviations of live
cube results. I've included an excerpt below, in which I attempt to estimate a
confidence interval for the difference between doubling and not doubling. I'm
not sure what the best way to do this is, but I suggest that an attempt would
be worth implementing in gnu.
---- http://www.gammonline.com/members/board/config.cgi?read=38103 ----
rew: Snowie says 0,504 cubeless +- 0,034 (95% confidence interval). Naturally
this means it is 95% certain that the cubeless equity is in the interval 0,470-
0,538. But what is really interesting is the cubeful equities which is 0,669
for nodouble and 0,663 for double-take. I interpret your above answer that the
confidence interval applies rougly to these equities as well, e.g it is 95%
certain that the nodouble equity is between 0,635 and 0,703. Is this correct
(remember I said rougly)?
There might be some multiplication factor, usually between 0 and 4. The exact
value of the factor depends on the chances of future cubes being accepted and
the number of gammons. Since no double and double-take can result in much
different future cube actions, the multiplication factors are usually
different, and higher for double-take than for not doubling.
However, if you are worrying about whether to double, you don't really want the
equities. Instead, you want to know the difference between the two equities.
That is usually known with a greater confidence (smaller confidence interval)
than the absolute equities.
For example, I rolled out the position after
5-4 24/20 13/8
3-3 8/5*(2) 6/3(2)
Dance
twice, with a huge 2-ply cubeless rollout, 36 trials. (This is for the purposes
of demonstarting the differences between rollouts. I don't recommend using so
few trials. 2-ply is not unreasonable for this type of position, though.)
seed 2121:
cubeless equity: 0.530 (+- 0.084)
double/take: 0.805
no double: 0.755
seed 1250:
cubeless equity: 0.592
double/take: 0.953
no double: 0.838
So, in the second rollout, the cubeless equity increased by 0.062. The equity
for double/take increased by 0.148, suggesting a multiplier of about 2.3. The
equity for no double increased by 0.083, suggesting a multiplier of about 1.3.
The difference between the two, how much of an error it was not to double
(assuming that it is right to take) increased by only 0.065, so the difference
in this case seems to have a multiplier of about 1.0. This suggests that the
difference, initially 0.050 and then 0.115, has a confidence interval of about
1.0 times the confidence interval of the cubeless equity. In other positions,
the difference may have a multiplier greater or less than 1.
So, if you find in a longer rollout that the error from not doubling is greater
than (1.0 times) the radius of the confidence interval, you can be confident
that Snowie rollouts indicate that it is right to redouble.
----
I have a question about the effectiveness of variance reduction. Two common
techniques are to subtract an unbiased estimate of luck, and to cycle through
the possible rolls on every 36 rollouts, or every 1296 rollouts. To estimate
the standard error, one ignores that the second technique is used. This ought
to overestimate the standard error. Has anyone determined how much the
overestimate is?
Douglas Zare
- [Bug-gnubg] Confidence intervals from rollouts,
Douglas Zare <=
- Re: [Bug-gnubg] Confidence intervals from rollouts, David Montgomery, 2002/09/03
- Re: [Bug-gnubg] Confidence intervals from rollouts, nis, 2002/09/04
- Re: [Bug-gnubg] Confidence intervals from rollouts, David Montgomery, 2002/09/04
- [Bug-gnubg] Re: Confidence intervals from rollouts, pepster, 2002/09/05
- Re: [Bug-gnubg] Re: Confidence intervals from rollouts, Joern Thyssen, 2002/09/05
- RE: [Bug-gnubg] Re: Confidence intervals from rollouts, David Montgomery, 2002/09/05
- Re: [Bug-gnubg] Re: Confidence intervals from rollouts, Joern Thyssen, 2002/09/05
- [Bug-gnubg] Re: Confidence intervals from rollouts, pepster, 2002/09/06
- Re: [Bug-gnubg] Confidence intervals from rollouts, Nis Jorgensen, 2002/09/05
- Re: [Bug-gnubg] Confidence intervals from rollouts, David Montgomery, 2002/09/05