Tavaryans

Tasemselt i yiwen n rrehn

I rrehn i ixelleṣen W ɣef 1 s taprubabilittusnaktTaprubabilitAzal n yiwen ugmuḍ ad d-yeḍru, seg 0 ɣer 1 neɣ seg 0% ɣer 100%. Yiwen wuṭṭun: 1/37 = 2,70%.Ɣer akk → p, agmuḍ i yal aferdisidrimenAferdisRrehn agejdan s wacu i yettxeddem unagraw neɣ amurar. Inagrawen n usnerni ttwaglamen s yiferdisen akken ad ilin i yal ṭṭabla.Ɣer akk → d +W s taprubabilit p d −1 s taprubabilit 1 − p. Azal yettwaṛǧantusnaktAzal yettwaṛǧanAlemmas n ugmuḍ n yal rrehn deg uɣawas aɣezfan. −1/37 n rrehn i yal rrehn amagnu awrupi.Ɣer akk → d pW − (1 − p) = −1/37. TavaryanstusnaktTavaryansAktazal n wamek i d-ttwazzaren igmaḍ i tama n wazal yettwaṛǧan. Meqqret i rrehn ɣef yiwen wuṭṭun, meẓẓiyet i rrhun s lexlaṣ imsawi.Ɣer akk → d E[X²] − EV² = pW² + (1 − p) − (1/37)². I yiwen wuṭṭunrrehnYiwen wuṭṭunYiwen wuṭṭun kan, ixelleṣ 35:1.Ɣer akk →: (1/37)(1225) + 36/37 − 0,0007 ≈ 34,08. I uzeggaɣrrehnAzeggaɣRrehn s lexlaṣ imsawi ɣef 18 n wuṭṭunen izeggaɣen. S tefransist: rouge.Ɣer akk →: 18/37 + 19/37 − 0,0007 ≈ 0,999.

Ayen yebɣa ad yini i teɣimit

Tivaryansin ttwarnant deg tuzzyiwin timanayintusnaktTuzzyiwin timanayinYal tuzzya ɣur-s tiprubabiliyin kif kif, ama d acu i d-yeffɣen yakan. D tagejdit n yal asiḍen deg usmel-a.Ɣer akk →, ihi deg N n tuzzyiwin s udrim n rrehn yettwasbedden, tavaryans n wayen akk d N × adrim² × σ², abeɛɛed alugantusnaktAbeɛɛed aluganAẓar amkuẓ n tavaryans; ameccaq n umata gar ugmuḍ d wazal yettwaṛǧan.Ɣer akk → d σ × adrim × √N. 100 n tuzzyiwin s $10: abeɛɛed alugan d qrib $584 i yiwen wuṭṭun d $100 i uzeggaɣ, i d-yezzin i yiwen −$27 yettwaṛǧan. Yiwen umurar iwala igmaḍ ttbeddilen s tmiḍiwin; wayeḍ iwala aḥerrek s ttawil. Sin yid-sen xellṣen yiwet n ssuma.

Tuzzyiwin timanayin n rulit

Tavaryans d yinagrawen

Anagraw n usnernitastratijitAnagraw n usnerniYal alugen i yettbeddilen rrehn ɣef leḥsab n yigmaḍ yezrin. Asnerni deffir lexsara yessali-t deffir lexsara, asnerni deffir rrbeḥ deffir rrbeḥ.Ɣer akk → ur ibeddel ara EV i yal aferdis yettwarehnen, maca ibeddel azal yettwarehnen d udem n ubeṭṭu. MartingaletastratijitMartingaleAnagraw n usnerni i yessneggmen rrehn deffir yal lexsara. Walit taggayt n tstratijit i wayen i yettxemmem d wayen ur yettxemmim ara.Ɣer akk → tessenqas tavaryans n tugget n tɣimiyin (aṭas n yirbaḥen imecṭaḥ), tettarnu ajeḥnuḍ azuran (lexsara tameqqrant yettwafen qlil); tavaryans meṛṛa deg tɣimiyin akk tugar tin n rrehn ur nettbeddiltastratijitRrehn ur nettbeddilRrehn n yiwen wazal deg yal tuzzya. D aswir ɣer wacu i yettwaserwas yal anagraw n usnerni.Ɣer akk → seg sebba n ujeḥnuḍ-nni. ParolitastratijitParoliAsnerni deffir rrbeḥ: snegmu deffir rrbeḥ, wennez deffir lexsara neɣ deffir kraḍ n rrbeḥ yemmeḍfaren. Daɣen: Martingale tamettiwt.Ɣer akk → txeddem aqelleb. Afran n unagraw d afran n udem n tavaryans; alemmas ulac-it deg wumuɣ.

Tastratijit n rrehn ur nettbeddilTastratijit Paroli (Martingale tamettiwt)

Ayɣer tesɛa azal i umurar

Tavaryans d tin yettarran tiɣimiyin tiwezlanin ur zmirent ad ttwaẓrent uqbel, tiɣezfanin ttwaẓrent uqbel. S σ = $100 d EV = −$27 deg 100 n tuzzyiwin, lmaziyya d rubeɛ n uhuzzu n tegnit, taɣimit n rrbeḥ d ayen yettwafen. Deg 10 000 n tuzzyiwin EV d −$2 700, σ d $1 000; lmaziyya tura qrib kraḍ n tikkal ahuzzu, azrar n rrbeḥ d aneḍru n kraḍ sigma. Tavaryans d amdakkel n umurar deg wakud awezlan, d amdakkel n lkazinu deg uɣawas aɣezfan.

Tavaryans n usemlili

I waṭas n rrhun deg yiwet n tuzzya, igmaḍ qqnen wa ɣer wa (tuṭṭfa ɣef 17 d tuṭṭfa daɣen ɣef uberkanrrehnAberkanRrehn s lexlaṣ imsawi ɣef 18 n wuṭṭunen iberkanen. S tefransist: noir.Ɣer akk → d ddzinarrehnDdzina1–12, 13–24 neɣ 25–36, ixelleṣ 2:1.Ɣer akk → tis snat), ihi tivaryansin ur ttwarnant ara kan. Afecku «Abennay n rrhun» yesseḥsab abeṭṭu s tidet i yal agraw n yijiṭunenidrimenAjiṭunTamatart i d-yemmalen azal yettwasbedden, yettwasersen ɣef tfelwit akken ad yili rrehn. Daɣen: check.Ɣer akk → s usiḍen n 37 n yigmaḍ akk, d abrid kan yeṣḥan.

Abennay n rrhun

Tasemselt

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