Two Plus Two Older Archives - Confidence Levels?

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Two Plus Two Older Archives (http://archives2.twoplustwo.com/index.php)

- Probability (http://archives2.twoplustwo.com/forumdisplay.php?f=23)

- - Confidence Levels? (http://archives2.twoplustwo.com/showthread.php?t=20480)

BruceZ

09-16-2002 10:15 PM

Re: THIS IS NO WAY TO DO RISK OF RUIN!!!

The maximum occurs at n = (1.64sigma/2u)^2 hours. While you have a 5% chance of being down 1.64*sigma dollars at this point

Meant 1.64*sigma*sqrt(n) dollars. This is 1.64 standard deviations after n hours.

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