[gaming_mouse]

[ QUOTE ]

I somehow doubt one could get an accurate enough approximation to the underlying per hand distribution.

[/ QUOTE ]

First off, thank you very much for the references.

As to the above, I think you may have misunderstood. We don't need enough data so that we have experienced enough 25BB downswings for an approximation. We just bootstrap. That is, make a list of of the amount won on each hand using your PT data (20K should be plenty):

0,0,0,30,0,0,-15,....

It will look sort of like the above. Now run a simulation that randomly chooses a number from that list to increment your bankroll. You can now play millions of hands to answer questions about 25BB downswings.

Do you see any problems with this approach?