Standard Deviation 24.4 BB/100

[gaming_mouse]

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You cannot get a bound on the overall error without an estimate on the tail behavior of X, such as a bound on E|X|^4. And my claim is that a genuine and accurate bound like that is impossible after only 6000 hands.

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jason,

I have no idea, but is it possible that E|X|^4 is more stable across different players (playing styles) than E|X|^2 is? In that case, you could get a bound on that using very large aggregate databases (millions, or even tens of millions of hands) and then publish the known result for practical use. No idea if this is feasible, but just curious.

gm