On 9/14/07, Jason House <[EMAIL PROTECTED]> wrote: > // Note that variance of the estimate increases by (0.5 * fractional > game)^2
I should say that the variance of "wins" increases by that amount. The estimate of winning percentage will be computed as wins / sims. The variance for that is (variance of wins variable) / sims^2. In normal monte carlo, each sim causes the variance of wins to increase by 0.5^2 for a total of 0.5^2 * sims. The final result is a variance of 0.5^2/sims. Of course, final computations typically use the standard deviation (the square root of variance). This gives the classical result of 0.25 / sqrt(sims)... For the same MCBR, the result is less for the same value of sims...
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