Post
Topic
Board Service Announcements (Altcoins)
Re: Kelly Criterion
by
PacoMartin
on 18/06/2014, 20:32:05 UTC
When a player risks 1 unit at 33% for a 3x payout for example, the house is risking 2 units for a 1.5x payout with a 67% chance of winning. If you apply the Kelly Criterion on those numbers you'll see that it's still optimal to risk 1% of the bank.

f = (bp - q) / b

where f is the fraction to risk,
b is the payout multiplier minus 1
p is the probability of the house winning
q is the probability of the house losing

So your saying these are the optimum bets for the player, and not the house?
edge   1%
1-'edge'   99%

b1 20.5
p49.5%33.0%66.0%
q50.5%67.0%34.0%
q/b50.5%33.5%68.0%
f-1.0%-0.5%-2.0%