The Data
From Stanford Wong's BJ21
Posted by MathProf on 25 Aug 1998, 5:01 am, in response to Effect of Trip Ruin on Trip EV (A longy but a goody), posted by MathProf on 25 Aug 1998, 4:54 am
This is the promised data. See the post above for an explanation of the terms.
Trip Bank = 0.5 Trip SDs ( Stop Win = 6 Trip SDs )TI PrRuin PrSW EV Ratio TI Ratio
0.10 0.586 0.000 0.602 0.749
0.20 0.555 0.000 0.622 0.738
0.30 0.524 0.000 0.643 0.729
0.40 0.493 0.000 0.663 0.721
0.50 0.462 0.000 0.683 0.714
0.60 0.432 0.000 0.702 0.709
0.70 0.403 0.000 0.721 0.705
0.80 0.374 0.000 0.739 0.702
0.90 0.347 0.000 0.756 0.699
1.00 0.321 0.000 0.773 0.698
1.50 0.210 0.000 0.845 0.703
2.00 0.132 0.000 0.898 0.722
2.50 0.082 0.000 0.934 0.751
3.00 0.050 0.002 0.958 0.785
Trip Bank = 0.75 Trip SDs ( Stop Win = 6 Trip SDs )TI PrRuin PrSW EV Ratio TI Ratio
0.10 0.420 0.000 0.762 0.852
0.20 0.387 0.000 0.781 0.844
0.30 0.355 0.000 0.798 0.837
0.40 0.324 0.000 0.815 0.832
0.50 0.295 0.000 0.831 0.828
0.60 0.268 0.000 0.846 0.826
0.70 0.242 0.000 0.860 0.824
0.80 0.217 0.000 0.873 0.824
0.90 0.195 0.000 0.885 0.825
1.00 0.174 0.000 0.897 0.827
1.50 0.094 0.000 0.941 0.846
2.00 0.047 0.000 0.968 0.876
2.50 0.023 0.000 0.983 0.909
3.00 0.011 0.002 0.992 0.938
Trip Bank = 1 Trip SDs ( Stop Win = 6 Trip SDs )TI PrRuin PrSW EV Ratio TI Ratio
0.10 0.286 0.000 0.864 0.914
0.20 0.257 0.000 0.878 0.909
0.30 0.230 0.000 0.890 0.905
0.40 0.204 0.000 0.902 0.902
0.50 0.180 0.000 0.913 0.900
0.60 0.159 0.000 0.923 0.900
0.70 0.139 0.000 0.932 0.901
0.80 0.121 0.000 0.940 0.902
0.90 0.105 0.000 0.948 0.904
1.00 0.090 0.000 0.955 0.907
1.50 0.041 0.000 0.978 0.929
2.00 0.017 0.000 0.990 0.953
2.50 0.007 0.000 0.996 0.972
3.00 0.002 0.002 0.998 0.986
Trip Bank = 1.25 Trip SDs ( Stop Win = 6 Trip SDs )TI PrRuin PrSW EV Ratio TI Ratio
0.10 0.186 0.000 0.925 0.952
0.20 0.163 0.000 0.935 0.948
0.30 0.141 0.000 0.943 0.946
0.40 0.122 0.000 0.950 0.945
0.50 0.105 0.000 0.957 0.945
0.60 0.090 0.000 0.963 0.946
0.70 0.076 0.000 0.968 0.947
0.80 0.064 0.000 0.973 0.949
0.90 0.054 0.000 0.977 0.951
1.00 0.045 0.000 0.981 0.954
1.50 0.017 0.000 0.992 0.970
2.00 0.006 0.000 0.997 0.984
2.50 0.002 0.000 0.999 0.993
3.00 0.001 0.002 1.000 0.998
Trip Bank = 1.5 Trip SDs ( Stop Win = 6 Trip SDs )TI PrRuin PrSW EV Ratio TI Ratio
0.10 0.115 0.000 0.961 0.974
0.20 0.098 0.000 0.967 0.972
0.30 0.083 0.000 0.972 0.971
0.40 0.070 0.000 0.976 0.971
0.50 0.058 0.000 0.980 0.971
0.60 0.048 0.000 0.983 0.972
0.70 0.040 0.000 0.986 0.973
0.80 0.033 0.000 0.988 0.975
0.90 0.027 0.000 0.990 0.977
1.00 0.022 0.000 0.992 0.979
1.50 0.007 0.000 0.997 0.988
2.00 0.002 0.000 0.999 0.995
2.50 0.000 0.000 1.000 0.998
3.00 0.000 0.002 1.000 1.001
Trip Bank = 1.75 Trip SDs ( Stop Win = 6 Trip SDs )TI PrRuin PrSW EV Ratio TI Ratio
0.10 0.067 0.000 0.980 0.987
0.20 0.056 0.000 0.984 0.986
0.30 0.046 0.000 0.986 0.985
0.40 0.038 0.000 0.989 0.985
0.50 0.031 0.000 0.991 0.986
0.60 0.025 0.000 0.993 0.987
0.70 0.020 0.000 0.994 0.987
0.80 0.016 0.000 0.995 0.989
0.90 0.012 0.000 0.996 0.990
1.00 0.010 0.000 0.997 0.991
1.50 0.003 0.000 0.999 0.996
2.00 0.001 0.000 1.000 0.999
2.50 0.000 0.000 1.000 1.000
3.00 0.000 0.002 1.000 1.001
Trip Bank = 2 Trip SDs ( Stop Win = 6 Trip SDs )TI PrRuin PrSW EV Ratio TI Ratio
0.10 0.037 0.000 0.991 0.993
0.20 0.030 0.000 0.992 0.993
0.30 0.024 0.000 0.994 0.993
0.40 0.019 0.000 0.995 0.993
0.50 0.015 0.000 0.996 0.993
0.60 0.012 0.000 0.997 0.994
0.70 0.009 0.000 0.998 0.994
0.80 0.007 0.000 0.998 0.995
0.90 0.006 0.000 0.999 0.996
1.00 0.004 0.000 0.999 0.996
1.50 0.001 0.000 1.000 0.999
2.00 0.000 0.000 1.000 1.000
2.50 0.000 0.000 1.000 1.000
3.00 0.000 0.002 1.000 1.001End of Data