Опять про дисперсию

Нашел познавательный пост на 2+2 про диспу в ХА. 

http://forumserver.twoplustwo.com/58/heads-up-nl/theory-amazing-bankroll-variance-post-91876/

http://www.liquidpoker.net/news/121389/The_bankroll_management_and_variance_guide

Очень много букв. С трудом осилил. И то не все части. Зато определил, что мой вин рейт для фулринга с вероятностью 95% находится между 2ББ и 11ББ.

Главные формулы

1) Confidence interval = c*SD/sqrt(sample size/100)
where
c is a factor to decide the confidence you want. Typical values to use :
- 1 for 68% confidence (to NOT use would be more appropriate)
- 1.96 for 95% confidence
- 2.17 for 97% confidence
- 2.58 for 99% confidence
- 3 for 99.7% confidence
You can find c for your desired confidence level in a table of the standard normal distribution or in Excel with =NORMSINV((x%+1)/2).

2) B = -ln(r)*sigma²/(2w)
r = exp(-2wB/sigma²)
where
B = bankroll
r = risk of ruin
sigma = standard deviation (in some units)
w = winrate (in the same units as standard deviation)