Kelly criterion - Wikipedia, the free encyclopediaFirst Faved : Sep 17 2008 by mikeFaved : 1 time with noteViewed : 5 timesFave It!
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- mike - Sep 17 2008 | probability, gambling
Quoted: In probability theory, the Kelly criterion, or Kelly formula, or Kelly bet, is a formula used to maximize the long-term growth rate of repeated plays of a given gamble that has positive expected value.
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