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5912概率困难数值题long

All-In or Split the Stake to Double Up

题目

You have $1\$1 and want to double it to $2\$2 on a subfair even-money bet that wins with probability p=0.45p=0.45 (and you quit forever once you either reach $2\$2 or hit $0\$0). Compare two plans: (A) bet the whole $1\$1 in one shot; (B) bet $0.50\$0.50 each round until you reach $2\$2 or go broke. Which gives the higher probability of doubling, and what are the two probabilities?

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你的答案

Which plan gives the higher probability of doubling?

Probability of doubling for Plan A

Probability of doubling for Plan B