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中文题目
题目189 · 概率

Probability of a Heavily Loaded Urn

Six distinguishable balls are thrown independently and uniformly at random into 4 distinguishable urns. What is the probability that at least one urn contains 3 or more balls? Give an exact fraction.

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题目104 · 概率

Probability of a Flush

A 5-card poker hand is dealt from a standard 52-card deck. What is the probability that all five cards are of the same suit (a flush, including straight flushes)?

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题目103 · 概率

Probability of a Full House

A 5-card poker hand is dealt from a standard 52-card deck. What is the probability of being dealt a full house (three cards of one rank and two cards of another rank)?

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题目113 · 概率

Probability of a Poker Straight

A 5-card hand is dealt from a standard 52-card deck. What is the probability that the hand is a straight but not a straight flush (i.e., five cards of consecutive ranks, not all of the same suit)? Aces can be high or low (A-2-3-4-5 through 10-J-Q-K-A).

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题目107 · 概率

Probability of Exactly One Pair

A 5-card poker hand is dealt from a standard 52-card deck. What is the probability that the hand contains exactly one pair (two cards of one rank and three cards of three different other ranks, with no other matching ranks)?

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题目3123 · 统计

Probability the Next Fill Is a Success

A Bernoulli success probability has prior $\mathrm{Beta}(3,5)$. After observing 6 successes and 2 failures, compute the requested posterior predictive probability for the next 1 trial(s).

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题目5812 · 金融与交易

Probability-Weighted PnL Of A Skewed Quote

Long inventory, you skew quotes to sell. The ask fills with probability 0.45 earning net edge 0.020 per share; the bid fills with probability 0.10 but is toxic, earning net edge -0.030 per share. Each side quotes 100 shares. Assuming at most one side fills, what is the expected P

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题目387 · 概率

Probability Integral Transform (Inverse CDF Method)

Let $F_X$ be a continuous, strictly increasing CDF and $U \sim \operatorname{Uniform}(0,1)$. Prove that $Y = F_X^{-1}(U)$ has CDF $F_X$. Conversely, show that if $X$ has CDF $F_X$, then $F_X(X) \sim \operatorname{Uniform}(0,1)$.

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题目473 · 概率

Probability of Negative Portfolio Return via CLT

A portfolio consists of $n = 50$ stocks with equal weight $1/n$. The annual returns $R_1, \ldots, R_{50}$ are independent, each with mean $\mu = 0.08$ (i.e., $8\%$) and standard deviation $\sigma = 0.20$. The portfolio return is $\bar{R} = \frac{1}{50}\sum_{i=1}^{50} R_i$. **(a

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题目183 · 概率

Collision Probability in the Occupancy Model

Five distinguishable balls are thrown independently and uniformly at random into 12 distinguishable urns. What is the probability that at least two balls land in the same urn? Give an exact fraction.

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题目5882 · 数理金融

Completing A Trinomial Probability Set

A one-step trinomial tree has multipliers u=1.2, m=1, d=0.8. The middle probability is fixed at p_m=0.6, r=0.04, Δt=1. Find the up-move probability p_u that makes the discounted underlying a martingale (so p_u+p_m+p_d=1 and E[S_1]=S_0 e^{rΔt}).

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题目5551 · 数理金融

Forward Form And Exercise Probability 1

A stock has spot 100, strike 100, rate 0.03, dividend yield 0.01, volatility 0.2, and maturity 1. Under Black-Scholes, what are the forward price F_0,T and the risk-neutral probability that the call finishes in the money?

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题目5552 · 数理金融

Forward Form And Exercise Probability 2

A stock has spot 95, strike 100, rate 0.04, dividend yield 0.02, volatility 0.25, and maturity 0.5. Under Black-Scholes, what are the forward price F_0,T and the risk-neutral probability that the call finishes in the money?

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题目5553 · 数理金融

Forward Form And Exercise Probability 3

A stock has spot 120, strike 110, rate 0.02, dividend yield 0, volatility 0.18, and maturity 1.5. Under Black-Scholes, what are the forward price F_0,T and the risk-neutral probability that the call finishes in the money?

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题目5759 · 金融与交易

Kelly Sizing When the Win Probability Is Uncertain

For an even-money bet you are unsure of the true win probability: it is equally likely to be 0.52 or 0.62. A colleague plugs the average estimate 0.57 into the Kelly formula and bets 0.14 of capital. To maximize expected log growth you should instead average the realized growth o

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