ᒫᑎᓐᒐᐃᓪ ᐸᕐᓇᐅᑎ ᕉᓚᑦᒥ
ᒫᑎᓐᒐᐃᓪ ᐸᕐᓇᐅᑎ ᕉᓚᑦᒥ ᐊᓯᐅᔾᔨᓂᑦᑎᐊᖅᑎᓪᓗᒍ ᐱᙳᐊᕈᑎᒥᒃ ᒪᕐᕉᕆᐊᖅᑎᑦᓯᔪᖅ, ᐊᔪᒐᖅᑎᓪᓗᒍᓗ ᐱᒋᐊᕈᑎ ᐱᙳᐊᕈᑎᒧᑦ ᐅᑎᖅᑐᖅ. ᐊᔪᒐᕐᓂᖅ ᑕᒪᑐᒧᖓ ᓯᕗᓂᐊᓂ ᐊᓯᐅᔾᔨᓃᑦ ᐃᓘᓐᓇᖏᓐᓂᒃ ᐅᑎᖅᑎᑦᓯᔪᖅ, ᐱᒋᐊᕈᑎᒧᓪᓗ ᐊᑦᔨᐅᑎᒥᒃ ᐊᑕᐅᓯᕐᒥᒃ ᐃᓚᓕᐅᑎᓪᓗᓂ. ᐊᑖᓂ ᒪᑉᐱᒐᖅ ᑕᑯᑦᑎᑦᓯᔪᖅ ᑕᒪᓐᓇ ᐱᙳᐊᕈᑎᒃᓴᓄᑦ ᖃᓄᐃᓕᐅᕈᑎᖃᕐᒪᖔᑦ, ᓱᒻᒪᓪᓗ ᓂᕆᐅᒋᔭᐅᔪᒥᒃ ᐊᓯᐅᔾᔨᓂᕐᒥᒃ ᐊᓯᑦᑐᖅᓯᔪᓐᓇᙱᒻᒪᖔᑦ.

ᕉᓚᑦᒥ ᒫᑎᓐᒐᐃᓪ ᐸᕐᓇᐅᑎ ᖃᓄᖅ ᐊᐅᓚᕙᑦᐸ?
ᐊᓯᐅᔾᔨᒍᕕᑦ, ᒪᕐᕉᕆᐊᖅᓗᒍ. ᐊᔪᒐᒃᑯᕕᑦ, ᐱᒋᐊᕈᑎ ᐱᙳᐊᕈᑎᒧᑦ ᐅᑎᕐᓗᑎᑦ. ᑕᒪᓐᓇ ᐸᕐᓇᐅᑎ ᐃᓘᓐᓇᖓ. $10 ᐱᒋᐊᕈᑎ ᐱᙳᐊᕈᑎᒥ $500 ᐱᙳᐊᕐᕕᐅᑉ ᑭᒡᓕᖓᓂᓗ ᑐᓪᓕᖅᑐᑦ ᐃᓱᓕᑦᑐᑦ ᐱᖓᓲᔪᖅᑐᑦ ᐊᓯᐅᔾᔨᓃᑦ ᑭᖑᓂᐊᒍᑦ. ᑭᖑᓪᓕᖅᐹᖅ ᓇᑉᐸᖅᑐᖅ ᑕᒪᑐᒧᖓ ᐃᓂᒧᑦ ᑎᑭᓐᓂᐅᑉ ᐱᔪᓐᓇᕐᓂᖓ ᐊᔾᔨᒌᒃᑐᒥᒃ ᐊᑭᓕᐅᑎᓕᒻᒥ ᐱᙳᐊᕈᑎᒥ, ᐊᓯᐅᔾᔨᓂᖅ ᑕᒪᑐᒧᖓ 19/37 ᐱᔪᓐᓇᕐᓂᓕᒃ.
ᐱᒋᐊᕈᑎ ᐱᙳᐊᕈᑎ $10, ᐱᙳᐊᕐᕕᐅᑉ ᑭᒡᓕᖓ $500. ᐱᖓᓲᔪᖅᑐᑦ ᐊᓯᐅᔾᔨᓃᑦ ᑭᖑᓂᐊᒍᑦ ᑐᓪᓕᐊ ᐱᙳᐊᕈᑎ $640, ᑭᒡᓕᖓᑕ ᐅᖓᑖᓃᑦᑐᖅ: ᐊᓯᑦᑐᖅᐸᓪᓕᐊᓂᖅ ᓱᕋᒃᑕᐅᔪᖅ $630 ᐊᓯᐅᔾᔨᓂᐅᓪᓗᓂ. ᐱᖓᓲᔪᖅᑐᑦ ᐊᓯᐅᔾᔨᓃᑦ ᑐᓪᓕᖅᑐᑦ ᐊᐅᐸᓗᒃᑐᒥ ᐱᔪᓐᓇᕐᓂᖏᑦ (19/37)^6 = 1.83%, ᐊᑕᖃᓂᒃ ᐊᑕᐅᓯᐊᕐᓗᓂ 55 ᐱᓇᓱᒡᓂᕐᓂ.
ᐸᕐᓇᐅᑎ ᒪᓕᓪᓗᒍ
ᐊᓯᐅᔾᔨᓂᖅ ᐱᙳᐊᕈᑎ ᑮᓇᐅᔭᖓᓂᒃ ᒪᕐᕉᕆᐊᖅᓯᔪᖅ. ᐊᔪᒐᕐᓂᖅ ᐱᒋᐊᕐᕕᖓᓄᑦ ᐅᑎᖅᑐᖅ.
ᐱᙳᐊᕈᑏᑦ ᑮᓇᐅᔭᖏᑦ ᐃᓱᓕᓐᓂᖏᓪᓗ ᐱᒋᐊᕈᑎ ᐱᙳᐊᕈᑎᐅᑉ ᐊᑦᔨᐅᑎᖏᓐᓂ.
ᐱᙳᐊᖅᑕᐅᓂᖓ ᖃᓄᐃᑦᑑᕙᑦᐸ?
ᒥᑭᔪᑦ ᖁᕝᕙᕐᓃᑦ, ᑕᐃᒪ ᐃᑎᕐᕕᒃ. ᕉᓚᑦᒥ ᒫᑎᓐᒐᐃᓪ ᐊᑐᖅᑎᓪᓗᒍ ᒪᕐᕉᕆᐊᖅᑎᑦᓯᓃᑦ ᐃᓱᓕᑦᑐᑦ ᑕᒪᑐᒧᖓ ᐱᒋᐊᕈᑎ ᐱᙳᐊᕈᑎᒥᒃ ᐊᑕᐅᓯᕐᒥᒃ ᐃᓚᓕᐅᔪᑦ, ᑕᐃᒪ ᑐᑭᓕᐊᖅ ᖁᕝᕙᕐᓂᖃᐃᓐᓇᖅᑐᖅ. $500 ᑭᒡᓕᖓᓄᑦ ᑎᑭᑦᑐᖅ ᐊᑕᐅᑦᑎᒃᑯᑦ $630 ᐲᖅᓯᔪᖅ: 63 ᑕᒪᒃᑯᓂᖓ ᖁᕝᕙᕐᓂᕐᓂᒃ.
- p10 −$1,000
- p25 −$1,000
- ᐊᑯᓐᓂᐊᓃᑦᑐᖅ −$1,000
- p75 +$930
- p90 +$1,830

ᐊᔾᔨᐅᖅᑕᐅᑎ
ᐋᖅᑭᒃᓯᓂᖅ ᑕᒪᑐᒧᖓ 2,000 ᐱᙳᐊᖅᑕᐅᓂᖏᓐᓂᒃ ᐊᐅᓚᑦᑎᔪᖅ ᐊᔾᔨᒌᒃᑐᒥᒃ ᐊᑭᓕᐅᑎᓕᓐᓂᒃ ᐱᙳᐊᕈᑎᓂᒃ $1,000 ᐱᙳᐊᕈᑎᒃᓴᓂᑦ. ᐃᓱᓕᑉᐸᓪᓕᐊᓂᖏᑦ ᐅᑎᖅᑕᐃᓐᓇᖅ ᓄᑖᙳᖅᑎᑕᐅᔪᑦ.
ᐱᙳᐊᖅᑕᐅᓂᖏᑦ ᐅᓄᓛᖏᑦ ᐃᓱᓕᑦᑐᑦ ᑮᓇᐅᔭᒃᓴᕋᓛᓪᓗᑎᒃ (40.8%), ᑕᒪᓐᓇ ᐱᒍᒪᓇᕐᓂᕆᔭᖓ. ᐊᔾᔨᒌᒃᑎᑕᐅᔪᖅ ᐊᓯᐅᔾᔨᓂᐅᔪᖅ (−$66.44) ᐊᓯᐅᔾᔨᔪᑦ ᐱᙳᐊᖅᑕᐅᓂᖏᑦ ᐊᖏᔫᒐᒥᒃ: ᐊᓯᑦᑐᖅᐸᓪᓕᐊᓂᖅ ᐱᙳᐊᕐᕕᐅᑉ ᑭᒡᓕᖓᓄᑦ ᑎᑭᓚᐅᖅᑐᖅ 59.3% ᐱᙳᐊᖅᑕᐅᓂᖏᓐᓂ. ᐊᔾᔨᒌᒃᑐᓂᒃ $10 ᐱᙳᐊᕈᑎᓕᐅᖅᑐᖅ ᑲᐃᕙᕐᓂᕐᓂ ᐊᔾᔨᒌᒃᑐᓂ ᓂᕆᐅᒋᔭᐅᔪᖅ ᐊᓯᐅᔾᔨᓂᐊᕐᓂᖓ ᖃᓂᒋᔮᓂ $27.
ᖃᔅᓯᓪᓗᐊᖅᑐᒥᒃ ᐊᓯᐅᔾᔨᓃᑦ ᑐᓪᓕᖅᑐᑦ ᓴᖅᑭᕙᑦᑐᑦ
ᐊᔾᔨᒌᒃᑐᒥᒃ ᐊᑭᓕᐅᑎᓕᒃ ᐱᙳᐊᕈᑎ ᐊᑕᐅᓯᖅ ᓯᕉᓕᖕᒥ ᐊᒃᓴᓗᐊᕐᒥ ᐊᓯᐅᔾᔨᕙᑦᑐᖅ 19 ᑲᐃᕙᕐᓂᕐᓂ 37-ᓂ. ᑐᑭᓕᐊᑕᒫᑦ ᑕᑯᑎᑦᓯᔪᑦ ᐱᔪᓐᓇᕐᓂᕐᒥᒃ ᑲᐃᕙᕐᓃᑦ ᑐᓪᓕᖅᑐᑦ ᐃᓘᓐᓇᖏᑦ ᐊᓯᐅᔾᔨᓂᐊᕐᒪᖔᑕ, ᐊᒻᒪ ᖃᔅᓯᓂᒃ ᒫᑎᓐᒐᐃᓪ ᐱᙳᐊᖅᑎᐅᑉ, ᐊᓯᐅᔾᔨᑐᐊᕋᒥ ᒪᕐᕉᕆᐊᖅᓯᔪᑉ, ᐊᓯᐅᔾᔨᓯᒪᓂᖓ ᑕᐃᑲᓂ.
| ᐊᓯᐅᔾᔨᓃᑦ ᑐᓪᓕᖅᑐᑦ | ᐱᔪᓐᓇᕐᓂᖅ | ᖃᓂᒋᔮᓂ 1 / | ᒫᓐᓇᒧᑦ ᐊᓯᐅᔾᔨᓯᒪᔪᑦ | ᑐᓪᓕᐊ ᐱᙳᐊᕈᑎ |
|---|---|---|---|---|
| 1 | 51.4% | 2 | $1 | $2 |
| 2 | 26.4% | 4 | $3 | $4 |
| 3 | 13.5% | 7 | $7 | $8 |
| 4 | 7.0% | 14 | $15 | $16 |
| 5 | 3.6% | 28 | $31 | $32 |
| 6 | 1.8% | 55 | $63 | $64 |
| 7 | 0.94% | 106 | $127 | $128 |
| 8 | 0.48% | 207 | $255 | $256 |
| 9 | 0.25% | 403 | $511 | $512 |
| 10 | 0.13% | 784 | $1,023 | $1,024 |
| 11 | 0.065% | 1527 | $2,047 | $2,048 |
| 12 | 0.034% | 2974 | $4,095 | $4,096 |
| 13 | 0.017% | 5792 | $8,191 | $8,192 |
| 14 | 0.0089% | 11279 | $16,383 | $16,384 |
| 15 | 0.0046% | 21965 | $32,767 | $32,768 |
ᐱᔪᓐᓇᕐᓂᖅ ᑕᒪᓐᓇ 19/37 ᐃᒻᒥᓂᒃ ᐊᒥᓱᕆᐊᖅᑎᑕᐅᔪᖅ ᐊᓯᐅᔾᔨᓂᑕᒫᑦ, ᑲᐃᕙᕐᓂᕐᒥᑦ ᐊᑕᐅᓯᕐᒥᑦ ᓈᓴᐃᓪᓗᓂ. ᐊᑯᓂᐅᔪᖅ ᐱᙳᐊᖅᑕᐅᓂᖓ ᑲᐃᕙᕐᓂᖃᖅᑐᖅ ᐊᒥᓱᓂᒃ ᑕᒪᒃᑯᓂᖓ ᑐᓪᓕᖅᑐᑦ ᐱᒋᐊᕐᕕᒋᔪᓐᓇᖅᑕᖏᓐᓂᒃ, ᑕᐃᒪᓐᓇ ᐅᓐᓄᒃᑯᑦ ᐱᙳᐊᕐᓗᓂ ᑕᐃᒪᐃᓐᓂᖓ ᐱᔪᓐᓇᕐᓂᖅᓴᐅᓪᓚᕆᒃᑐᖅ ᑐᑭᓕᐊᖅ ᐊᑕᐅᓯᖅ ᑕᑯᑎᑦᓯᔭᖓᓂᑦ.
ᖁᓕᑦ ᑕᓪᓕᒪᓪᓗ ᐊᓯᐅᔾᔨᓃᑦ ᑐᓪᓕᖅᑐᑦ ᐊᑕᐅᓯᐊᕐᓗᓂ 22,000 ᐱᓇᓱᒡᓂᕐᓂ ᐱᑦᑐᑦ. ᐊᑦᑕᓇᙱᑦᑐᐊᓘᔭᖅᑐᖅ. ᑕᐃᒪᐃᙱᑦᑐᖅ, ᒪᕐᕉᖕᓄᑦ ᐱᔾᔪᑎᓂᒃ. ᑲᐃᕙᕐᓂᖅ ᑕᒪᑐᒧᖓ ᓄᑖᒥᒃ ᐱᓇᓱᒡᓂᕐᒥᒃ ᐱᒋᐊᖅᑎᑦᓯᔪᖅ, ᐅᓐᓄᐊᖅᓗ ᕼᐊᓐᑐᕆᓂᒃ ᑲᐃᕙᕐᓂᓕᒃ. ᑭᓇᑐᐃᓐᓇᓗ ᖁᓕᑦ ᑕᓪᓕᒪᓪᓗ ᑎᑭᑦᑕᙱᑦᑐᖅ: $10 ᐱᒋᐊᕈᑎᒥᑦ $500 ᑭᒡᓕᖓ ᒪᕐᕉᕆᐊᖅᑎᑦᓯᓂᕐᒥᒃ ᓄᖅᑲᖅᑎᑦᓯᔪᖅ ᐱᖓᓲᔪᖅᑐᑦ ᐊᓯᐅᔾᔨᓃᑦ ᑭᖑᓂᐊᒍᑦ, ᐊᑕᐅᓯᐊᕐᓗᓂ 55 ᐱᓇᓱᒡᓂᕐᓂ ᐱᑦᑐᑦ.
ᓱᖏᑦ ᐱᔪᓐᓇᕐᓂᖏᓐᓂᒃ ᐊᓯᑦᑐᖅᓯᔪᓐᓇᙱᑦᐸ?
ᓂᕆᐅᒋᔭᐅᔪᖅ ᐊᑭᖓ ᑲᑎᑕᐅᔪᓐᓇᖅᑐᖅ. ᐱᙳᐊᕈᑎ ᑕᒪᑐᒧᖓ ᓂᕆᐅᒋᔭᐅᔪᒥᒃ −2.70% ᐱᙳᐊᕈᑎ ᑮᓇᐅᔭᖓᓂᑦ ᐱᑕᖃᖅᐸᑦ, ᐱᙳᐊᕈᑏᑦ ᑐᓪᓕᖅᑐᑦ ᓇᓕᐊᑐᐃᓐᓇᐃᑦ, ᐱᙳᐊᕈᑏᑦ ᑮᓇᐅᔭᖏᑦ ᖃᓄᑐᐃᓐᓇᖅ ᓇᓚᐅᑦᑖᖅᑕᐅᒐᓗᐊᖅᐸᑕ, ᓂᕆᐅᒋᔭᐅᔪᒥᒃ −2.70% ᐱᙳᐊᕈᑏᑦ ᑲᑎᑕᐅᓂᖏᓐᓂᑦ ᐱᑕᖃᖅᑐᑦ. ᐱᙳᐊᕈᑎ ᑮᓇᐅᔭᖓᑕ ᓇᓚᐅᑦᑖᖅᑕᐅᓂᖓ ᐃᓱᓕᑉᐸᓪᓕᐊᓂᐅᓯᒪᔪᓂᒃ ᑐᙵᕕᖃᕈᓐᓇᖅᑐᖅ; ᑐᓪᓕᐊᓂᒃ ᑐᙵᕕᖃᕈᓐᓇᙱᑦᑐᖅ.
bᵢ ᓇᓚᐅᑦᑖᖅᑕᐅᔪᖅ ᑲᐃᕙᕐᓂᖅ i ᓯᕗᓂᐊᓂ; Xᵢ = ±1, bᵢ-ᒧᑦ ᐊᑦᑐᐊᓂᖃᙱᑦᑐᖅ
ᐃᓱᒪᒋᓗᐊᖅᑕᐅᒐᔪᒃᑐᑦ
ᐃᓪᓗᕐᓇᖅᑐᖅ ᐊᔾᔨᓕᐊᖅ

ᐊᒥᓱᑦ ᒥᑭᔪᑦ ᐊᔪᒐᕐᓃᑦ, ᐊᑕᐅᓯᖅ ᐊᖏᔪᖅ ᐊᓯᐅᔾᔨᓂᖅ ᐃᓚᐃᓐᓈᓗᒃ. ᐊᑭᓕᐅᑎᓗ ᐃᓕᖃᐃᓐᓇᖅ ᐊᑭᓕᕐᓗᒍ.
