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[Bug-gnubg] QUERY: Variance Reduction when rolling out Initial Position
From: |
Ian Shaw |
Subject: |
[Bug-gnubg] QUERY: Variance Reduction when rolling out Initial Position |
Date: |
Fri, 27 Jun 2003 13:24:31 +0100 |
There has been some discussion on GoL recently about rollout as initial
position (RAIP).
People suspect that the VR doesn't take into account the RAIP setting, and
reduces the variance assuming that doubles can be rolled.
Can someone confirm whether this is the case, please.
If so, what will it mean for large rollouts I have already done? Will the
rollouts be invalid or just the standard errors be too small/large. (Too large
I would guess, since there would be more variance if doubles were allowed.)
See Zorba's post, below
--Ian
NEW: Re: Possible GNU Rollout Bug (Variance Reduction?)
Robert-Jan Veldhuizen (Zorba) -- Wednesday, 25 June 2003, at 5:46 p.m.
Well I did a few experiments, and it seems like you're right that it is the
variance reduction causing problems here. The rollout trials won't roll any
doubles on the first roll with the "RaIP" option enabled, but the variance
reduction doesn't seem to know about this and thinks you're unlucky not rolling
any doubles on the first roll. So, it will "correct" the equity and the end
result is that it doesn't seem to make much difference whether you can roll a
double on your first turn.
- [Bug-gnubg] QUERY: Variance Reduction when rolling out Initial Position,
Ian Shaw <=