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  2. Two envelopes problem - Wikipedia

    en.wikipedia.org/wiki/Two_envelopes_problem

    Step 7 states that the expected value in B = 1/2(2A + A/2). It is pointed out that the 'A' in the first part of the formula is the expected value, given that envelope A contains less than envelope B, but the 'A', in the second part of the formula is the expected value in A, given that envelope A contains more than envelope B.

  3. Expected value - Wikipedia

    en.wikipedia.org/wiki/Expected_value

    Informally, the expected value is the mean of the possible values a random variable can take, weighted by the probability of those outcomes. Since it is obtained through arithmetic, the expected value sometimes may not even be included in the sample data set; it is not the value you would "expect" to get in reality.

  4. Martingale (probability theory) - Wikipedia

    en.wikipedia.org/wiki/Martingale_(probability...

    In probability theory, a martingale is a sequence of random variables (i.e., a stochastic process) for which, at a particular time, the conditional expectation of the next value in the sequence is equal to the present value, regardless of all prior values. Stopped Brownian motion is an example of a martingale. It can model an even coin-toss ...

  5. What is the time value of money? - AOL

    www.aol.com/finance/time-value-money-204611483.html

    In short, the time value of money is the expected return – or cost – of that money over a given time period. ... For example, the future value in 10 years of a $25,000 car today assuming 5 ...

  6. St. Petersburg paradox - Wikipedia

    en.wikipedia.org/wiki/St._Petersburg_paradox

    As a result, the expected value of the game, even when played against a casino with the largest bankroll realistically conceivable, is quite modest. In 1777, Georges-Louis Leclerc, Comte de Buffon calculated that after 29 rounds of play there would not be enough money in the Kingdom of France to cover the bet.

  7. Present value - Wikipedia

    en.wikipedia.org/wiki/Present_value

    The reverse operation—evaluating the present value of a future amount of money—is called a discounting (how much will $100 received in 5 years—at a lottery for example—be worth today?). It follows that if one has to choose between receiving $100 today and $100 in one year, the rational decision is to choose the $100 today.

  8. Estimator - Wikipedia

    en.wikipedia.org/wiki/Estimator

    For example, the sample mean is a commonly used estimator of the population mean. There are point and interval estimators. The point estimators yield single-valued results. This is in contrast to an interval estimator, where the result would be a range of plausible values. "Single value" does not necessarily mean "single number", but includes ...

  9. Expected value of perfect information - Wikipedia

    en.wikipedia.org/wiki/Expected_value_of_perfect...

    In decision theory, the expected value of perfect information (EVPI) ... Note: As a practical example, there is a cost to using money to purchase items (time value of ...