{"id":337,"date":"2016-11-18T10:13:06","date_gmt":"2016-11-18T02:13:06","guid":{"rendered":"https:\/\/www.mpfdiy.com\/?p=337"},"modified":"2022-03-20T20:21:46","modified_gmt":"2022-03-20T12:21:46","slug":"kelly-criterion-%e5%87%b1%e5%88%a9%e6%ba%96%e5%89%872-%e6%8a%95%e8%b3%87%e7%9a%84%e7%9b%b2%e9%bb%9e","status":"publish","type":"post","link":"https:\/\/www.mpfdiy.com\/2016\/11\/kelly-criterion-%e5%87%b1%e5%88%a9%e6%ba%96%e5%89%872-%e6%8a%95%e8%b3%87%e7%9a%84%e7%9b%b2%e9%bb%9e\/","title":{"rendered":"Kelly criterion \u51f1\u5229\u6e96\u5247#2 – \u6295\u8cc7\u7684\u76f2\u9ede"},"content":{"rendered":"
\u7e8c\u4e0a\u6587<\/a><\/span><\/p>\n <\/p>\n \u51f1\u5229\u6e96\u5247\u63ed\u793a\u4e86\u4e00\u500b\u6295\u8cc7\u76f2\u9ede<\/span><\/strong>\uff0c\u5c31\u662f\u6295\u8cc7\u8005\u4ee5\u70ba\u300c\u5e73\u5747\u56de\u5831\u300d\u4fbf\u662f\u7b49\u65bc\u300c\u672c\u91d1\u589e\u9577\u7387\u300d<\/span><\/strong>\uff0c\u4ee5\u70ba\u5e73\u5747\u56de\u5831\u5927\u65bc\u96f6\u4fbf\u9577\u9060\u6709\u6b63\u56de\u5831<\/span><\/strong>\u3002\u6b64\u89c0\u5ff5\u65bc\u6c92\u6709\u69d3\u687f\u53ca\u6b63\u5e38\u6ce2\u5e45\uff08\u6309\u6708\u6ce2\u5e454%\uff09\u7684\u6295\u8cc7\u7269\u90fd\u5927\u81f4\u6210\u7acb\uff0c\u4f46\u9047\u4e0a\u9ad8\u69d3\u687f\u53ca\u9ad8\u6ce2\u5e45\u6295\u8cc7\u7269\uff0c\u5c31\u4e0d\u662f\u9019\u9ebc\u7c21\u55ae\u3002<\/span><\/p>\n <\/p>\n \u300c\u5e73\u5747\u56de\u5831\u300d\u53ca\u300c\u672c\u91d1\u589e\u9577\u7387\u300d\u7684\u8a08\u7b97\u5404\u6709\u4e0d\u540c\u3002\u7528\u6db2\u6676\u9ad4\u986f\u5f71\u773c\u93e1\u4f8b\u5b50\uff0c\u5047\u5982\u6bcf\u6b21\u843d\u6ce8\u70ba\u672c\u91d1\u768410%\uff0c\u670960%\u8d0f\u300140%\u8f38\uff0c\u300c\u5e73\u5747\u56de\u5831\u300d\u7684\u8a08\u7b97\u662f(+10%)x60%+(-10%)x40% =2%<\/span><\/strong>\u3002<\/span><\/p>\n <\/p>\n \u4f46\u300c\u672c\u91d1\u589e\u9577\u7387\u300d\u7684\u8a08\u7b97\u5247\u4e0d\u540c\uff1a\u5047\u5982\u73a95\u8216\uff0c\u630960%\u8d0f\u300140%\u8f38\u6bd4\u4f8b\uff0c\u4fbf\u67093\u8216\u8d0f\u30012\u8216\u8f38\uff0c5\u8216\u5f8c\u56de\u5831\u662f1.1×1.1×1.1×0.9×0.9 =1.07811\uff0c\u8d0f\u8f38\u5148\u5f8c\u6b21\u5e8f\u6c92\u6709\u5206\u5225\uff0c\u672c\u91d1\u589e\u9577\u7387\u662f1.07811^(1\/5)-1 =1.5%\u3002\u9577\u671f\u672c\u91d1\u589e\u9577\u7387\u662f(1+10%)^60%x(1-10%)^40%-1 =1.5%<\/span><\/strong>\uff0c\u300c\u672c\u91d1\u589e\u9577\u7387\u300d\u8207\u300c\u5e73\u5747\u56de\u5831\u300d\u5169\u8005\u6578\u5b57\u7d50\u679c\u5dee\u4e0d\u591a\u3002<\/span><\/p>\n <\/p>\n \u4e0d\u904e\uff0c\u5982\u679c\u6bcf\u6b21\u843d\u6ce8\u6539\u6210\u70ba\u672c\u91d1\u768450%\uff0c\u5e73\u5747\u56de\u5831\u662f(+50%)x60%+(-50%)x40% =10%\uff0c\u4f46\u672c\u91d1\u589e\u9577\u7387\u662f(1+50%)^60%x(1-50%)^40%-1 =-3.3%<\/span><\/strong>\uff0c\u9577\u671f\u843d\u6ce8\u53ea\u6703\u51fa\u73fe\u672c\u91d1\u8667\u640d<\/span><\/strong>\u3002<\/span><\/p>\n <\/p>\n \u8003\u616e\u56de\u5831\u53ca\u6ce2\u5e45\u7684\u300c\u672c\u91d1\u589e\u9577\u7387\u300d\u516c\u5f0f\u662f\uff1a<\/span><\/p>\n <\/a><\/span><\/p>\n m – \u5e73\u5747\u56de\u5831<\/span> <\/p>\n \u7528\u65bc\u53e6\u4e00\u4f8b\u5b50\uff0c\u6295\u8cc7\u7269\u5e74\u5747\u56de\u583110%\u3001\u6309\u6708\u6ce2\u5e454%\uff08\u6309\u5e74\u6ce2\u5e4513.9%\uff09\uff0c\u5982\u679c\u6295\u8cc7\u6bd4\u4f8b\u662f\u672c\u91d1\u768450%\uff0c\u5e74\u5747\u56de\u5831\u662f10%x50% =5%<\/span>\uff0c\u672c\u91d1\u589e\u9577\u7387\u662f10%*50%-(13.9%^2)(50%^2)\/2 =4.98%<\/span>\uff0c\u5169\u8005\u6578\u5b57\u5dee\u4e0d\u591a\u3002\u4f46\u5982\u679c\u6309\u6708\u6ce2\u5e45\u589e\u52a0\u70ba8%\uff08\u6309\u5e7427.7%\uff09\uff0c\u53ca\u6295\u8cc7\u6bd4\u4f8b\u63d0\u5347\u81f3\u672c\u91d1\u7684100%\uff0c\u5e74\u5747\u56de\u5831\u662f10%x100% =10%<\/span>\uff0c\u672c\u91d1\u589e\u9577\u7387\u662f10% x100%-(27.7%^2)(100%^2)\/2 =6.16%<\/span>\uff0c\u5728\u9ad8\u69d3\u687f\u53ca\u9ad8\u6ce2\u5e45\u4e4b\u4e0b\uff0c\u672c\u91d1\u7684\u589e\u9577\u7387\u660e\u986f\u4f4e\u65bc\u5e73\u5747\u56de\u5831\u3002<\/span><\/p>\n <\/p>\n \u5982\u679c\u69d3\u687f\u6bd4\u4f8b\u66f4\u9032\u4e00\u6b65\u63d0\u9ad8\uff0c\u4f8b\u5982\u589e\u52a0\u70ba\u672c\u91d1\u7684300%\uff0c\u5e74\u5747\u56de\u5831\u662f10%x300% =30%\uff0c\u672c\u91d1\u589e\u9577\u7387\u662f10%x300%-(27.7%^2)(300%^2)\/2 =-4.5%<\/span><\/strong>\uff0c\u9577\u671f\u672c\u91d1\u53ea\u6703\u51fa\u73fe\u8667\u640d\u3002<\/span><\/p>\n <\/p>\n \u53ef\u898b\uff0c\u5982\u679c\u6c92\u6709\u597d\u597d\u63a7\u5236\u672c\u91d1\u6bd4\u4f8b\uff0c\u7576\u6295\u8cc7\u7684\u672c\u91d1\u6bd4\u4f8b\u592a\u9ad8\uff0c\u5373\u4f7f\u5e73\u5747\u56de\u5831\u662f\u6b63\u6578\uff0c\u672c\u91d1\u589e\u9577\u7387\u90fd\u53ef\u4ee5\u51fa\u73fe\u8ca0\u6578\uff0c\u9577\u671f\u6309\u6b64\u672c\u91d1\u6bd4\u4f8b\u6295\u8cc7\uff0c\u53ea\u6703\u51fa\u73fe\u8667\u640d\u3002<\/span><\/p>\n <\/p>\n \u300c\u5e73\u5747\u56de\u5831\u300d\u53ef\u4ee5\u770b\u6210\u662f\u6bcf\u6b21\u6295\u8cc7\u91d1\u984d\u53ca\u672c\u91d1\u90fd\u4e00\u6a23\uff0c\u8cfa\u8755\u4e0d\u6703\u7d2f\u8a08\u81f3\u672c\u91d1\uff0c\u672c\u91d1\u4e0d\u8b8a\u3002\u4f46\u300c\u672c\u91d1\u589e\u9577\u7387\u300d\u5247\u7368\u7acb\u8003\u616e\u5404\u6b21\u6295\u8cc7\u7684\u56de\u5831\u5f71\u97ff\uff0c\u6bcf\u6b21\u6295\u8cc7\u7684\u8cfa\u8755\u6703\u7d2f\u8a08\u8207\u758a\u52a0\u81f3\u672c\u91d1\uff0c\u6295\u8cc7\u91d1\u984d\u53ca\u672c\u91d1\u90fd\u4e0d\u662f\u56fa\u5b9a\u7684\uff0c\u6703\u96a8\u56de\u5831\u8cfa\u8755\u800c\u589e\u6e1b\uff08\u80a1\u7968\u662f\u4e00\u4f8b\u5b50\uff0c\u80a1\u50f9\u4e0a\u5347\uff0c\u6295\u8cc7\u672c\u91d1\u4fbf\u4e00\u540c\u4e0a\u5347\uff09\uff0c\u53ea\u8981\u6709\u4e00\u6b21\u7684\u56de\u5831\u51fa\u73fe-100%\uff0c\u5373\u4f7f\u51fa\u73fe\u7684\u6a5f\u6703\u7387\u53ea\u662f\u4e00\u5104\u5206\u4e4b\u4e00\uff0c\u300c\u672c\u91d1\u589e\u9577\u7387\u300d\u7684\u8a08\u7b97\u7d50\u679c\u90fd\u6703\u662f-100%\uff0c\u4f46\u300c\u5e73\u5747\u56de\u5831\u300d\u7684\u8a08\u7b97\u5247\u6703\u5c0d\u9019\u4e00\u5104\u5206\u4e4b\u4e00\u7684-100%\u56de\u5831\u770b\u5f97\u5f88\u8f15\u3002\u6240\u4ee5\uff0c<\/span>\u53ea\u8981\u662f\u6709\u98a8\u96aa\uff08\u6ce2\u5e45\uff09\u7684\u672c\u5229\u7d2f\u8a08\u6295\u8cc7\uff0c\u597d\u50cf\u80a1\u7968\uff0c\u5c31\u8981\u8003\u616e\u300c\u51f1\u5229\u6e96\u5247\u300d\uff0c\u4ee5\u514d\u904e\u51fa\u73fe\u6295\u8cc7\u76f2\u9ede\uff0c\u904e\u5ea6\u6295\u5165\u8cc7\u91d1\uff0c\u4ee4\u300c\u672c\u91d1\u589e\u9577\u7387\u300d\u51fa\u73fe\u8ca0\u6578<\/span><\/strong>\u3002<\/span><\/p>\n <\/p>\n \u5f37\u7a4d\u91d1\u53ca\u5176\u4ed6\u80a1\u7968\u3001\u516c\u53f8\u50b5\u5238\u3001\u623f\u5730\u7522\u7b49\u90fd\u662f\u6709\u98a8\u96aa\uff08\u6ce2\u5e45\uff09\u7684\u6295\u8cc7\uff0c\u50f9\u683c\uff08\u6295\u8cc7\u91d1\u984d\uff09\u6703\u5347\u5347\u8dcc\u8dcc\uff1b\u4f46\u9280\u884c\u5b9a\u671f\u3001\u4fdd\u96aa\u4fdd\u8b49\u91d1\u3001\u4e0d\u6703\u9055\u7d04\u53ca\u6c92\u6709\u69d3\u687f\u7684\u50b5\u5238\u7b49\uff0c\u5728\u77ed\u671f\u4e0a\u53ef\u4ee5\u8996\u70ba\u96f6\u98a8\u96aa\u7684\u4e00\u6b21\u6027\u6295\u8cc7\uff0c\u8cfa\u8755\u4e0d\u6703\u7d2f\u8a08\u81f3\u672c\u91d1\u3002\u4e0d\u904e\u4e16\u4e8b\u8b8a\u5316\u96e3\u6599\uff0c\u9280\u884c\u53ca\u4fdd\u96aa\u516c\u53f8\u53ef\u4ee5\u5012\u9589\uff0c\u570b\u5bb6\u53ef\u4ee5\u6ec5\u4ea1\uff0c\u6642\u9593\u4e00\u9577\uff0c\u9019\u4e9b\u6295\u8cc7\u7269\u90fd\u53ef\u4ee5\u51fa\u73fe\u98a8\u96aa\u3002<\/span><\/p>\n <\/p>\n
\nf – \u672c\u91d1\u6bd4\u4f8b<\/span>
\ns \u2013 \u6ce2\u5e45<\/span><\/p>\n