Problem dveh ovojnic

delo diplomskega seminarja

Mateja Smrekar (Author), Roman Drnovšek (Mentor)

Abstract

V delu diplomskega seminarja je predstavljen problem dveh ovojnic, ki pravi sledeče: predstavljajmo si, da imamo pred seboj dve ovojnici, v eni od ovojnic je znesek x, v drugi 2x. Naključno izberemo eno in pogledamo njeno vsebino, zdaj pa se moramo odočiti, ali bomo vsebino izbrane ovojnice obdržali, ali zamenjali. Diplomski seminar je razdeljen na 6 glavnih razdelkov. V prvem delu je na kratko opisano, s čim se bomo v delu ukvarjali, opisan je tudi sam problem ter paradoks, na katerega naletimo, ko nam argument, baziran na pričakovani vrednosti, vedno narekuje menjavo, ne glede na to, kakšen znesek smo našli v ovojnici. Opisana je tudi zgodovina samega problema in njegove različice, ki so se pojavile skozi čas. V glavnem delu diplomskega seminarja, drugem, tretjem in četrtem poglavju izpeljemo splošni pogoj menjave, na podlagi katerega se lahko odločimo za menjavo ovojnic ali proti njej ter si podrobneje ogledamo pogoj menjave za diskretno in zvezno porazdeljene slučajne spremenljivke ter ga preverimo na nekaj primerih. V petem razdelku si ogledamo koncept koristnosti pri problemu dveh ovojnic, kjer nagrada v ovojnici ni merjena v denarnih enotah. V šestem pa si ogledamo strategije pri problemu dveh ovojnic in jih med seboj primerjamo.

Keywords

matematika;verjetnost;ovojnici;slučajne spremenljivke;diskretna porazdelitev;zvezna porazdelitev;splošni pogoj menjave;pričakovana vrednost;koncept koristnosti;dobiček;strategija;

Data

Language:	Slovenian
Year of publishing:	2019
Typology:	2.11 - Undergraduate Thesis
Organization:	UL FMF - Faculty of Mathematics and Physics
Publisher:	[M. Smrekar]
UDC:	519.2
COBISS:	18717017
Views:	1025
Downloads:	193
Average score:	0 (0 votes)
Metadata:

Other data

Secondary language:	English
Secondary title:	Two envelopes problem
Secondary abstract:	This paper presents the following two envelopes problem: imagine that you have two envelopes in front of you, one of them contains amount x and the other one 2x. We randomly choose one and look at the content. Now we have to decide, whether we want to stay with the chosen envelope or switch to the other one. The thesis is divided into six main sections. In the first section we present the problem and we give a more detailed history of the problem and present some other variations of the problem. In the main part of the thesis, the second, third and forth chapter we derivate General Exchange Condition, Exchange Condition for discrete distributions and Exchange Condition for continuous distributions. We also apply the conditions on some examples and show, that they always work for at least some of the values, if not all. In the fifth section we take a look at the utilities concept, where the gain in the envelope is not measured in money. In the sixth section we look at some strategies, that can be useful in solving the problem and compare them.
Secondary keywords:	mathematics;envelopes;probability;random variables;discrete distribution;continuous distribution;general exchange condition;expected value;utilities;gain;strategy;
Type (COBISS):	Final seminar paper
Study programme:	0
Thesis comment:	Univ. v Ljubljani, Fak. za matematiko in fiziko, Oddelek za matematiko, Finančna matematika - 1. stopnja
Pages:	22 str.
ID:	11216342