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Python.St.Petersburg Paradox sim
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Tianqi Huang, CFA
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Python.St.Petersburg Paradox sim
1.
fromrandom importrandom def play(): i=-1 p=0 while
(p< 0.5): i=i+1 p=random() payoff=2**i return(payoff) a=range(1000000) for i in range(1,1000000): a[i]=play() print(sum(a)/len(a))
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