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jrjames83/python_gamblers_ruin.ipynb

Created January 13, 2018 00:27
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python_gamblers_ruin.ipynb
{
"cells": [
{
"cell_type": "code",
"execution_count": 11,
"metadata": {
"collapsed": false
},
"outputs": [],
"source": [
"# Let's say we have 10 bucks\n",
"# each coin toss, we bet $1 on heads\n",
"# how many tosses until we go broke? Will we go broke?\n",
"import random\n",
"random.random()\n",
"import numpy as np"
]
},
{
"cell_type": "code",
"execution_count": 41,
"metadata": {
"collapsed": true
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"outputs": [],
"source": [
"# How much can you accumulate before you go broke though?\n",
"\n",
"def integer_walk():\n",
" money, count = 10,0\n",
" max_money = money\n",
"# moneys = []\n",
" while money:\n",
" toss = np.random.random()\n",
" if toss < .50:\n",
" money -= 1\n",
" if toss > .50:\n",
" money += 1\n",
" count += 1\n",
" #moneys.append(money)\n",
" if money > max_money:\n",
" max_money = money\n",
" return (count, max_money)"
]
},
{
"cell_type": "code",
"execution_count": 43,
"metadata": {
"collapsed": false
},
"outputs": [],
"source": [
"# Simulation 100x\n",
"sims_npy = [integer_walk() for x in range(100)]"
]
},
{
"cell_type": "code",
"execution_count": 44,
"metadata": {
"collapsed": false
},
"outputs": [
{
"data": {
"text/plain": [
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" 1758]"
]
},
"execution_count": 44,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"# std lib 3.6 random random\n",
"sorted([x[1] for x in sims_npy])"
]
},
{
"cell_type": "code",
"execution_count": 30,
"metadata": {
"collapsed": false
},
"outputs": [
{
"data": {
"text/plain": [
"2430.5880000000002"
]
},
"execution_count": 30,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"np.mean(sims_npy)"
]
},
{
"cell_type": "code",
"execution_count": 32,
"metadata": {
"collapsed": false
},
"outputs": [
{
"data": {
"text/plain": [
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},
"execution_count": 32,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"[abs(x-y) for x, y in list(zip(sims, sims_npy))]"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"collapsed": true
},
"outputs": [],
"source": []
}
],
"metadata": {
"anaconda-cloud": {},
"kernelspec": {
"display_name": "Python [conda env:3point6]",
"language": "python",
"name": "conda-env-3point6-py"
},
"language_info": {
"codemirror_mode": {
"name": "ipython",
"version": 3
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"file_extension": ".py",
"mimetype": "text/x-python",
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.6.1"
}
},
"nbformat": 4,
"nbformat_minor": 1
}
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