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From: | nis |
Subject: | Re: [Bug-gnubg] Rotating rolls in rollout |
Date: | Fri, 04 Oct 2002 11:47:44 +0200 |
--On 04 Oct 2002 09:18 +0000 Joern Thyssen <address@hidden> wrote:
What are the implications for rollout reliability and significance if a number if trials is chosen which isn't a multiple of 1296?I'm not sure.
This is rather important! I have a suggestion - see below.
Or if the rollout is interrupted?If you requested 1296 trials but only performed 36 you would get the following dice sequences: Game 0: 11-11-random... Game 1: 21-11-random... Game 2: 31-11-random... Game 3: 41-11-random... Game 4: 51-11-random... Game 5: 61-11-random... Game 6: 12-11-random... ... Game35: 66-11-random...
This means that breaking off at this point gives a biased result, as you also mentioned. More important, it reduces the value of watching the rollout results as they are created ...
The order of the rollouts might be important. If the rollout has only rolled out all the 1x rolls, then the rollout could be biased. Perhaps the Variance Reduction eliminates most the bias?I guess it would remove some of it, but I think it would still be biased.
True.My suggestion would be to scramble the sequence of first rolls, while still using each of them one time. This might also allow stratification of rollouts which are not a multiple of 36 or 1296, and might be easily extendable to
-- Nis Jorgensen Amsterdam
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