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Rollout

Posted By: Philippe Michel
Date: Friday, 26 September 2008, at 10:36 p.m.

In Response To: Rollout (Matt Cohn-Geier)

I understand where you get the numbers from, but I think you misinterpret them :

Suppose a rollout suggests that play A is better than play B by 1 jsd.

68% of the time, play A's real equity is higher by a margin between 0 and 2 jsds 16% of the time it is higher by more than 2 jsds 16% of the time the rollout result is wrong and B is better

Only one of the tails corresponds to a wrong result, not both.

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