Theory and Modern Applications
t | \(\mathbb{E}[X_{19}(t)]\) | \(\mathbb{E}[X_{20}(t)]\) | Dishonest | MC 50,000 | MC 100,000 |
---|---|---|---|---|---|
0.00 | −1 | −1 | −1 | −1 | −1 |
0.25 | −0.886467 | −0.886467 | −0.886418 | −0.886789 | −0.886432 |
0.50 | −0.809269 | −0.809269 | −0.808743 | −0.809370 | −0.809219 |
0.75 | −0.747589 | −0.747589 | −0.745742 | −0.747321 | −0.747526 |
1.00 | −0.693453 | −0.693453 | −0.689284 | −0.692816 | −0.693375 |
1.25 | −0.643943 | −0.643944 | −0.636462 | −0.642985 | −0.643845 |
1.50 | −0.598053 | −0.598082 | −0.586360 | −0.596854 | −0.597952 |