回复：Quant 面试题:梯子

来源: 于 2009-07-16 11:52:59 [博客] [旧帖] [给我悄悄话] 本文已被阅读：次

Coin A: has 2 faces - face-up and face-down
Coin B: has 2 faces - face-down only

Simple strategy would be: if you get coin A, then keep it.
If you get coin B, then change to coin A. This means dump coin B whenever possible. The probability is same at each step. So the prob would be the multiplication of each one.