回复:Quant 面试题:梯子

本帖于 2009-07-17 17:21:51 时间, 由普通用户 康MM 编辑

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.

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