If I assume a normal distribution, I know how to calculate the probability of being below a certain point after n number of samples.
But how do you calculate the chance of ever being below a certain point after n or less samples?
I might play 200 hands in a night and know there's a 10% chance I'll end up down 50 units, but what's the chance that I'll be down 50 units at any point during the night?
But how do you calculate the chance of ever being below a certain point after n or less samples?
I might play 200 hands in a night and know there's a 10% chance I'll end up down 50 units, but what's the chance that I'll be down 50 units at any point during the night?