The next table is a frequency
distribution of the error, or difference in expected return,
between the simple strategy and the optimal strategy.
| Error
Frequency |
| Error |
Number |
Probability |
| 0 |
2540016 |
97.732016% |
| .01%
to .99% |
5808 |
0.223474% |
| 1%
to 1.99% |
12084 |
0.464955% |
| 2%
to 2.99% |
6336 |
0.24379% |
| 3%
to 3.99% |
7320 |
0.281651% |
| 4%
to 4.99% |
11976 |
0.4608% |
| 5%
to 5.99% |
11868 |
0.456644% |
| 6%
to 6.99% |
1260 |
0.048481% |
| 7%
to 7.99% |
216 |
0.008311% |
| 8%
to 8.99% |
0 |
0% |
| 9%
to 9.99% |
0 |
0% |
| 10%
to 10.99% |
0 |
0% |
| 11%
to 11.99% |
768 |
0.02955% |
| 12%
to 12.99% |
36 |
0.001385% |
| 13%
to 13.99% |
216 |
0.008311% |
| 14%
to 14.99% |
840 |
0.032321% |
| 15%
to 15.99% |
216 |
0.008311% |
| Total |
2598960 |
100% |
|
