Help:=proc(): print(`SU(m,p), E(m,p) `): end: #SU(m,p): simulating an extemeley risk-averse player in the Shepp Urn #Try: #SU(m,p); SU:=proc(m,p) local i,m1,p1,r: m1:=m: p1:=p: for i from 1 while (p-p1)-(m-m1)=p then RETURN(0): fi: if m=0 then RETURN(p): else m/(m+p)*E(m-1,p)+p/(m+p)*E(m,p-1)+1: fi: end: #E(100,110) # 33683086189085193138363517127662830063471100444206895955179886 # -------------------------------------------------------------- # 297474726318397739666969118328344655976262651151936062181333 #evalf(%) # 113.2300771 Eyy:=proc(m,p) local i: (-4*add(4^i*binomial(m-2*i+p-2,m-i-1),i=0..m-1))/binomial(m+p,p)+m+p: end: