I already found out something interesting, just from the brute-simple sample player that always rolls only once. 4 instances of the player will result in a wide spread of money changing hands, even though the number of individual game wins/losses is about 25% as you would expect.
The magnitude of the money spread grows with the total length of play, while the win/loss ratio should converge ever more accuratly to 25% as the length of plays increases.Playing 10000 games. Sam (2536/7608) 1640 Judy (2528/7584) 931 Lloyd (2514/7542) 1134 Scott (2422/7266) -3705 [C:\work\dev\PerlSkunk]test2 test1 running loading sample1.skunk.pl Single Roller - Always rolls once. Playing 100000 games. Sam (25123/75369) 6037 Judy (24995/74985) -1504 Lloyd (24959/74877) -1948 Scott (24923/74769) -2585
This indicates that the money win/loss follows a fractal curve, with ever larger trends emerging the longer you play.
Ah, it's like a random walk! Which means I would expect the money to be +/- the square root of the number of games, further complicated by the fact that all the wins/losses must add up to zero.
So, I have documentation and a pretty good framework. I'd appreciate it if anyone reviewed the code to make sure there are no problems. And, anyone who wants to add a player robot is welcome to send it to me at 0binsnh002 "at" sneakemail.com (I'll change that once it gets on the spamlists).
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Re: The game of Skunk
by John M. Dlugosz (Monsignor) on Jun 23, 2003 at 06:17 UTC | |
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Re: The game of Skunk
by smalhotra (Scribe) on Jun 25, 2003 at 18:29 UTC | |
by John M. Dlugosz (Monsignor) on Jun 26, 2003 at 04:56 UTC | |
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Re: The game of Skunk
by smalhotra (Scribe) on Jun 25, 2003 at 20:21 UTC | |
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Re: The game of Skunk
by eric256 (Parson) on Jul 06, 2003 at 01:41 UTC |