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Investment & Finance

Expected Value Analysis

預期值分析 · Source: 統計學 / 賭博理論 / 投資分析

Decisions with quantifiable outcomes — investments, business decisions, choices with probability and payoff structures

Core Concept

Expected value = Σ(probability of each scenario × outcome of each scenario). If EV is positive, this decision is favorable over repeated execution. The key question: how honest are your probability and outcome estimates?

When to use this

For quantifiable, repeatable choices: investment allocation, insurance decisions, accepting a wager, product discount strategies. Most effective when you can reasonably estimate probabilities and payoffs.

When not to use this

One-shot life decisions (marriage, having kids) do not fit pure expected value — emotion and meaning resist quantification. Extreme tail risks (bankruptcy, health collapse) need Margin of Safety on top.

Questions you will be asked

Using this framework, you will work through —

  1. 1.What decision are you considering?
  2. 2.List the main possible scenarios for this decision (at least three)
  3. 3.For each scenario, estimate the probability of occurring (should sum to ~100%)
  4. …and 3 more

Related Frameworks