Statistics & risk

Confidence intervals for observed frequencies, Monte Carlo trial sizing, diffusion-style risk of ruin, and a Beta–Binomial fold-frequency updater.

Use this group when calibrating sim sample sizes, reporting HUD stats with error bars, or rough bankroll planning—not as a substitute for full stochastic poker modeling.

Export	Summary
monteCarloStandardError	Binomial SE √(p̂(1−p̂)/n).
monteCarloTrialsForStandardErrorBound	Smallest n with SE ≤ target.
wilsonScoreInterval	Wilson interval { lower, upper }.
agrestiCoullInterval	Agresti–Coull interval.
normalWaldBinomialInterval	Wald p̂ ± z·SE clamped to [0,1].
monteCarloTrialsForHoeffdingBound	Hoeffding trial count for ε, δ.
riskOfRuinDiffusionApprox	Diffusion-style ROR.
bankrollForTargetRorDiffusion	Bankroll for target ROR.
betaBinomialFoldPosterior	Beta update on fold frequency.
binomialProportionCiWidth	Wilson interval width for a proportion.
monteCarloTrialsForWilsonHalfWidth	Trials needed for target Wilson half-width.
varianceToStandardDeviationPerHand	sqrt(variance) per hand.