wiki原文如下:
As an example, if a gamble has a 60% chance of winning (p = 0.60, q = 0.40), and **the gambler receives 1-to-1 odds on a winning bet (b = 1**), then the gambler should bet 20% of his bankroll at each opportunity (f* = 0.20), in order to maximize the long-run growth rate of the bankroll.
https://en.wikipedia.org/wiki/Kelly_criterion