dPriceOriginal = 0.0; lTrialsOriginal = 100; iOriginal = 1; while (iOriginal <= lTrialsOriginal) do simresOriginal = unifReal(-1,1); dPriceOriginal = dPriceOriginal + simresOriginal; iOriginal = iOriginal + 1 end; dPriceTransformed = 0.0; lTrialsTransformed = 100; iTransformed = 1; while (iTransformed <= lTrialsTransformed) do simresTransformed = unifReal(-1,1); dPriceTransformed = dPriceTransformed + simresTransformed; iTransformed = iTransformed + 2 end; meanPriceOriginal = 0.01*dPriceOriginal; meanPriceTransformed = 2.0*0.01*dPriceTransformed; guardOK = -1; if (meanPriceOriginal - meanPriceTransformed <=1.0) then guardOK = 0 end; if (meanPriceTransformed - meanPriceOriginal <=1.0) then guardOK = guardOK + 2 end; estimateProb(guardOK <= 2)