PPLNS variance is higher than CPPSRB. <snip>
Is this from simulation or analysis? Merni Rosenfeld derives the reward variance for PPLNS on page ten here:
https://bitcoil.co.il/pool_analysis.pdfFor PPLNS, the variance is 1/(network mining difficulty)*(Bitcoin block reward)^2 * 1/N
(N is the "N' in PPLNS)
What is the variance you've calculated for CPPSRB (analytical or otherwise)? Did you take into account the varying maturity time for CPPSRB compared with the more predictable maturity time for PPLNS?
Cheers, wk - I've been interested to know this for ages.
I ran simulations of multiple reward systems against real-world data (Eligius shares database/blocks) prior to implementing CPPSRB. (I've rerun this a few times since then, but not recently.)
While I admittedly do not know how to boil it down to a single equation, I'm pretty good at simulation

I took short and long term averages and % deviations from maximum/expected PPS for various time frames accounting for individuals as well as pool-wide earnings with multiple reward systems. While PPLNS (with various different N's) ended up pretty close to CPPSRB's % deviation quickly, CPPSRB always tended to win by at least a few %.
Over the longer term and taking into account the real world data (where some miners were not consistent for example) PPLNS left some miners with substantially higher variance than others, while CPPSRB managed to iron this out quite well in most cases.
In my simulations CPPSRB kept more miners closer to 100% PPS than PPLNS did over almost all time frames, short and long.
-wk