‘Wald's Lemma' for sums of order statistics of i.i.d. random variables

DOI10.2307/1427625zbMath0752.62057OpenAlexW2015880441WikidataQ55966419 ScholiaQ55966419MaRDI QIDQ3978282

F. Thomas Bruss, James B. Robertson

Publication date: 25 June 1992

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1427625

zbMATH Keywords

empirical distribution functionprophet inequalitysums of order statisticsWald's lemmabaker's problemstopped order statistics

Mathematics Subject Classification ID

Order statistics; empirical distribution functions (62G30) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)

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