Comparison of Values of Independent Random Variables in a Bayesian Setting

DOI10.1081/SQA-120022089MaRDI QIDQ4429478zbMATH OpenFDO

Authors Uwe Saint-Mont

Publication date 25 September 2003

Published in Sequential Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1081/SQA-120022089

zbMATH Keywords

optimal stoppingpartial informationBayesian approachprophet regions

Mathematics Subject Classification ID

Sequential statistical analysis (62L10) Bayesian problems; characterization of Bayes procedures (62C10) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15) Probabilistic games; gambling (91A60)

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Cites work

• scientific article; zbMATH DE number 5604036 (Why is no real title available?)
• scientific article; zbMATH DE number 1015102 (Why is no real title available?)
• A prophet inequality for independent random variables with finite variances
• Constructions of random distributions via sequential barycenters
• Random distribution functions
• Stop rule and supremum expectations of i.i.d. random variables: A complete comparison by conjugate duality

Cited in

(1)

• An application of prophet regions to optimal stopping with a random number of observations

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