Higher Moments of Randomly Stopped Sums

DOI10.1137/1111013MaRDI QIDQ5561569zbMATH OpenOpenAlexFDO

Authors H. Teicher

Publication date 1966

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/1111013

zbMATH Keywords

statistics

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)

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Cited in

(5)

• Sequential estimation of the difference between the means of two normal populations
• Finiteness of moments of randomly stopped sums of i.i.d. random variables
• A note on second moment of a randomly stopped sum of independent variables
• Generalized Wald equations in discrete time
• Moments of randomly stopped sums -- revisited

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