Minimax Stopping Rules when the Underlying Distribution is Uniform

DOI10.2307/2287066MaRDI QIDQ3909872zbMATH OpenOpenAlexFDO

Authors Stephen M. Samuels

Publication date 1981

Full work available at URL https://doi.org/10.2307/2287066

zbMATH Keywords

Hunt-Stein theoreminvarianceminimax stopping rulesrelative rankssecretary problemunknown uniform distribution

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Minimax procedures in statistical decision theory (62C20) Optimal stopping in statistics (62L15)

Cited in

(9)

• On the game of googol
• Moment-based minimax stopping functions for sequences of random variables
• Robust best choice problem
• Optimal selection problems based on exchangeable trials
• Optimal selection from a gamma distribution with unknown parameter
• ON A multi-person time-sequential game with priorities
• Pseudo-prophet Inequalities in Average-Optimal Stopping
• An empirical bayes adaptive price search^∗
• Optimal stopping of a random sequence with unknown distribution

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