A statistical version of prophet inequalities

DOI10.1214/AOS/1024691094MaRDI QIDQ1807109zbMATH OpenOpenAlexFDO

Authors David Assaf, Larry Goldstein, Ester Samuel-Cahn

Publication date 9 November 1999

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aos/1024691094

zbMATH Keywords

perfect prophetprophet inequalities

Mathematics Subject Classification ID

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

Recommendations

• Prophet inequalities for dependent random variables
• Expectation inequalities associated with prophet problems¹
• scientific article; zbMATH DE number 4042940
• Prophet inequalities for averages of independent non-negative random variables
• Prophet inequalities for independent and identically distributed random variables from an unknown distribution
• Prophet inequalities for products of non–negative random variables
• A prophet inequality for independent random variables with finite variances

Cites work

• Comparisons of stop rule and supremum expectations of i.i.d. random variables
• scientific article; zbMATH DE number 67295 (Why is no real title available?)
• scientific article; zbMATH DE number 3369559 (Why is no real title available?)
• Prophet inequalities for cost of observation stopping problems
• Prophet region for independent random variables with a discount factor
• The impact of finite precision arithmetic and sensitivity on the numerical solution of partial differential equations

Cited in

(4)

• Statistical games against a prophet-proof of a minimax conjecture
• Expectation inequalities associated with prophet problems¹
• An application of prophet regions to optimal stopping with a random number of observations
• Prophet Inequalities with Limited Information

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