St. Petersburg games with the largest gains withheld

DOI10.1016/J.SPL.2007.03.001zbMath1120.60018OpenAlexW2023828586MaRDI QIDQ2643026

Gordon Simons, Sándor Csörgö

Publication date: 23 August 2007

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2007.03.001

zbMATH Keywords

generalized St. Petersburg gamesexpected gainslargest winnings withheld

Mathematics Subject Classification ID

Order statistics; empirical distribution functions (62G30) Strong limit theorems (60F15) Distribution theory (60E99)

Related Items (1)

PROBABILITY AND METRIC DISCREPANCY THEORY

Cites Work

• A strong law of large numbers for trimmed sums, with applications to generalized St. Petersburg games

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