A renewal theorem and its applications to some sequential procedures

DOI10.1007/BF01844608zbMath0496.62067MaRDI QIDQ3959996

Chao A. Hsiung, Yu, Kai Fun, Yuan-Shih Chow

Publication date: 1983

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

zbMATH Keywords

uniform integrabilityrenewal theoremestimating meanasymptotic risk efficiencycopies of finite stopping timevariance of estimator of logarithm of odds ratio

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Sequential estimation (62L12)

Related Items

Risk-efficient nonparametric sequential estimators, On fixed-width confidence intervals associated with maximum likelihood estimation, On a problem of counting by weighing, Nonlinear renewal theory under growth conditions

Cites Work

• The performance of a sequential procedure for the estimation of the mean
• A nonlinear renewal theory with applications to sequential analysis. I
• A nonlinear renewal theory with applications to sequential analysis II
• On the moments and limit distributions of some first passage times
• Some One-Sided Stopping Rules
• Monotonicity of the Variance Under Truncation and Variations of Jensen's Inequality
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