Statistical Gambler's Ruin Problem

DOI10.1081/STA-120021562MaRDI QIDQ4484617zbMATH OpenFDO

Authors Jyh-Jian Tsay, Chen-Hai Andy Tsao

Publication date 12 June 2003

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1081/STA-120021562

Mathematics Subject Classification ID

Statistical decision theory (62C99) Game theory (91A99)

Recommendations

• On One Estimate of the Ruin Probability
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Cites work

• scientific article; zbMATH DE number 458722 (Why is no real title available?)
• scientific article; zbMATH DE number 493074 (Why is no real title available?)
• Pascal's Problem: The 'Gambler's Ruin'

Cited in

(8)

• The conditional gambler's ruin problem with ties allowed
• Deciding when to quit the gambler's ruin game with unknown probabilities
• Gambler's ruin estimates on finite inner uniform domains
• Gambler's ruin probability -- a general formula
• An aspect of the Gambler's Ruin problem
• La rovina del giocatore con dipendenza markoffiana nel processo di alternativa
• Variance of the game duration in the gambler's ruin problem
• Confidence estimation for tolerance intervals

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