Higher Moments of Randomly Stopped Sums
From MaRDI portal
Publication:5561569
DOI10.1137/1111013zbMath0173.46201OpenAlexW2045461072MaRDI QIDQ5561569
Publication date: 1966
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/1111013
Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)
Related Items (4)
Moments of randomly stopped sums -- revisited ⋮ A note on second moment of a randomly stopped sum of independent variables ⋮ Generalized Wald equations in discrete time ⋮ Sequential estimation of the difference between the means of two normal populations
This page was built for publication: Higher Moments of Randomly Stopped Sums