Estimating the probability of winning (losing) in a gambler's ruin problem with applications

DOI10.1016/0378-3758(84)90044-2MaRDI QIDQ595288zbMATH OpenOpenAlexFDO

Authors Ramesh C. Gupta

Publication date 1984

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0378-3758(84)90044-2

zbMATH Keywords

clusteringmaximum likelihood estimationbiasvarianceepidemicsqueuesnegative momentsminimum variance unbiased estimatorbranching modelsgambler's ruin problemlost game distributionmodified power series distribution

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Exact distribution theory in statistics (62E15) Point estimation (62F10)

Cites work

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• Branching and clustering models associated with the ‘lost-games distribution’
• Estimation of probabilities in the class of modified power series distributions
• Mathematical theories of traffic flow
• Minimum variance unbiased estimation in a modified power series distribution and some of its applications
• Some interrelations among compound and generalized distributions
• THE SAMPLING DISTRIBUTION OF A MAXIMUM-LIKELIHOOD ESTIMATE

Cited in

(1)

• A group-dynamic model and the lost-games distribution

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