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

DOI10.1016/0378-3758(84)90044-2zbMATH Open0527.62021OpenAlexW1965222201MaRDI QIDQ595288FDOQ595288

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)

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• Mathematical theories of traffic flow
• THE SAMPLING DISTRIBUTION OF A MAXIMUM-LIKELIHOOD ESTIMATE
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• Branching and clustering models associated with the ‘lost-games distribution’
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Cited In (1)

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

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