A stopping rule for choosing the best of three coins

DOI10.1016/0304-4149(85)90047-XMaRDI QIDQ761695zbMATH OpenFDO

Authors Steven P. Lalley

Publication date 1985

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-4149(85)90047-X

zbMATH Keywords

first passage times

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Brownian motion (60J65) Stopping times; optimal stopping problems; gambling theory (60G40)

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Cites work

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• scientific article; zbMATH DE number 3223856 (Why is no real title available?)
• scientific article; zbMATH DE number 3076031 (Why is no real title available?)
• Brownian motion and analytic functions
• Selecting the highest probability in binomial or multinomial trials

Cited in

(2)

• On some random variables associated with sequential coin tossing experiment
• scientific article; zbMATH DE number 4184524 (Why is no real title available?)

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