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The optimum strategy for choosing the maximum ofNindependent random variables

✍ Scribed by E. G. Enns

Publisher: Springer
Year: 1970
Tongue: English
Weight: 436 KB
Volume: 14
Category: Article
ISSN: 0340-9422
DOI: 10.1007/bf01918254

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Note on: The Optimum Strategy for Choosi

Note on: The Optimum Strategy for Choosing the Maximum ofNIndependent Random Variables

✍ M. Beckmann 📂 Article 📅 1971 🏛 Springer 🌐 English ⚖ 75 KB

Reply to M. J. Beckmann's “Note on: The

Reply to M. J. Beckmann's “Note on: The Optimum Strategy for Choosing the Maximum ofNIndependent Random Variables”

✍ E. G. Enns 📂 Article 📅 1971 🏛 Springer 🌐 English ⚖ 76 KB

Asymptotic expansions for the maximum of

Asymptotic expansions for the maximum of random number of random variables

✍ S.Yu. Novak 📂 Article 📅 1994 🏛 Elsevier Science 🌐 English ⚖ 410 KB

On the expectation of the maximum for su

On the expectation of the maximum for sums of independent random variables

✍ A. Irle 📂 Article 📅 1985 🏛 Springer 🌐 English ⚖ 267 KB

Some Inequalities for the Maximum of Par

Some Inequalities for the Maximum of Partial Sums of Random Variables

✍ J. Mogyoródi 📂 Article 📅 1975 🏛 John Wiley and Sons 🌐 English ⚖ 623 KB

is non-decreasing. Thus, if one applies the c,-inequality, the inequality follows trivially. From this and from the preceding inequality we obtain By our condition the sums on the right hand side converge to 0 as n -+ + 00. This proves the assertion. Remarks. It is easy to see that for p > 2 our c

A strong law for the maximum cumulative

A strong law for the maximum cumulative sum of independent random variables

✍ Warren M. Hirsch 📂 Article 📅 1965 🏛 John Wiley and Sons 🌐 English ⚖ 649 KB