Wald's Identity for the Fair Coin-Tossing Games and Some Applications

DOI10.2174/1876527001204010001zbMath1322.91016OpenAlexW2132599619MaRDI QIDQ3192908

Ying-Chao Hung

Publication date: 14 October 2015

Published in: The Open Statistics and Probability Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2174/1876527001204010001

zbMATH Keywords

stopping timeWald's identityfair coin-tossing gamesheads-minus-tails distribution

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Probabilistic games; gambling (91A60)

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