‘Wald's Lemma' for sums of order statistics of i.i.d. random variables
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Publication:3978282
DOI10.2307/1427625zbMath0752.62057OpenAlexW2015880441WikidataQ55966419 ScholiaQ55966419MaRDI QIDQ3978282
F. Thomas Bruss, James B. Robertson
Publication date: 25 June 1992
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1427625
empirical distribution functionprophet inequalitysums of order statisticsWald's lemmabaker's problemstopped order statistics
Order statistics; empirical distribution functions (62G30) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)
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