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

DOI10.1016/0378-3758(84)90044-2zbMath0527.62021OpenAlexW1965222201MaRDI QIDQ595288

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

maximum likelihood estimationclusteringqueuesvariancebiasepidemicsmodified power series distributionnegative momentsminimum variance unbiased estimatorbranching modelsgambler's ruin problemlost game distribution

Mathematics Subject Classification ID

Point estimation (62F10) Exact distribution theory in statistics (62E15) Probability distributions: general theory (60E05)

Related Items (1)

A group-dynamic model and the lost-games distribution

Cites Work

• Mathematical theories of traffic flow
• THE SAMPLING DISTRIBUTION OF A MAXIMUM-LIKELIHOOD ESTIMATE
• Some interrelations among compound and generalized distributions
• Estimation of probabilities in the class of modified power series distributions
• Minimum variance unbiased estimation in a modified power series distribution and some of its applications
• Branching and clustering models associated with the ‘lost-games distribution’
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