On Second Moments of Stopping Rules
Chow, Y. S. ; Teicher, H.
Ann. Math. Statist., Tome 37 (1966) no. 6, p. 388-392 / Harvested from Project Euclid
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The current investigation is a natural outgrowth of [2], being concerned with the variance of stopping rules and the effect of non-zero means on the variance of a randomly stopped sum. Some martingale generalizations of applications of [2] also appear.
Publié le : 1966-04-14
Classification:  
@article{1177699520,
     author = {Chow, Y. S. and Teicher, H.},
     title = {On Second Moments of Stopping Rules},
     journal = {Ann. Math. Statist.},
     volume = {37},
     number = {6},
     year = {1966},
     pages = { 388-392},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177699520}
}

Chow, Y. S.; Teicher, H. On Second Moments of Stopping Rules. Ann. Math. Statist., Tome 37 (1966) no. 6, pp.  388-392. http://gdmltest.u-ga.fr/item/1177699520/