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MathBit

Wald’s Identity and Geometric Expectation

Page 716 | Received 26 Aug 2019, Accepted 05 Nov 2019, Published online: 21 Sep 2020

References

  • Hong, L. (2014). Two new elementary derivations of geometric expectation. Amer. Statist. 68(3): 188–190.
  • Ross, S. (1996). Stochastic Processes, 2nd ed. New York, NY: Wiley.
  • Ross, S. (2014). A First Course in Probability, 9th ed. Boston, MA: Pearson.

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