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Original Articles

Comparison of stop rule and maximum expectations for finite sequences of exchangeable random variables

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Pages 1-23 | Published online: 03 Apr 2007

References

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  • Hill , T.P. and Kertz , R.P. 1983 . Stop rule inequalities for uniformly bounded sequences of random variables . Trans. Amer. Math. Soc , 278 : 197 – 207 .
  • Kertz , R.P. 1984 . Stop rule and supremum expectations of i.i.d. random variables: a complete comparison by conjugate duality . J. Multivariate Analysis , 19 : 88 – 112 .
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  • Krengel , U. and Sucheston , L. 1977 . Semiamarts and finite values . Bull. Amer. Math. Soc , 83 : 745 – 747 .
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  • Stoer , J. and Witzgall , C. 1970 . Convexity and Optimization in Finite Dimensions I , New York : Springer-Verlag .

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