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Sequential Analysis
Design Methods and Applications
Volume 28, 2009 - Issue 4
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Original Articles

A Sharp Ratio Inequality for Optimal Stopping When Only Record Times are Observed

Pages 455-458 | Received 25 Sep 2008, Accepted 12 Mar 2009, Published online: 20 Oct 2009

REFERENCES

  • Gilbert , J. P. and Mosteller , F. ( 1966 ). Recognizing the Maximum of a Sequence , Journal of American Statistical Association 61 : 35 – 73 .
  • Hill , T. P. and Kertz , R. P. ( 1982 ). Comparisons of Stop Rule and Supremum Expectations of I.I.D. Random Variables , Annals of Probability 10 : 336 – 345 .
  • Kürschák , J. ( 1918 ). On the Harmonic Series (in Hungarian) , Matematikai és Physikai Lapok 27 : 299 – 300 .
  • Pólya , G. and Szegö , G. ( 1976 ) . Problems and Theorems in Analysis , vol. II , New-York : Springer-Verlag .
  • Samuel-Cahn , E. ( 2007 ). Optimal Stopping for I.I.D. Random Variables Based on the Sequential Information of the Location of Relative Records Only , Sequential Analysis 26 : 395 – 401 .
  • Recommended by Nitis Mukhopadhyay

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