On the fair coin tossing process

Robert Chen and Hsien E. Lin

Journal of Multivariate Analysis, 1984, vol. 15, issue 2, 222-227

Abstract: Let [Omega] = {1, 0} and for each integer n >= 1 let [Omega]n = [Omega] - [Omega] - ... - [Omega] (n-tuple) and [Omega]nk = {(a1, a2, ..., an)(a1, a2, ... , an) [epsilon] [Omega]n and [Sigma]i=1nai = k} for all k = 0,1,...,n. Let {Ym}m>=1 be a sequence of i.i.d. random variables such that . For each A in [Omega]n, let TA be the first occurrence time of A with respect to the stochastic process {Ym}m>=1. R. Chen and A.Zame (1979, J. Multivariate Anal. 9, 150-157) prove that if n >= 3, then for each element A in [Omega]n, there is an element B in [Omega]n such that the probability that TB is less than TA is greater than . This result is sharpened as follows: (I) for n >= 4 and 1 = 4 and 1

Keywords: fair; coin; tossing; process; random; variable; occurrence; time; stochastic; process (search for similar items in EconPapers)
Date: 1984
References: Add references at CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0047-259X(84)90027-7
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:jmvana:v:15:y:1984:i:2:p:222-227

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Journal of Multivariate Analysis is currently edited by de Leeuw, J.

More articles in Journal of Multivariate Analysis from Elsevier
Bibliographic data for series maintained by Catherine Liu ().