Invariant record processes and applications to best choice modelling
F. Thomas Bruss
Stochastic Processes and their Applications, 1988, vol. 30, issue 2, 303-316
Abstract:
Let X1, X2,...be identically distributed random variables from an unknown continuous distribution. Further let Ir(1), Ir(2),...be a sequence of indicator functions defined on X1, X2,...by Ir(k) = 0 if k
Keywords: records; generating; functions; optimal; stopping; best; choice; optimal; selection (search for similar items in EconPapers)
Date: 1988
References: Add references at CitEc
Citations: View citations in EconPapers (4)
Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0304-4149(88)90091-9
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:spapps:v:30:y:1988:i:2:p:303-316
Ordering information: This journal article can be ordered from
http://http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01
Access Statistics for this article
Stochastic Processes and their Applications is currently edited by T. Mikosch
More articles in Stochastic Processes and their Applications from Elsevier
Bibliographic data for series maintained by Catherine Liu ().