Sooner waiting time problems in a sequence of multi-state trials with random rewards

Bara Kim and Jeongsim Kim

Statistics & Probability Letters, 2019, vol. 153, issue C, 171-179

Abstract: We investigate sooner waiting time problems in a sequence of independent multi-state trials with random rewards. Our result generalizes the sooner waiting time problems of Eryilmaz, Gong, and Xie (2016) for a sequence of trinary trials with random rewards to the case of multi-state trials. This generalization is obtained through the analysis of a Markov chain with a special transition structure.

Keywords: Sooner waiting time; Stopping probability; Multi-state trials (search for similar items in EconPapers)
Date: 2019
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Citations: View citations in EconPapers (2)

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DOI: 10.1016/j.spl.2019.06.017

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