The optional sampling theorem for submartingales in the sequentially planned context

M. Mar Fenoy and Pilar Ibarrola

Statistics & Probability Letters, 2007, vol. 77, issue 8, 826-831

Abstract: The optional sampling theorem is considered in the sequentially planned context. We prove the optional sampling theorem for direct successors and for sampling plans with a finite number of stages. Also, the theorem is studied in the general case under a uniform integrability condition; we obtain it for submartingales with a last element, and for submartingales that verify a bounded condition based on uniform integrability.

Keywords: Sampling; plan; Sequentially; planned; Optional; sampling (search for similar items in EconPapers)
Date: 2007
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