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Ratio Comparisons of Supremum and Stop Rule Expectations
Probability Theory and Related Fields
  • Theodore P. Hill, Georgia Institute of Technology - Main Campus
  • Robert P. Kertz, Georgia Institute of Technology - Main Campus
Publication Date
6-1-1981
Abstract
Suppose X1,X2,...,Xn are independent non-negative random variables with finite positive expectations. Let Tn denote the stop rules for X1,...,Xn. The main result of this paper is that E(max{X1,...,Xn }) sup{EXt t ε Tn }. The proof given is constructive, and sharpens the corresponding weak inequalities of Krengel and Sucheston and of Garling.
Disciplines
Citation Information
Theodore P. Hill and Robert P. Kertz. "Ratio Comparisons of Supremum and Stop Rule Expectations" Probability Theory and Related Fields Vol. 56 Iss. 2 (1981) p. 283 - 285
Available at: http://works.bepress.com/tphill/40/