کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1153630 958345 2007 7 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Generalized n-Paul paradox
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آمار و احتمال
پیش نمایش صفحه اول مقاله
Generalized n-Paul paradox
چکیده انگلیسی
The paradoxical results of Csörgő and Simons for mutually beneficial sharing among any fixed number of St. Petersburg gamblers are extended to games played by a possibly biased coin, with p as the probability of 'heads.' The extension is not straightforward because, unlike in the classical case with p=1/2, admissibly pooled winnings generally fail to stochastically dominate individual ones for more than two gamblers. Best admissible pooling strategies are determined when p is rational, and the algebraic depth of the problem for an irrational p is illustrated by an example.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Statistics & Probability Letters - Volume 77, Issue 11, 15 June 2007, Pages 1043-1049
نویسندگان
,