Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1153835 | Statistics & Probability Letters | 2007 | 6 Pages |
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.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
M. Mar Fenoy, Pilar Ibarrola,