Fenoy, Mar and Ibarrola Muñoz, Pilar (2007) The optional sampling theorem for submartingales in the sequentially planned context. Statistics & Probability Letters, 77 (8). pp. 826-831. ISSN 0167-7152
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Official URL: http://www.sciencedirect.com/science/journal/01677152
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.
|Uncontrolled Keywords:||Sampling plan; Sequentially planned; Optional sampling|
|Subjects:||Sciences > Mathematics > Probabilities|
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|Deposited On:||03 May 2012 11:36|
|Last Modified:||14 Nov 2013 16:47|
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