Sooner waiting time problems in a sequence of multi-state trials with random rewards

Bara Kim, Jeongsim Kim

Research output: Contribution to journalArticlepeer-review

1 Citation (Scopus)

Abstract

We investigate sooner waiting time problems in a sequence of independent multi-state trials with random rewards. Our result generalizes the sooner waiting time problems of Eryilmaz, Gong, and Xie (2016) for a sequence of trinary trials with random rewards to the case of multi-state trials. This generalization is obtained through the analysis of a Markov chain with a special transition structure.

Original languageEnglish
Pages (from-to)171-179
Number of pages9
JournalStatistics and Probability Letters
Volume153
DOIs
Publication statusPublished - 2019 Oct 1

Keywords

  • Multi-state trials
  • Sooner waiting time
  • Stopping probability

ASJC Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

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