TY - JOUR
T1 - Sooner waiting time problems in a sequence of multi-state trials with random rewards
AU - Kim, Bara
AU - Kim, Jeongsim
N1 - Funding Information:
We are grateful to the reviewer for valuable comments and suggestions. B. Kim's research was supported by the National Research Foundation of Korea (NRF) grant funded by the Korea government (MSIP) (NRF-2017R1A2B4012676). J. Kim's research was supported by Basic Science Research Program through the National Research Foundation of Korea (NRF) funded by the Ministry of Education (2017R1D1A1B03029542).
Funding Information:
We are grateful to the reviewer for valuable comments and suggestions. B. Kim’s research was supported by the National Research Foundation of Korea (NRF) grant funded by the Korea government (MSIP) ( NRF-2017R1A2B4012676 ). J. Kim’s research was supported by Basic Science Research Program through the National Research Foundation of Korea (NRF) funded by the Ministry of Education ( 2017R1D1A1B03029542 ).
PY - 2019/10
Y1 - 2019/10
N2 - 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.
AB - 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.
KW - Multi-state trials
KW - Sooner waiting time
KW - Stopping probability
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U2 - 10.1016/j.spl.2019.06.017
DO - 10.1016/j.spl.2019.06.017
M3 - Article
AN - SCOPUS:85068150185
VL - 153
SP - 171
EP - 179
JO - Statistics and Probability Letters
JF - Statistics and Probability Letters
SN - 0167-7152
ER -