Recommended Citation
Postprint version. Published in Probability Theory and Related Fields, Volume 56, Issue 2, June 1, 1981, pages 283-285. Copyright © 1981 Springer. The definitive version is available at http://dx.doi.org/10.1007/BF00535745.
NOTE: At the time of publication, the author Theodore P. Hill was not yet affiliated with Cal Poly.
Abstract
Suppose X1,X2,...,Xn are independent non-negative random variables with finite positive expectations. Let Tn denote the stop rules for X1,...,Xn. The main result of this paper is that E(max{X1,...,Xn }) <2 >sup{EXt t ε Tn }. The proof given is constructive, and sharpens the corresponding weak inequalities of Krengel and Sucheston and of Garling.
Disciplines
Mathematics
URL: http://digitalcommons.calpoly.edu/rgp_rsr/63