Search Results - subject:"Markov inequality"

Young, H Peyton; Foster, Dean P.; Stine, Robert - Department of Economics, Oxford University - 2011

alpha based on the Markov inequality. Since it is based on the compound value of the estimated excess returns, we call it …

Persistent link: https://www.econbiz.de/10009320944

On sequential fixed-width confidence intervals for the mean and second-order expansions of the associated coverage probabilities

Mukhopadhyay, Nitis; Datta, Sujay - 1996

In order to construct fixed-width (2d) confidence intervals for the mean of an unknown distribution function F , a new purely sequential sampling strategy is proposed first. The approach is quite different from the more traditional methodology of Chow and Robbins (1965, Ann. Math. Statist. , 36...

Persistent link: https://www.econbiz.de/10009477489

A generalization of Markov's inequality

Eisenberg, Bennett; Ghosh, B. K. - In: Statistics & Probability Letters 53 (2001) 1, pp. 59-65

Markov's inequality for nonnegative random variables is extended to sums of the form [summation operator …

Persistent link: https://www.econbiz.de/10005138368

On sequential fixed-width confidence intervals for the mean and second-order expansions of the associated coverage probabilities

Mukhopadhyay, Nitis; Datta, Sujay - In: Annals of the Institute of Statistical Mathematics 48 (1996) 3, pp. 497-507

Persistent link: https://www.econbiz.de/10005616151