Sequential Analysis

  • Dieter, Ulrich, (Co-Investigator (CoI))

Project: Research area

Description

The sequential test statistics of some discrete distributions
(Bernoulli, Binomial, Poisson) can be described by
solving large systems of equations. With similiar methods
it is possible to calculate exactly the ruin probability
of roulette-game and to determine strategies (within a finite
set of strategies) that minimize the ruin probability.
StatusFinished
Effective start/end date1/01/9531/01/01