Abstract
Consider the number Xm of comparisons made in a sequence of comparisons between two opponents, which terminates as soon as one opponent wins m comparisons. The convergence of Xm to the normal variable is completely characterized. The normal approximations to the probability function and to the distribution function of Xm are obtained for any sufficiently large m, together with estimates of the errors in these approximations. Similar results are obtained for the negative binomial distribution as well. Finally, some simple estimates of the mean, variance and the incomplete beta function with equal arguments are constructed.
Publisher
Cambridge University Press (CUP)
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability
Cited by
8 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
1. Order statistics and the length of the best-n-of-(2n − 1) competition;Communications in Statistics - Theory and Methods;2016-09-30
2. Gambler’s ruin and winning a series by m games;Annals of the Institute of Statistical Mathematics;2009-01-22
3. Sequential games;Journal of Applied Probability;2001-12
4. Sequential games;Journal of Applied Probability;2001-12
5. Asymptotic probabilities in a sequential urn scheme related to the matchbox problem;Advances in Applied Probability;1998-09