An extension of a theorem on gambling systems to arbitrary binary random variables

In this paper, by means of the notion of likelihood ratio and by using an analytical technique for the investigation of a.e. convergence presented, an extension of a theorem on the gambling system to arbitrary binary random sequences is obtained.

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Year of publication:	1996
Authors:	Wen, Liu ; Zhongzhi, Wang
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 28.1996, 1, p. 51-58
Publisher:	Elsevier
Keywords:	Bernoulli sequence Gambling system Likelihood ratio a.e. convergence Binary random sequence

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005319679