Assaf, David; Goldstein, Larry; Samuel-Cahn, Ester - Center for the Study of Rationality, Hebrew University … - 2004
Let X<sub>n</sub>,…,X<sub>1</sub> be i.i.d. random variables with distribution function F and finite expectation. A statistician, knowing F, observes the X values sequentially and is given two chances to choose X's using stopping rules. The statistician's goal is to select a value of X as large as possible. Let V<sub>n</sub><sup>2</sup>...
