A statistical version of prophet inequalities
نویسندگان
چکیده
منابع مشابه
A Statistical Version of Prophet Inequalities
All classical “prophet inequalities” for independent random variables hold also in the case where only a noise corrupted version of those variables is observable. That is, if the pairs (X1, Z1), . . . , (Xn, Zn) are independent with arbitrary, known joint distributions, and only the sequence Z1, . . . , Zn is observable, then all prophet inequalities which would hold if the X’s were directly ob...
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 1998
ISSN: 0090-5364
DOI: 10.1214/aos/1024691094