Journal of Applied Probability, Vol. 54, No. 1 (MARCH 2017), pp. 12-22 (11 pages) In this paper we deal with an optimal stopping problem whose objective is to maximize the probability of selecting k ...
A simple technique, developed in Phillips (unpublished Ph.D. dissertation, University of Windsor, Windsor, Ontario, 1987), is used to approximate cov($\hat\theta_{MH}, \hat p_i$), i = 1, 2, where ...