=+Example 7.7. Suppose as before that Fo = a and W ,, = 1, so that F
Question:
=+Example 7.7. Suppose as before that Fo = a and W ,, = 1, so that F ,, = a +
S ., but suppose the stopping rule is to quit as soon as F ,, reaches a +
b. Here F* is bounded above by a + b but is not bounded below. If p =;, the gambler is by (7.8) certain to achieve his goal, so that F, = a +
b. In this case Fo=a
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Related Book For 
Probability And Measure Wiley Series In Probability And Mathematical Statistics
ISBN: 9788126517718
3rd Edition
Authors: Patrick Billingsley
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