after the mathematician Abraham Wald, who used these ideas in a series of influential publications. Wald's martingale can be seen as discrete-time equivalent...
2 KB (269 words) - 08:33, 25 April 2024
{ Nt − λt : t ≥ 0 } is a continuous-time martingale with right-continuous/left-limit sample paths. Wald's martingale A d {\displaystyle d} -dimensional process...
20 KB (2,883 words) - 16:28, 28 July 2024
criticized Wald's work on the design of experiments and alleged ignorance of the basic ideas of the subject, as set out by Fisher and Frank Yates. Wald's work...
14 KB (1,148 words) - 03:57, 19 August 2024
In probability theory, Wald's equation, Wald's identity or Wald's lemma is an important identity that simplifies the calculation of the expected value...
25 KB (3,188 words) - 01:42, 27 April 2024
Stratonovich integral Stochastic control Stochastic differential equation Stochastic process Telegraph process Time series Wald's martingale Wiener process...
5 KB (407 words) - 21:21, 25 August 2023
{\displaystyle \sum _{i=1}^{N-1}x_{i}x_{i+1}} , which can be proven by a martingale central limit theorem. Runs tests can be used to test: the randomness...
6 KB (1,061 words) - 00:44, 6 April 2024
Markov process Martingale Doob martingale Optional stopping theorem Martingale representation theorem Azuma's inequality Wald's equation Poisson process...
11 KB (1,000 words) - 14:07, 2 May 2024
hdl:1813/32605 Practical application of likelihood ratio test described R Package: Wald's Sequential Probability Ratio Test Richard Lowry's Predictive Values and...
17 KB (2,098 words) - 09:11, 20 July 2024
theorem Doob decomposition theorem Doob martingale Doob's martingale convergence theorems Doob's martingale inequality Doob–Meyer decomposition theorem...
87 KB (8,280 words) - 14:50, 5 July 2024
(F:R) Doob martingale / (F:R) Independence / (F:BR) Littlewood–Offord problem / (F:R) Lévy flight / (F:R) (U:C) Martingale / (FU:R) Martingale difference...
35 KB (3,026 words) - 12:15, 30 October 2023