Extremal distributions for the prophet region in the independent case |
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| Authors: | Gertrud Kohlruss Norbert Schmitz |
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| Affiliation: | (1) Institute of Mathematical Statistics, University of Münster, D-4400 Münster, Germany |
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| Abstract: | In this paper, the prophet region in the independent case is investigated. A characterization of all processes is derived, leading to extreme points of this prophet region. Then we give a game-theoretical interpretation of the results and formulate a conjecture. |
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