Statements (10)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:mathematical_concept
|
| gptkbp:application |
sequential analysis
statistics optimal stopping theory |
| gptkbp:field |
gptkb:probability_theory
|
| https://www.w3.org/2000/01/rdf-schema#label |
Robbins lemma
|
| gptkbp:namedAfter |
gptkb:Herbert_Robbins
|
| gptkbp:sentence |
If X is a random variable and Y is a random variable independent of X, then E[X 1_{X ≥ Y}] = ∫_0^∞ P(X ≥ t)P(Y ≤ t) dt.
|
| gptkbp:bfsParent |
gptkb:Herbert_Robbins
|
| gptkbp:bfsLayer |
6
|