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December, 1981 Note on a Theorem of Woodroofe's
Kai Fun Yu
Ann. Probab. 9(6): 1030-1033 (December, 1981). DOI: 10.1214/aop/1176994273


This note proves a stronger result than Woodroofe's Theorem (1977) on uniform integrability which is a key tool to obtain second order approximations in certain sequential point and interval estimation problems. The conditions for the stronger conclusion are also weaker than the conditions used by Woodroofe (1977) for his theorem.


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Kai Fun Yu. "Note on a Theorem of Woodroofe's." Ann. Probab. 9 (6) 1030 - 1033, December, 1981.


Published: December, 1981
First available in Project Euclid: 19 April 2007

zbMATH: 0471.60032
MathSciNet: MR632975
Digital Object Identifier: 10.1214/aop/1176994273

Primary: 60F05
Secondary: 62L12

Keywords: Stopping rules , uniform integrability

Rights: Copyright © 1981 Institute of Mathematical Statistics

Vol.9 • No. 6 • December, 1981
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