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St. Petersburg games with the largest gains withheld

Author

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  • Csörgo, Sándor
  • Simons, Gordon

Abstract

An intuitively appealing exact formula is derived for the expected total winnings in n generalized St. Petersburg games when the bank withholds the m largest winnings.

Suggested Citation

  • Csörgo, Sándor & Simons, Gordon, 2007. "St. Petersburg games with the largest gains withheld," Statistics & Probability Letters, Elsevier, vol. 77(12), pages 1185-1189, July.
    • Handle: RePEc:eee:stapro:v:77:y:2007:i:12:p:1185-1189
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    References listed on IDEAS

    as
    1. Csörgo, Sándor & Simons, Gordon, 1996. "A strong law of large numbers for trimmed sums, with applications to generalized St. Petersburg games," Statistics & Probability Letters, Elsevier, vol. 26(1), pages 65-73, January.
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