Ester Samuel-cahn

All classical \prophet inequalities " for independent random variables hold also in the case where only a noise corrupted version of those variables is observable. That is, if the pairs (X...

X (2007)

A Statistical Version of Prophet Inequalities 1 (2007)

Let X i be non-negative, independent random variables with nite expectation, and

Abbreviated title: Branching Processes and Optimal Stopping (2007)

All classical “prophet inequalities ” for independent random variables hold also in the case where only a noise corrupted version of those variables is observable. That is, if the pairs (X1,...

Two Choice Optimal Stopping (2007)

probability, varying environment, inhomogeneous Galton-Watson process, prophet inequalities. 1 A curious connection exists between the theory of optimal stopping for independent random variables, and...

David Assaf Larry, Larry Goldstein, Ester Samuel-cahn

Let X n ; : : : ; X 1 be i.i.d. random variables with distribution function F . A statistician, knowing F , observes the X values sequentially and is given two chances to choose X's using...

Two Choice Optimal Stopping + (2007)

David Assaf Larry, Larry Goldstein, Ester Samuel-cahn

Let X n , . . . , X 1 be i.i.d. random variables with distribution function F . A statistician, knowing F , observes the X values sequentially and is given two chances to choose X's using...

Select sets: Rank and file (2007)

Krieger, Abba M., Pollak, Moshe, Samuel-Cahn, Ester

In many situations, the decision maker observes items in sequence and needs to determine whether or not to retain a particular item immediately after it is observed. Any decision rule creates a set...

Select sets: Rank and file (2007)

Krieger, Abba M., Pollak, Moshe, Samuel-Cahn, Ester

In many situations, the decision maker observes items in sequence and needs to determine whether or not to retain a particular item immediately after it is observed. Any decision rule creates a set...

An unexpected connection between branching processes and optimal stopping (2005)

Two choice optimal stopping (2005)

A curious connection exists between the theory of optimal stopping for independent random variables, and branching processes. In particular, for the branching process $Z_n$ with offspring...

Two-choice optimal stopping (2004)

Let $X_n,...,X_1$ be i.i.d. random variables with distribution function $F$. A statistician, knowing $F$, observes the $X$ values sequentially and is given two chances to choose $X$'s using stopping...

Ratio prophet inequalities when the mortal has several choices (2002)

Let Xn,...,X1 be independent, identically distributed (i.i.d.) random variables with distribution function F. A statistician, knowing F, observes the X values sequentially and is given two chances to...

Prophet inequalities for optimal stopping rules with probabilistic recall (2002)

Let $X_i$ be nonnegative, independent random variables with finite expectation, and $X^*_n = \max \{X_1, \ldots, X_n\}$. The value $EX^*_n$ is what can be obtained by a "prophet." A "mortal" on the...

Ratio prophet inequalities when the mortal has several choices (2002)

Let Xi, i = 1, ..., n, be independent random variables, and consider an optimal stopping problem where an observation not chosen in the past is still available i steps later with some probability pi,...

Simple ratio prophet inequalities for a mortal with multiple choices (2000)

Let Xi be non-negative, independent random variables with finite expectation, and X ∗ n = max{X1,..., Xn}. The value EX ∗ n is what can be obtained by a “prophet”. A “mortal ” on the...

An unexpected connection between branching processes and optimal stopping (2000)

Let Xi ≥ 0 be independent, i = 1,..., n, with known distributions and let Xn*= max(X1,...,Xn). The classical `ratio prophet inequality' compares the return to a prophet, which is EXn*, to that of a...

Optimal multivariate stopping rules (1998)

A curious connection exists between the theory of optimal stopping for independent random variables, and branching processes. In particular, for the branching process Zn with offspring distribution...

A statistical version of prophet inequalities (1998)

For fixed i let X(i) = (X1(i), ..., Xd(i)) be a d-dimensional random vector with some known joint distribution. Here i should be considered a time variable. Let X(i), i = 1, ..., n be a sequence of n...

Is the Simes improved Bonferroni procedure conservative? (1996)

All classical “prophet inequalities” for independent random variables hold also in the case where only a noise-corrupted version of those variables is observable. That is, if the pairs $(X_1,...

SAMUEL-CAHN, ESTER

Simes (1986) proposed a modified Bonferroni procedure for conducting multiple tests of significance. He proved that, when the n test statistics are independent, his procedure has exact size α....

When Should You Stop and what do You Get? Some Secretary Problems

Ester Samuel-Cahn

A version of a secretary problem is considered: Let Xj, j = 1,...,n be i.i.d. random variables. Like in the classical secretary problem the optimal stopper only observes Yj = 1, if Xj is a (relative)...

Optimal Two Choice Stopping on an Exponential Sequence

Larry Goldstein, Ester Samuel-Cahn

Asymptotic results for the problem of optimal two choice stopping on an n element long i.i.d. sequence Xn, . . . ,X1 have previously been obtained for two of the three domains of attraction. An...

Two Choice Optimal Stopping

David Assaf, Larry Goldstein, Ester Samuel-Cahn

Let Xn, . . . ,X1 be i.i.d. random variables with distribution function F. A statistician, knowing F, observes the X values sequentially and is given two chances to choose X’s using stopping rules....

Applications of parameters of shape to statistical distributions

Bachi, Roberto, Samuel-Cahn, Ester

Why is One Choice Different?

David Assaf, Ester Samuel-Cahn

Let X_i be nonnegative independent random variables with finite expectations and X^*_n = max {X_1, ..., X_n}. The value EX^*_n is what can be obtained by a ``prophet". A ``mortal" on the other hand,...

Maximizing expected value with two stage stopping rules

David Assaf, Larry Goldstein, Ester Samuel-Cahn

Let Xn,…,X1 be i.i.d. random variables with distribution function F and finite expectation. A statistician, knowing F, observes the X values sequentially and is given two chances to choose X's...

Select Sets: Rank and File

Abba M. Krieger, Moshe Pollak, Ester Samuel-Cahn

In many situations, the decision maker observes items in sequence and needs to determine whether or not to retain a particular item immediately after it is observed. Any decision rule creates a set...

Beat the Mean: Better the Average

Abba M. Krieger, Moshe Pollak, Ester Samuel-Cahn

We consider a sequential rule, where an item is chosen into the group, such as a university faculty member, only if his score is better than the average score of those already belonging to the group....

Extreme(ly) Mean(ingful)

Abba M. Krieger, Moshe Pollak, Ester Samuel-Cahn

The present paper studies the limiting behavior of the average score of a sequentially selected group of items or individuals, the underlying distribution of which, F, belongs to the Gumbel domain of...

Orderings of optimal stopping values and prophet inequalities for certain multivariate distributions

Rinott, Yosef, Samuel-Cahn, Ester

Suppose you observe a finite sequence of random variables from some known joint distribution F, you can stop the process at any time and your profit is the last observed value. If an optimal stopping...

Optimal cooperative stopping rules for maximization of the product of the expected stopped values