Timeline for stopping time expectation for gambler's ruin
Current License: CC BY-SA 3.0
7 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Mar 30, 2013 at 19:14 | answer | added | Uwe Franz | timeline score: 9 | |
| Mar 28, 2013 at 16:16 | comment | added | SBF | @Douglas: completely agree, but since OP asked how to find a moment using MGT, I thought it's worth reminding how to do this. | |
| Mar 20, 2013 at 16:53 | answer | added | Alexey Kvashchuk | timeline score: 4 | |
| Mar 20, 2013 at 16:45 | comment | added | Douglas Zare | @Ilya: Of course. My point was that it seems easier to compute the variance without first finding the moment generating function. So, why specify an awkward method? Was this assigned as an exercise in a class which just covered moment generating functions? | |
| Mar 20, 2013 at 7:34 | comment | added | SBF | In case you know moment-generating function of $\tau$, you can simply use the fact that $$ \mathsf E[\tau^2] = m''(0) $$ where $m(t) = \mathsf E[\mathrm e^{\tau t}]$ is MGT of $\tau$ | |
| Mar 20, 2013 at 6:27 | comment | added | Douglas Zare | Why do you specify the method? The variance is simpler than the moment generating function. | |
| Mar 20, 2013 at 2:22 | history | asked | Alan | CC BY-SA 3.0 |