Construct · 1 fields · 1 citations

Wald's equation: a standalone construct

One name. One construct. A landmark on the map.

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Wald'sequation1 CONSTRUCTWald's equationWALD · PROBABILITY THEORY

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Probability theory

identity that the expected sum of a random number of independent identically distributed terms equals the expected count times the expected term, when the count is a stopping time.

In probability theory, Wald's equation refers to identity that the expected sum of a random number of independent identically distributed terms equals the expected count times the expected term, when the count is a stopping time. This meaning comes from Wald (1944) in The Annals of Mathematical Statistics.[1]

Unit
Recovery means
Measured by

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Nearby constructs

count2 fields · 2 citationsjingle · one word, two constructsidentity6 fields · 14 citationsjingle · one name, six constructsnumber3 fields · 6 citationsjingle · one word, three constructs

References

  1. Wald, A. (1944). On Cumulative Sums of Random Variables. The Annals of Mathematical Statistics, 15(3), 283-296. https://doi.org/10.1214/aoms/1177731235

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