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On the expected sample size for the bechhofer kulkarni bernoulli selection procedure

 

作者: Christopher Jennison,  

 

期刊: Sequential Analysis  (Taylor Available online 1984)
卷期: Volume 3, issue 1  

页码: 39-49

 

ISSN:0747-4946

 

年代: 1984

 

DOI:10.1080/07474948408836051

 

出版商: Marcel Dekker, Inc.

 

关键词: Bernoulli selection procedure;expected sample size;improved bounds;sequantial selection

 

数据来源: Taylor

 

摘要:

Bechhofer and Kulkarni (1982a) proposed a sequential procedure for selecting the best of k≥2 Bernoulli populations, and in a subsequent paper (1982b) gave an upper bound for the expected number of observations taken from each population by this procedure. In this note we present an asymptotically correct approximation to the expected sample size taken from each population and a slightly improved upper bound on these expected sample sizes.

 

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