The problem of selecting the Bernoulli population which has the highest “success” probability is considered. It has been noted in several articles that the probability of a correct selection is the same, uniformly in the Bernoulli p-vector (p1, p2., pk), for two or more different selection procedures. We give a general theorem which explains this phenomenon. An application of particular interest arises when “strong” curtailment of a single-stage procedure (as introduced by Bechhofer and Kulkarni (1982a)) is employed; the corresponding result for “weak” curtailment of a single-stage procedure needs no proof. The use of strong curtailment in place of weak curtailment requires no more (and usually many less) observations to achieve the same probability of a correct selection. Similar general results hold for the analogous multinomial selection problems.
- Bermoullie selection problem
- probability of correct selection
- sequential selection procedures
- strong curtailment
- weak curtailment
ASJC Scopus subject areas
- Statistics and Probability