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

Christopher Jennison

doi:10.1080/07474948408836051

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

Research output: Contribution to journal › Article › peer-review

Abstract

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.

Original language	English
Pages (from-to)	39-49
Number of pages	11
Journal	Sequential Analysis
Volume	3
Issue number	1
DOIs	https://doi.org/10.1080/07474948408836051
Publication status	Published - 1 Jan 1984

Keywords

Bernoulli selection procedure
expected sample size
improved bounds
sequantial selection

ASJC Scopus subject areas

Statistics and Probability
Modelling and Simulation

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10.1080/07474948408836051

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abstract = "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.",

keywords = "Bernoulli selection procedure, expected sample size, improved bounds, sequantial selection",

author = "Christopher Jennison",

note = "Funding Information: The author thanks Professor Robert Bechhofer f o r having brought this problem to his attention, and for his helpful comments and suggestions. The author i s also grateful t o a referee for a careful reading of the paper, and constructive suggestions. This research was supported by U.S. Army Research Office - Durham Contract DAAG-29-81-K-0168 a t Cornell University. Copyright: Copyright 2015 Elsevier B.V., All rights reserved.",

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N2 - 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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On the expected sample size for the bechhofer-kulkarni bernoulli selection procedure

Abstract

Keywords

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