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 | |
| Publication status | Published - 1 Jan 1984 |
Bibliographical 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.
Funding
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.
Keywords
- Bernoulli selection procedure
- expected sample size
- improved bounds
- sequantial selection
ASJC Scopus subject areas
- Statistics and Probability
- Modelling and Simulation