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Optimal sequential sampling from two populations.

Given two statistical populations with unknown means, we consider the problem of sampling chi 1, chi 2, ... sequentially from these populations so as to achieve the greatest possible expected value of the sum Sn = chi 1 + ... + chi n. In particular, for normal populations, we obtain the optimal rule...

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Bibliographic Details
Main Authors: Lai, T L, Robbins, H
Format: Artigo
Language:Inglês
Published: 1984
Subjects:
Online Access:https://ncbi.nlm.nih.gov/pmc/articles/PMC344814/
https://ncbi.nlm.nih.gov/pubmed/6583706
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