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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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Bibliografske podrobnosti
Main Authors: Lai, T L, Robbins, H
Format: Artigo
Jezik:Inglês
Izdano: 1984
Teme:
Online dostop:https://ncbi.nlm.nih.gov/pmc/articles/PMC344814/
https://ncbi.nlm.nih.gov/pubmed/6583706
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