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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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Autors principals: Lai, T L, Robbins, H
Format: Artigo
Idioma:Inglês
Publicat: 1984
Matèries:
Accés en línia:https://ncbi.nlm.nih.gov/pmc/articles/PMC344814/
https://ncbi.nlm.nih.gov/pubmed/6583706
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