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ON THE OPTIMAL CHOICE FROM A SAMPLE DRAWN FROM A KNOWN DISTRIBUTION

ON THE OPTIMAL CHOICE FROM A SAMPLE DRAWN FROM A KNOWN DISTRIBUTION DEMONSTRATIO MATHEMATICAVol. XINo 31971Andrzej SierocinskiON THE OPTIMAL CHOICE FROM A SAMPLE DRAWNFROM A KNOWN DISTRIBUTION1. I n t r o d u c t i o nAlthough the g e n e r a l t h e o r y of o p t i m a l s t o p p i n g i s w e l ldeveloped (C2!]) many p a r t i c u l a r problems i n t e r e s t i n g i n p r a c t i c e a r e d i f f i c u l t t o s o l v e . One of them i s so c a l l e d f i n i t ec a s e . I n many p a p e r s the problem of r e c o g n i z i n g the maximumof a s t o c h a s t i c sequence w i t h unknown d i s t r i b u t i o n has beeni n v e s http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Demonstratio Mathematica de Gruyter

ON THE OPTIMAL CHOICE FROM A SAMPLE DRAWN FROM A KNOWN DISTRIBUTION

Demonstratio Mathematica , Volume 11 (3): 12 – Jul 1, 1978

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Publisher
de Gruyter
Copyright
© by Andrzej Sierocinski
ISSN
0420-1213
eISSN
2391-4661
DOI
10.1515/dema-1978-0309
Publisher site
See Article on Publisher Site

Abstract

DEMONSTRATIO MATHEMATICAVol. XINo 31971Andrzej SierocinskiON THE OPTIMAL CHOICE FROM A SAMPLE DRAWNFROM A KNOWN DISTRIBUTION1. I n t r o d u c t i o nAlthough the g e n e r a l t h e o r y of o p t i m a l s t o p p i n g i s w e l ldeveloped (C2!]) many p a r t i c u l a r problems i n t e r e s t i n g i n p r a c t i c e a r e d i f f i c u l t t o s o l v e . One of them i s so c a l l e d f i n i t ec a s e . I n many p a p e r s the problem of r e c o g n i z i n g the maximumof a s t o c h a s t i c sequence w i t h unknown d i s t r i b u t i o n has beeni n v e s

Journal

Demonstratio Mathematicade Gruyter

Published: Jul 1, 1978

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