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| Titel: |
Truncation of the Bechhofer-Kiefer-Sobel sequential procedure for selecting the multinomial event which has the largest probability |
| Auteur: |
Bechhofer, Robert E. Goldsman, David M. |
| Verschenen in: |
Communications in statistics |
| Paginering: | Jaargang 14 (1985) nr. 2 pagina's 283-315 |
| Jaar: |
1985 |
| Inhoud: |
In this article we study the effect of truncation on the performance of an open vector-at-a-time sequential sampling procedure (P*B) proposed by Bechhofer, Kiefer and Sobel , for selecting the multinomial event which has the largest probability. The performance of the truncated version (P*BT) is compared to that of the original basic procedure (P*B). The performance characteristics studied include the probability of a correct selection, the expected number of vector-observations (n) to terminate sampling, and the variance of n. Both procedures guarantee the specified probability of a correct selection. Exact results and Monte Carlo sampling results are obtained. It is shown that P*BTis far superior to P*B in terms of E{n} and Var{n}, particularly when the event probabilities are equal.The performance of P*BT is also compared to that of a closed vector-at-a-time sequential sampling procedure proposed for the same problem by Ramey and Alam; this procedure has here to fore been claimed to be the best one for this problem. It is shown that p*BT is superior to the Ramey-Alam procedure for most of the specifications of practical interest. |
| Uitgever: |
Taylor & Francis |
| Bronbestand: |
Elektronische Wetenschappelijke Tijdschriften |
Details van artikel 16 van 16 gevonden artikelen
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