Optimal Two Choice Stopping on an Exponential Sequence

Larry Goldstein and Ester Samuel-Cahn

Discussion Paper Series from The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem

Abstract: Asymptotic results for the problem of optimal two choice stopping on an n element long i.i.d. sequence X n , . . . ,X 1 have previously been obtained for two of the three domains of attraction. An asymptotic result is proved for the exponential distribution, a representative from the remaining, Type I domain, and it is conjectured that the same behavior obtains for all Type I distributions.

Keywords: multiple choice stopping rules; domains of attraction; prophet value (search for similar items in EconPapers)
Pages: 13 pages
Date: 2004-11
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Published in Sequential Analysis, 2006, vol. 25, pp. 351-363.

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