On a sequential selection procedure of Bechhofer, Kiefer, and Sobel

Bruce Levin

Statistics & Probability Letters, 1984, vol. 2, issue 2, 91-94

Abstract: We give an elementary proof of a theorem of Bechhofer, Kiefer, and Sobel concerning their sequential procedure PB* for selecting the highest probability in binomial or multinomial trials. Our proof uses the change of measure approach. An error in the original proof is pointed out and corrected.

Keywords: sequential; selection; procedures; binomial; trials; change; of; measure (search for similar items in EconPapers)
Date: 1984
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