On the design of efficient experiments for choosing between two bernoulli populations |
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| Authors: | KD Glazebrook TF Cox |
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| Institution: | Department of Statistics , University of Newcastle upon Tyne |
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| Abstract: | An experiment consists of taking samples one at a time from two Bernoulli populations. At the conclusion of the experiment one of the two populations is declared to have the higher probability of sucess.We propose two classes rules for sampling and for choosing a population which results which results good decisions made quickly.These rules are analysed and are compared suggested previously by means of Monte-Carlo simulations. |
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| Keywords: | Bayes sequential decision rule two-armed bandit problem |
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