کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
9741760 | 1489780 | 2005 | 16 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Evaluation of asymptotic approximations for a two-stage Bernoulli bandit
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
![عکس صفحه اول مقاله: Evaluation of asymptotic approximations for a two-stage Bernoulli bandit Evaluation of asymptotic approximations for a two-stage Bernoulli bandit](/preview/png/9741760.png)
چکیده انگلیسی
We consider a two-stage procedure for allocating two treatments to yield a total of N dichoto-mous responses, where one of the treatments has a known probability of success. In the first stage, observations may be made on either of the treatments and observed successes are discounted by a factor β. One of the treatments must be chosen for the second stage, where observed successes are no longer discounted. We adopt a Bayesian approach and develop a continuous time approximation for this problem that turns out to be identical to one developed in Petkau (J. Amer. Statist. Assoc. 73 (1978) 328). Examination of both stopping boundaries and Bayes risks demonstrates that suboptimal strategies provided by the solution of the continuous time problem are excellent approximations to the optimal strategies for the discrete time problem. A “continuity correction” developed by Cheroff and Petkau (Ann. Probab. 4 (1976) 875) plays an important role in enhancing the naive approximation provided by the solution of the continuous time problem.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Statistical Planning and Inference - Volume 130, Issues 1â2, 1 March 2005, Pages 133-148
Journal: Journal of Statistical Planning and Inference - Volume 130, Issues 1â2, 1 March 2005, Pages 133-148
نویسندگان
Murray K. Clayton, A. John Petkau,