On the expected sample size for the bechhofer kulkarni bernoulli selection procedure

Abstract

Bechhofer and Kulkarni (1982a) proposed a sequential procedure for selecting the best of k≥2 Bernoulli populations, and in a subsequent paper (1982b) gave an upper bound for the expected number of observations taken from each population by this procedure. In this note we present an asymptotically correct approximation to the expected sample size taken from each population and a slightly improved upper bound on these expected sample sizes.

Keywords:

• Bernoulli selection procedure
• expected sample size
• improved bounds
• sequantial selection