Proof of a lower bound formula for the expected reward in the levin-robbins sequential elimination procedure

Proof of a lower bound formula

Cheng Shiun Leu HIV Center for Clinical and Behavioral Studies, New York State Psychiatric Institute and Columbia University, 722 West 168th Street, New York, NY 10032View further author information

Levin Bruce Division of Biostatistics, The Joseph L. Mailman School of Public Health of Columbia University, 600 West 168 th Street, New York, 10032

Abstract

We prove the general validity of a lower bound formula conjectured by Levin and Robbins to give a lower bound for the expected reward in a sequential elimination procedure designed to identify the best of c binomial populations.

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Cheng Shiun Leu

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Proof of a lower bound formula for the expected reward in the levin-robbins sequential elimination procedure