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Sequential Analysis
Design Methods and Applications
Volume 18, 1999 - Issue 2
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Original Articles

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

Proof of a lower bound formula

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Pages 81-105 | Published online: 29 Mar 2007

References

  • Bechhofer , R.E. , Kiefer , J. and Sobel , M. 1968 . Sequential Identification and Ranking Procedures , Chicago : University of Chicago Press .
  • Feller , W. 1957 . An Introduction to Probability Theory and Its Application , 311 – 317 . New York : John Wiley .
  • Gupta , S.S. and Panchapakesan , S. 1991 . Handbook of Sequential Analysis , Edited by: Ghosh , B.K. and Sen , P.K. 363 – 380 . New York : Marcel Dekker .
  • Leu , C.S. and Levin , B. in press . On the probability of correct selection in the Levin-Robbins sequential elimination procedure . Statistica Sinica ,
  • Levin , B. and Robbins , H. 1981 . Selecting the highest probability in binomial or multinomial trials . Proc. Natl. Acad. Sci. USA , 78 : 4663 – 4666 .
  • Zybert , P.A. 1986 . Ph.D. Dissertation . 1986 , Columbia University. University Microfilms
  • Zybert , P. and Levin , B. 1987 . Selecting the highest of three binomial probabilities . Proc. Natl. Acad. Sci. USA , 84 8180 – 8184 .

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