An Improved Procedure for Selecting the Better of Two Bernoulli Populations
- 1 December 1973
- journal article
- research article
- Published by JSTOR in Journal of the American Statistical Association
- Vol. 68 (344) , 979
- https://doi.org/10.2307/2284535
Abstract
A truncated play-the-winner sampling procedure for selecting the better of Bernoulli populations π1 and π2 is considered. Associated with πi is success probability pi where p 1 ≥ p 2. The procedure is designed to select π1 with probability at least P* whenever p 1 − p 2 ≥ Δ *; P* and Δ* are preassigned constants. This truncation procedure is shown to be uniformly asymptotically better than the scheme of Sobel and Weiss [6] with regard to both minimizing the expected total number of trials and minimizing the expected number of trials on π2. Numerical results show that the improvement can be substantial for small values of p 1 and p 2.Keywords
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