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    政大機構典藏 > 商學院 > 統計學系 > 期刊論文 >  Item 140.119/18162
    Please use this identifier to cite or link to this item: http://nccur.lib.nccu.edu.tw/handle/140.119/18162

    Title: A note on optimal strategies of a generalized two-stage bandit problem
    Authors: 余清祥
    Yue, Jack C.
    Keywords: Optimal strategy;Two-armed Bernoulli bandit;Two-stage decision
    Date: 2004-12
    Issue Date: 2008-12-19 14:52:01 (UTC+8)
    Abstract: In Yue [Yue, J. C. (1999). Generalized two-stage bandit problem. Commun. Statist. Theo. Meth. 28(9):2261-2276], a two-stage approach was used to explore the Bernoulli two-armed bandit problem, where he assumed that one arm has a smaller prior variance than the other arm. In this paper, adapting Yue's assumption, we study the structure of the optimal strategy, which maximizes the expected number of successes. We confirm the conjecture of Pearson [Pearson, L. M. (1980). Treatment Allocation for Clinical Trials in Stages. Ph.D. thesis, University of Minnesota] that it is never optimal to allocate an equal number of observations to two identical arms in the first stage.
    Relation: Communications in statistics: Theory and methods , 33(7), 1577-1585
    Data Type: article
    DOI 連結: http://dx.doi.org/10.1081/STA-120037261
    DOI: 10.1081/STA-120037261
    Appears in Collections:[統計學系] 期刊論文

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