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政大典藏 > College of Commerce > Department of Statistics > Periodical Articles > Item 140.119/18162

Please use this identifier to cite or link to this item: https://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 link:	http://dx.doi.org/10.1081/STA-120037261
DOI:	10.1081/STA-120037261
Appears in Collections:	[Department of Statistics] Periodical Articles

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