| dc.creator (作者) | 余清祥 | zh_TW |
| dc.creator (作者) | Yue, Jack C. | - |
| dc.date (日期) | 2004-12 | en_US |
| dc.date.accessioned | 19-Dec-2008 14:52:01 (UTC+8) | - |
| dc.date.available | 19-Dec-2008 14:52:01 (UTC+8) | - |
| dc.date.issued (上傳時間) | 19-Dec-2008 14:52:01 (UTC+8) | - |
| dc.identifier.uri (URI) | https://nccur.lib.nccu.edu.tw/handle/140.119/18162 | - |
| dc.description.abstract (摘要) | 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. | - |
| dc.format | application/ | en_US |
| dc.language | en | en_US |
| dc.language | en-US | en_US |
| dc.language.iso | en_US | - |
| dc.relation (關聯) | Communications in statistics: Theory and methods , 33(7), 1577-1585 | en_US |
| dc.subject (關鍵詞) | Optimal strategy ; Two-armed Bernoulli bandit ; Two-stage decision | - |
| dc.title (題名) | A note on optimal strategies of a generalized two-stage bandit problem | en_US |
| dc.type (資料類型) | article | en |
| dc.identifier.doi (DOI) | 10.1081/STA-120037261 | en_US |
| dc.doi.uri (DOI) | http://dx.doi.org/10.1081/STA-120037261 | en_US |
