Optimal Two Choice Stopping on an Exponential Sequence
Asymptotic results for the problem of optimal two choice stopping on an n element long i.i.d. sequence X n , . . . ,X 1 have previously been obtained for two of the three domains of attraction. An asymptotic result is proved for the exponential distribution, a representative from the remaining, Type I domain, and it is conjectured that the same behavior obtains for all Type I distributions.
|Date of creation:||Nov 2004|
|Publication status:||Published in Sequential Analysis, 2006, vol. 25, pp. 351-363.|
|Contact details of provider:|| Postal: Feldman Building - Givat Ram - 91904 Jerusalem|
Web page: http://www.ratio.huji.ac.il/
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- David Assaf & Larry Goldstein & Ester Samuel-Cahn, 2004. "Maximizing expected value with two stage stopping rules," Discussion Paper Series dp351, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem.
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