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Optimal Two Choice Stopping on an Exponential Sequence


  • Larry Goldstein
  • Ester Samuel-Cahn


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.

Suggested Citation

  • Larry Goldstein & Ester Samuel-Cahn, 2004. "Optimal Two Choice Stopping on an Exponential Sequence," Discussion Paper Series dp375, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem.
  • Handle: RePEc:huj:dispap:dp375

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    References listed on IDEAS

    1. 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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    multiple choice stopping rules; domains of attraction; prophet value;

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