Optimal Stopping for I.I.D. Random Variables Based on the Sequential Information of the Location of Relative Records Only

摘要

Let X_j, j = 1,..., n be independent and identically distributed random variables. Like in the classical secretary problem, the optimal stopper only observes Y_j = 1, if X_j is a (relative) record, and Y_j = 0, otherwise. The actual X_j values are not rev