A monte carlo study of the performance of a closed adaptive sequential procedure for selecting the best bernoulli population

摘要

The performance characteristics of a closed adaptive sequential procedure for selecting the best Bernoulli population, recently proposed by Bechhofer and Kulkarni, are studied using Monte Carlo simulation. The sequential procedurehas been shown to achieve the same probability of a correct selection, uniformly in the unknown single-trial "success" probabilitiespi(1≦i≦k) as does the corresponding single-stage procedure which takes exactlynobservations from each of thekpopulations; in addition,has been shown to possess severa! highly desirableoptimalproperties.