Some Asymptotically Efficient Sequential Procedures for Ranking and Slippage Problems
Abstract
In this paper Chow and Robbins's (1965) sequential theory has been applied to ranking and slippage problems (including a multivariate slippage problem) and a class of asymptotically efficient sequential procedures is given for each problem. Except for the finiteness of the variance, no assumption regarding the form of the distribution function is made.
Document Details
- Document Type
- Pub Defense Publication
- Publication Date
- Jul 01, 1966
- Source ID
- 10.1111/j.2517-6161.1966.tb00651.x
Entities
People
- M. S. Srivastava
Organizations
- Office of Naval Research
- Princeton University