Author:
Rasmussen Will T.,Robbins Herbert
Abstract
The familiar problem of maximizing the probability of choosing the best from a group of N candidates, where N is known, is extended to the case of N unknown. An a priori distribution is assumed for N, and the case of a uniform distribution is examined. Let VN denote the probability of choosing the best from a group of at most N candidates, then it is shown that limN→∞VN = 2e–2.
Publisher
Cambridge University Press (CUP)
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability
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