On a sequential selection procedure of Bechhofer, Kiefer, and Sobel

We give an elementary proof of a theorem of Bechhofer, Kiefer, and Sobel concerning their sequential procedure PB* for selecting the highest probability in binomial or multinomial trials. Our proof uses the change of measure approach. An error in the original proof is pointed out and corrected.

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Year of publication:	1984
Authors:	Levin, Bruce
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 2.1984, 2, p. 91-94
Publisher:	Elsevier
Keywords:	sequential selection procedures binomial trials change of measure

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005137994