Dendievel, Rémi - In: Statistics & Probability Letters 97 (2015) C, pp. 176-184
One way to interpret the classical secretary problem (CSP) is to consider it as a special case of the following problem. We observe n independent indicator variables I1,I2,…,In sequentially and we try to stop on the last variable being equal to 1. If Ik=1 it means that the kth observed...