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The Bayes sequential estimation of a normal mean from delayed observations

Alicja Jokiel-Rokita (2006)

Applicationes Mathematicae

The problem of estimating the mean of a normal distribution is considered in the special case when the data arrive at random times. Certain classes of Bayes sequential estimation procedures are derived under LINEX and reflected normal loss function and with the observation cost determined by a function of the stopping time and the number of observations up to this time.

The "Thirty-seven Percent Rule" and the secretary problem with relative ranks

Béla Bajnok, Svetoslav Semov (2014)

Discussiones Mathematicae Probability and Statistics

We revisit the problem of selecting an item from n choices that appear before us in random sequential order so as to minimize the expected rank of the item selected. In particular, we examine the stopping rule where we reject the first k items and then select the first subsequent item that ranks lower than the l-th lowest-ranked item among the first k. We prove that the optimal rule has k ~ n/e, as in the classical secretary problem where our sole objective is to select the item of lowest rank;...

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