Abstract
Suboptimal Bayesian sequential methods for choosing the best (i.e. largest probability) multinomial cell are considered and their performance is studied using Monte Carlo simulation. Performance characteristics, such as the probability of correct selection and some other associated with the sample size distribution, are evaluated assuming a maximum sample size. Single observation sequential rules as well as rules, where groups of observations are taken, and fixed sample size rules are discussed.
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Jones, P.W., Madhi, S.A. Bayesian sequential methods for choosing the best multinomial cell: some simulation results. Statistical Papers 29, 125–132 (1988). https://doi.org/10.1007/BF02924517
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DOI: https://doi.org/10.1007/BF02924517