Journal of the Korean Data and Information Science Society

한국데이터정보과학회 (The Korean Data and Information Science Society)
권호 표지

A Note on the Two Dependent Bernoulli Arms

  • Kim, Dal-Ho (Department of Statistics, Kyungpook National University) ;
  • Cha, Young-Joon (Department of Statistics, Andong National University) ;
  • Lee, Jae-Man (Department of Statistics, Andong National University)
  • 발행 : 2002.10.31
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초록

We consider the Bernoulli two-armed bandit problem. It is well known that the my optic strategy is optimal when the prior distribution is concentrated at two points in the unit square. We investigate several cases in the unit square whether the my optic strategy is optimal or not. In general, the my optic strategy is not optimal when the prior distribution is not concentrated at two points in the unit square.

키워드

참고문헌

  1. Bandit Problems Berry, D. A.;Fristedt B.
  2. Optimal Statistical Decisions DeGroot, M. H.
  3. Ann. Math. Statist. v.33 Contributions to the 'two-armed bandit' problem Feldman, D.
  4. Ann. Statist. v.2 A note on the Bernoulli two-armed bandit problem Kelley, T. A.