Citation:
Samuel-Cahn, Larry Goldstein, and Ester. “Optimal Two Choice Stopping On An Exponential Sequence”. Discussion Papers 2004. Web.
Abstract:
Asymptotic results for the problem of optimal two choice stopping on an n elementlong i.i.d. sequence Xn, . . . ,X1 have previously been obtained for two of the threedomains of attraction. An asymptotic result is proved for the exponential distribution,a representative from the remaining, Type I domain, and it is conjectured that thesame behavior obtains for all Type I distributions.