抄録
This note studies a Poisson arrival selection problem for the full-information case with an unknown intensity λ which has a Gamma prior density G(r, 1/a), where a > 0 and r is a natural number. For the no-information case with the same setting, the problem is monotone and the one-step look-ahead rule is an optimal stopping rule; in contrast, this note proves that the full-information case is not a monotone stopping problem.
| 本文言語 | English |
|---|---|
| ページ（範囲） | 1147-1154 |
| ページ数 | 8 |
| ジャーナル | Journal of Applied Probability |
| 巻 | 40 |
| 号 | 4 |
| DOI | |
| 出版ステータス | Published - 2003 12月 1 |
ASJC Scopus subject areas
- 統計学および確率
- 数学 (全般)
- 統計学、確率および不確実性