Estimation of the Odds Ratio in the Two-Armed Bandit Problem
两臂老虎机问题中的优势比估计
Asymptotically optimal sequential procedures are proposed for fixed width interval and for point estimation of the log odds ratio for two Bernoulli populations. The costs of observations can be different for the two populations and possibly dependent on the success probabilities. The interval estimation procedure is studied by simulation for two sampling cost structures of particular interest, namely when the goal is to minimize the total average sample size, and when the…