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为估计共同成功概率而序贯选择两类实验AI 解读

To estimate a success probability p, two experiments are available: individual Bernoulli (p) trials or the product of τ individual Bernoulli (p) trials. This problem has its roots in reliability where either single components can be tested or a system of τ identical components can be tested. A total of N experiments can be performed, and the problem is to sequentially select some combination (allocation) of these two experiments, along with an estimator of p, to achieve low…

为估计共同成功概率而序贯选择两类实验AI 解读

To estimate a success probability p, two experiments are available: individual Bernoulli (p) trials or the product of τ individual Bernoulli (p) trials. This problem has its roots in reliability where either single components can be tested or a system of τ identical components can be tested. A total of N experiments can be performed, and the problem is to sequentially select some combination (allocation) of these two experiments, along with an estimator of p, to achieve low…