Advances and Applications in Statistics
Volume 7, issue 2, Pages 245 - 254
(August 2007)
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STOCHASTIC ORDER AND BANDIT PROCESSES WITH SURVIVAL TIME RESPONSES
Xikui Wang (Canada)
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Abstract: In this note, we define a stochastic order for survival time distributions and derive a monotonicity property of bandit processes with survival time responses. Results are illustrated with examples of bandit models with geometric and exponential survival times. |
Keywords and phrases: bandit processes, Bayesian method, nonparametric, stochastic order, survival time. |
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