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A note on infinite-armed Bernoulli bandit problems with generalized beta prior distributions

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  • Kung-Yu Chen
  • Chien-Tai Lin

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  • Kung-Yu Chen & Chien-Tai Lin, 2005. "A note on infinite-armed Bernoulli bandit problems with generalized beta prior distributions," Statistical Papers, Springer, vol. 46(1), pages 129-140, January.
    • Handle: RePEc:spr:stpapr:v:46:y:2005:i:1:p:129-140
    DOI: 10.1007/BF02762039
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    References listed on IDEAS

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    1. David L. Libby & Melvin R. Novick, 1982. "Multivariate Generalized Beta Distributions with Applications to Utility Assessment," Journal of Educational and Behavioral Statistics, , vol. 7(4), pages 271-294, December.
    2. Banks, Jeffrey S & Sundaram, Rangarajan K, 1992. "Denumerable-Armed Bandits," Econometrica, Econometric Society, vol. 60(5), pages 1071-1096, September.
    3. Chien-Tai Lin & C. Shiau, 2000. "Some Optimal Strategies for Bandit Problems with Beta Prior Distributions," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 52(2), pages 397-405, June.
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