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The secretary problem with an unknown number of candidates

Published online by Cambridge University Press:  14 July 2016

A. R. Abdel-hamid*
Affiliation:
University of Sussex
J. A. Bather*
Affiliation:
University of Sussex
G. B. Trustrum*
Affiliation:
University of Sussex
*
Postal address: School of Mathematical and Physical Sciences, The University of Sussex, Falmer, Brighton BN1 9QH, U.K.
Postal address: School of Mathematical and Physical Sciences, The University of Sussex, Falmer, Brighton BN1 9QH, U.K.
Postal address: School of Mathematical and Physical Sciences, The University of Sussex, Falmer, Brighton BN1 9QH, U.K.

Abstract

When the number of candidates is unknown, the problem of selecting the best during a sequence of interviews has many reasonable solutions. A simple condition for admissibility is established and it is shown that the class of Bayes solutions obtained by treating the number of candidates as a random variable is by no means complete. On the other hand, there is a single improper prior distribution for which the extended Bayes solutions constitute the whole family of admissible procedures.

Type
Research Papers
Copyright
Copyright © Applied Probability Trust 1982 

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