## 抄録

Suppose that an unknown number of objects arrive sequentially according to a Poisson process with random intensity λ on some fixed time interval [0, T]. We assume a gamma prior density Gsλ(r. 1/a) for λ. Furthermore, we suppose that all arriving objects can be ranked uniquely among all preceding arrivals. Exactly one object can be selected. Our aim is to find a stopping time (selection time) which maximizes the time during which the selected object will stay relatively best. Our main result is the following. It is optimal to select the ith object that is relatively best and arrives at some time s ^{(r)} _{i} onwards. The value of s ^{(r)} _{i} can be obtained for each r and i as the unique root of a deterministic equation.

本文言語 | English |
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ページ（範囲） | 402-414 |

ページ数 | 13 |

ジャーナル | Journal of Applied Probability |

巻 | 46 |

号 | 2 |

DOI | |

出版ステータス | Published - 2009 6月 |

## ASJC Scopus subject areas

- 統計学および確率
- 数学 (全般)
- 統計学、確率および不確実性