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A Note on the Application of Davidon's Method to Nonlinear Regression Problems
Authors:P. Vitale  G. Taylor
Affiliation:Grumman Aircraft Engineering Corporation
Abstract:A sequential procedure is given for selecting from a given multinomial distribution with k cells, the cell with the largest probability, which is called the “most probable” category. Observations being taken sequentially from the given distribution, the sampling is terminated when the difference between the highest and the next highest cell counts is equal to a positive integer r. The cell with the highest count when the sampling is terminated, is selected as the most probable category. It is shown that the sampling terminates with probability 1. The probability of a correct selection and the expected total number of observations are given. The given procedure is compared with other known procedures.
Keywords:
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