An Inverse Stopping Rule for Play-the-Winner Sampling
David G. Hoel · Journal of the American Statistical Association · 1972
Sobel and Weiss [2] have given an inverse sampling stopping rule for selecting the better of two binomial populations. Sampling is done by the play-the-winner method. By including the number of failures in the Sobel-Weiss stopping rule a truncated procedure is obtained with good general properties. In particular, excessive sample sizes are avoided when the population probabilities are small.