Optimal Sequential Selection of a Monotone Sequence from a Random Sample.
STANFORD UNIV CA DEPT OF STATISTICS
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The length of the longest monotone increasing subsequence of a random sample of size n is known to have expected value asymptotic to 2nto the 12 power. We prove that it is possible to make sequential choices which give an increasing subsequence of expected length asymptotic to 2nto the 12 power. Moreover, this rate of increase is proved to be asymptotically best possible. Author
- Statistics and Probability