Abstract
In this paper we propose a strategy that gives an optimal lower bound of the average gain for the two-envelope problem within the McDonnell and Abbott (2009) and McDonnell et al. (2011) framework. We obtain this result with partial information about the probability distribution of the envelope's contents.
Citation
Martin Egozcue. Luis Fuentes García. "An optimal threshold strategy in the two-envelope problem with partial information." J. Appl. Probab. 52 (1) 298 - 304, March 2015. https://doi.org/10.1239/jap/1429282624
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