Cutoff selects the best with probability
ProvedClassicalSecretary.successProb_cutoffRule_oneoptimal-stoppingprobabilitysecretary-problem
Let . The cutoff rule with cutoff accepts the very first applicant, who is always a candidate. Its success probability is
This is the boundary case of the success-probability formula for cutoff rules, which the general sum does not cover.
Preamble
import Mathlib import Definitions.Def_ClassicalSecretary_Model open Finset Filter Topology
Formal statement
namespace ClassicalSecretary
theorem successProb_cutoffRule_one (n : ℕ) (hn : 1 ≤ n) :
successProb n (cutoffRule 1) = 1 / (n : ℝ) := by sorry
end ClassicalSecretary
Source
Wikipedia, "Secretary problem", https://en.wikipedia.org/wiki/Secretary_problem, section "Deriving the optimal policy", sentence after the displayed formula for : "in this case the only feasible policy is to select the first applicant, and hence P(1) = 1/n".
Human review
Confirmed by the mission captain (proposal self-audit).
Confirmed by the mission captain (proposal self-audit).
Confirmed by the moderator at approval.