There's a practical problem when trying to apply this paper to something like airport screening: it minimizes E[stops until terrorist is found], whereas what we

There's a practical problem when trying to apply this paper to something like airport screening: it minimizes E[stops until terrorist is found], whereas what we really care about and want to minimize is P(terrorist gets through without being stopped). It's a highly useful analysis as applied to, for instance, profiling for random stop-and-frisk street searches where you're just trying to find as many "evildoers" in a crowd as possible - most city cops would do well to realize that even if "profiling works", they're probably doing it far too aggressively, and actually ending up with fewer arrests per search than they would if they didn't profile at all. The paper's conclusion is not so useful when there may or may not be evildoers coming through your screening station and your task is to make sure that as few get through as possible, given a ceiling on the number of searches that you can do. btilly mentioned (http://news.ycombinator.com/item?id=4154989 http://news.ycombinator.com/item?id=4154989) that the optimal solution (neglecting game theoretical considerations, which are extremely important!) to the airport screening problem is to set a prior probability cutoff based on resources available, and screen everyone in a group that has P(terrorist|group) above that cutoff, but he didn't elaborate. The gist of the proof, by example, is that if you can only screen 10 people out of a line of 100, then to minimize the chance of a terrorist getting through you should never ever use up one valuable screening on someone with P(terrorist) = .02 if there's someone else with P'(terrorist) = .05. You'd have to be crazy to do so, since that's an extra 3% chance that a terrorist gets through, with no additional benefit. As for the game theory issues, all I'll add there is that if your prior probabilities are "correct" for the sample coming through the gate, then the strategy still holds. The problem is that if you know that terrorists know that you're profiling and might decide to send in lower probability people, your prior probabilities should change accordingly. How far, who can say...the fact is, our priors are extremely uncertain to begin with in this area, so all of this becomes much more subjective.