Abstract We consider a novel stochastic multi-armed bandit problem called good arm identification (GAI), where a good arm is defined as an arm with expected reward greater than or equal to a given threshold. GAI is a pure-exploration problem in which a single agent repeats a process of outputting an arm as soon as it is identified as a good one before confirming the other arms are actually not good. The objective of GAI is to minimize the number of samples for each process. We find that GAI faces a new kind of dilemma, the exploration-exploitation dilemma of confidence , which is different from the best arm identification. As a result, an efficient design of algorithms for GAI is quite different from that for the best arm identification. We derive a lower bound on the sample complexity of GAI that is tight up to the logarithmic factor $$\mathrm {O}(\log \frac{1}{\delta })$$ <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML"> <mml:mrow> <mml:mi>O</mml:mi> <mml:mo>(</mml:mo> <mml:mo>log</mml:mo> <mml:mfrac> <mml:mn>1</mml:mn> <mml:mi>δ</mml:mi> </mml:mfrac> <mml:mo>)</mml:mo> </mml:mrow> </mml:math> for acceptance error rate $$\delta $$ <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML"> <mml:mi>δ</mml:mi> </mml:math> . We also develop an algorithm whose sample complexity almost matches the lower bound. We also confirm experimentally that our proposed algorithm outperforms naive algorithms in synthetic settings based on a conventional bandit problem and clinical trial researches for rheumatoid arthritis.