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On correct selection for a ranking problem

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Abstract

Givenk populations which belong to the exponential class, and having specified two positive constants (δ *,P *), an experimenter wishes to selectt populations which (a) exclude all those populations with a parameter value not greater than thetth largest parameter value minusδ *, and (b) include all those populations with a parameter value not smaller than the (t+1)th largest parameter value plusδ *. This paper shows that the probability of successfully making such a selection, called aδ *-correct selection, is at leastP * if the basic sequential procedure,P *B , of Bechhofer, et al. [3] is used. This result includes the corresponding old result of their book (p. 129) as a particular case.

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References

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Chiu, W.K. On correct selection for a ranking problem. Ann Inst Stat Math 29, 59–66 (1977). https://doi.org/10.1007/BF02532774

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  • DOI: https://doi.org/10.1007/BF02532774

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