Open Access
February 2007 Select sets: Rank and file
Abba M. Krieger, Moshe Pollak, Ester Samuel-Cahn
Ann. Appl. Probab. 17(1): 360-385 (February 2007). DOI: 10.1214/105051606000000691

Abstract

In many situations, the decision maker observes items in sequence and needs to determine whether or not to retain a particular item immediately after it is observed. Any decision rule creates a set of items that are selected. We consider situations where the available information is the rank of a present observation relative to its predecessors. Certain “natural” selection rules are investigated. Theoretical results are presented pertaining to the evolution of the number of items selected, measures of their quality and the time it would take to amass a group of a given size.

Citation

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Abba M. Krieger. Moshe Pollak. Ester Samuel-Cahn. "Select sets: Rank and file." Ann. Appl. Probab. 17 (1) 360 - 385, February 2007. https://doi.org/10.1214/105051606000000691

Information

Published: February 2007
First available in Project Euclid: 13 February 2007

zbMATH: 1128.62024
MathSciNet: MR2292590
Digital Object Identifier: 10.1214/105051606000000691

Subjects:
Primary: 62G99
Secondary: 60F15 , 62F07

Keywords: asymptotics , nonparametrics , ranks , Selection rules , sequential observations

Rights: Copyright © 2007 Institute of Mathematical Statistics

Vol.17 • No. 1 • February 2007
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