A Sequential Multiple Decision Procedure For Selecting The Best One Of Several Normal Populations With A Common Unknown Variance Ii Monte Carlo Sampling Results And New Computing Formulae

Download A Sequential Multiple Decision Procedure For Selecting The Best One Of Several Normal Populations With A Common Unknown Variance Ii Monte Carlo Sampling Results And New Computing Formulae PDF/ePub or read online books in Mobi eBooks. Click Download or Read Online button to get A Sequential Multiple Decision Procedure For Selecting The Best One Of Several Normal Populations With A Common Unknown Variance Ii Monte Carlo Sampling Results And New Computing Formulae book now. This website allows unlimited access to, at the time of writing, more than 1.5 million titles, including hundreds of thousands of titles in various foreign languages.
A Sequential Multiple-decision Procedure for Selecting the Best One of Several Normal Populations with a Common Unknown Variance. Ii. Monte Carlo Sampling Results and New Computing Formulae

Contents: Statement of the statistical problem S atistical assumptions The experimenter's goal, specification, and requirement Procedure D and the new computing formulae Description of Procedure D Definition of symbols The sampling, stopping, and terminal de cision rules Computation of the stopping statistic Use of Procedure D (method B) with various experimental designs Simplified computing formulae Numerical example Monte Carlo sampling results with Procedure D Description of the sampling procedure Sampling results Discussion of sampling results.