Optimality Of Subset Selection Procedures For Ranking Means Of Three Normal Populations
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Proceedings of the Seventh Conference on Probability Theory
Author: Marius Iosifescu
language: en
Publisher: Walter de Gruyter GmbH & Co KG
Release Date: 2020-05-18
No detailed description available for "Proceedings of the Seventh Conference on Probability Theory".
Optimality of subset selection procedures for ranking means of three normal populations
This paper deals with the classical Gupta (1956,65)-approach (Minimize the expected subset size under the P*-condition) in the case of three normal populations with a common known variance and equal sample sizes n. By the method of Lagrangian (undetermined) multipliers a function (involving psi and phi-terms only) is derived which is a convenient tool to find optimal procedures within Seal's (1955,57) class. Numerical work together with asymptotical results lead to the conclusion that for every fixed P* and mean vector mu, Gupta's (1956) means procedure is optimal within Seal's class for sufficiently large sample size n. (Author).