Extended-Paulson sequential selection
Sequential methods for choosing the best out of k treatments have already been studied under the assumption that the corresponding observations are normally distributed having the same known variance. The author proposes a more general procedure which allows to drop the normality assumption. Moreover, he points out that in some cases the new procedure makes a stronger confidence without (asymptotically) inflating sample sizes whereas in other cases it retains the same confidence with asymptotic sample sizes being substantially superior to existing procedures.
- Sequential Bonferroni methods for multiple hypothesis testing with strong control of family-wise error rates I and II
- scientific article; zbMATH DE number 45478 (Why is no real title available?)
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- Selection of the best generalized inverse-gaussian markov sequence
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- An improvement on paulson s sequential ranking procedure
- A new sequential procedure with elimination for selecting the best of several normal populations
- An optimal sequential selection procedure
- Sequential Generalized Likelihood Ratios and Adaptive Treatment Allocation for Optimal Sequential Selection
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