Bayesian look ahead one stage sampling allocations for selecting the largest normal mean

DOI10.1007/BF02926410zbMath0807.62026MaRDI QIDQ1342798

Klaus J. Miescke, Shanti S. Gupta

Publication date: 1 March 1995

Published in: Statistical Papers (Search for Journal in Brave)

zbMATH Keywords

0-1 loss; unknown means; linear loss; common known variance; Bayes selection rule; independent normal populations; optimum allocations of additional observations; samples of unequal sizes

Mathematics Subject Classification ID

62F15: Bayesian inference

62F07: Statistical ranking and selection procedures

Related Items

An essentially complete class of multiple decision procedures, Sequential selection procedures: using sample means to improve efficiency, Bayesian look ahead one-stage sampling allocations for selection of the best population, Single-sample Bayes and empirical Bayes rules for ranking and estimating multinomial probabilities

Cites Work

• Statistical decision theory and Bayesian analysis. 2nd ed
• On selecting the largest success probability under unequal sample sizes
• Designing experiments for selecting the largest normal mean when the variances are known and unequal: Optimal sample size allocation
• A Bayesian Approach to Ranking and Selection of Related Means With Alternatives to Analysis-of-Variance Methodology
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