Three-Stage Procedures for Selecting the Largest Normal Mean

DOI10.1080/01966324.1991.10737310zbMATH Open0777.62081OpenAlexW2070717790MaRDI QIDQ3136525FDOQ3136525

Authors: Nitis Mukhopadhyay, John Judge 

Publication date: 18 October 1993

Published in: American Journal of Mathematical and Management Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01966324.1991.10737310

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zbMATH Keywords

tablesaverage sample sizelargest meanleast favorable configurationprobability of correct selectionindifference zone approachasymptotic second order expansionsthree-stage selection proceduresindependent normal populationsunknown common varianceasymptotic number of extra samplessample size performancesecond-order asymptotic efficiency property

Mathematics Subject Classification ID

Statistical ranking and selection procedures (62F07) Sequential statistical analysis (62L10)

Cites Work

• A Two-Sample Test for a Linear Hypothesis Whose Power is Independent of the Variance
• A Single-Sample Multiple Decision Procedure for Ranking Means of Normal Populations with known Variances
• Asymptotic theory of triple sampling for sequential estimation of a mean
• Title not available (Why is that?)
• Title not available (Why is that?)
• A Sequential Procedure for Selecting the Largest of $k$ Means

Cited In (13)

• Asymptotic considerations for selecting the best component of a multivariate normal population
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• Accelerated sequential procedure for selecting the largest mean
• Selecting the Best Component of a Multivariate Normal Population
• A two-stage procedure for selecting the largest normal mean whose first stage selects a bounded random number of populations
• A three-stage selection procedure with an exact consistency
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• Esquentian of the mean by three stage procedure
• Accelerated sequential procedure for selecting the best exponential population
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• New modifications of the Bechhofer method
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