A procedure for selecting a subset of size m containing the l best of k independent normal populations, with applications to simulation

DOI10.1080/03610918508812467MaRDI QIDQ3696306zbMATH OpenOpenAlexFDO

Authors Lloyd W. Koenig, Averill M. Law

Publication date 1985

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918508812467

zbMATH Keywords

Discrete event simulationindependent normal populationsindifference zone approachprobability of correct selectiontwo-stage sampling procedure

Mathematics Subject Classification ID

Statistical ranking and selection procedures (62F07)

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Cites work

• A Single-Sample Multiple Decision Procedure for Ranking Means of Normal Populations with known Variances
• A Two-Sample Test for a Linear Hypothesis Whose Power is Independent of the Variance
• scientific article; zbMATH DE number 3770836 (Why is no real title available?)
• Some Fixed-Sample Ranking and Selection Problems

Cited in

(22)

• A multi-objective selection procedure of determining a Pareto set
• Optimal budget allocation policy for tabu search in stochastic simulation optimization
• Efficient simulation budget allocation for ranking the top \(m\) designs
• Good arm identification via bandit feedback
• A sequential procedure for neighborhood selection-of-the-best in optimization via simulation
• Penalty function with memory for discrete optimization via simulation with stochastic constraints
• On selecting a process with the smallest number of unfortunate events
• Designing selection experiments with bernoulli populations
• Selecting the best simulated system with weighted control-variate estimators
• A new budget allocation framework for the expected opportunity cost
• An Integrated Formulation For Selecting The t Best Of k Normal Populations
• Gaussian Markov random fields for discrete optimization via simulation: framework and algorithms
• Finding Feasible Systems for Subjective Constraints Using Recycled Observations
• Rapid Discrete Optimization via Simulation with Gaussian Markov Random Fields
• Input-output uncertainty comparisons for discrete optimization via simulation
• An efficient simulation procedure for the expected opportunity cost using metamodels
• Pruning inferior systems using subjective constraints with sequentially added thresholds
• Marginal improvement procedures for top-\(m\) selection
• Selection of the best in the presence of subjective stochastic constraints
• Probabilistic branch and bound considering stochastic constraints
• Efficient subset selection for the expected opportunity cost
• A new approach to estimate the critical constant of selection procedures

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