A general treatment for selecting the best of several multivariate normal populations
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Publication:3809025
DOI10.1080/07474948808836154zbMath0659.62030MaRDI QIDQ3809025
Publication date: 1988
Published in: Sequential Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474948808836154
multivariate normal populations; known covariance matrices; two-stage sampling procedure; unknown covariance matrices; probability requirement; Asymptotic properties of the sample size
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On a General Selection Procedure for Multivariate Normal Populations: Asymptotic Approximation to Constants, The Heteroscedastic Method: Fifty+ Years of Progress 1945–2000, and Professor Minoru Siotani's Award-Winning Contributions, The Heteroscedastic Method II: Simplified Sampling
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