Positivity of cumulative sums for multi-index function components explains the lower bound formula in the Levin-Robbins-Leu family of sequential subset selection procedures
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Publication:4965662
DOI10.1080/07474946.2020.1826792zbMath1461.62135arXiv2009.02578MaRDI QIDQ4965662
Cheng-Shiun Leu, Bruce R. Levin
Publication date: 9 March 2021
Published in: Sequential Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2009.02578
subset selection; sequential selection; probability of correct selection; lower-bound formulas; elimination and recruitment procedures; adaptive subset selection; multiple-index CUSUMs; standardized Muirhead ratios
60E15: Inequalities; stochastic orderings
62F35: Robustness and adaptive procedures (parametric inference)
62L10: Sequential statistical analysis
62F07: Statistical ranking and selection procedures
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