Optimality in a Multiresponse Regression Problem.
NAVAL WEAPONS LAB DAHLGREN VA
Pagination or Media Count:
The memorandum consideres the situation where two response variable Y and Z are stochastically dependent on a variable X. The problem is to select the value of the independent variable X so as to maximize the probability that the response variable Y will exceed some postulated value but that the response variable Z will be no greater than some fixed value, where Y and Z are stochastically monotonic increasing functions of X. Author
- Statistics and Probability