Optimal Allocation of Observations When Comparing Several Treatments with a Control. III: Globally Best One-Sided Intervals for Unequal Variances.
CORNELL UNIV ITHACA N Y DEPT OF OPERATIONS RESEARCH
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In the paper the authors continue their earlier studies of optimal allocation of observations when comparing several treatments with a control. Previously, the authors considered one-sided and two-sided comparisons and described in detail a general allocation procedure which is globally optimal for the case in which the known variances of the test populations are equal, but possibly unequal to the known variance of the Control population this same procedure is suboptimal for the case in which the known variances of the test populations are unequal although it is optimal for this latter case within a more restricted class of procedures. In the present paper the authors generalize the results to obtain the globally optimal procedure for one-sided comparisons for the case in which the known variances of the test populations are unequal. Author
- Statistics and Probability