On the Interval Estimation and Simultaneous Selection of Ordered Location or Scale Parameters
STANFORD UNIV CA DEPT OF STATISTICS
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A formulation is given and a procedure is proposed for constructing a confidence interval for a certain ordered location or scale parameter and for simultaneously selecting all populations having parameters equal or larger than this ordered parameter with a preassigned minimal probability. The well-known indifference-zone formulation of the ranking problem is obtained as a special case as is the problem of interval estimation of an ordered parameter.
- Statistics and Probability