Sequential Estimation of the Largest Normal Mean When the Variance is Known
CORNELL UNIV ITHACA NY DEPT OF OPERATIONS RESEARCH
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Given n observations from each of k normal populations with common known variance sigma squared, the value of the largest of the k means whose values are not known is to be estimated using the largest value of the k sample means. It is desired to design a sampling rule which guarantees that the Mean Squared Error M.S.E. of the estimate does not exceed a given bound regardless of the configuration of values of the k means.
- Statistics and Probability