A Note on an Upper Bound of the Expected Sample Size of the Bechhofer-Kiefer-Sobel Sequential Procedure for Selecting the Largest Mean of Normal Populations with Common Known Variance.
PURDUE UNIV LAFAYETTE IND DEPT OF STATISTICS
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Let pi sub 1,...,pi sub k represent k normal populations with means mu sub 1,...,mu sub k, respectively, and a common known variance. Let pi sub i denote the population associated with mu sub i, and let mu sub 1 or ... or mu sub k denote the ranked values of the mu sub i. It is desired to select the population associated with mu sub k by using the usual indifference zone formulation. In the paper, the author obtains an upper bound of the expected sample size for the Bechhofer-Kiefer-Sobel sequential procedure for the above problem. Author
- Statistics and Probability