A Subset Selection Formulation of the Complete Ranking Problem.
PURDUE UNIV LAFAYETTE IND DEPT OF STATISTICS
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Let Pi sub 1,...,Pi sub k be k independent populations with absolutely continuous distribution functions F sub theta sub i x, i1,...,k, where theta sub i are unknown real-valued parameters. The populations are ranked according to the values of the theta sub i. The problem is to design a procedure to select a nonempty subset of all k fectorial rankings so as to include the correct ranking with a minimum probability P. Section 2 considers the cases where the distribution of a statistic T sub i TX sub i1,...,X sub in from Pi sub i involves theta sub i as a location or scale parameter. Applications to the ranking of normal means known common variance and normal variances are discussed. Modified author abstract
- Statistics and Probability