A Minimax Two-Stage Permanent Elimination Type Procedure for Selecting the Smallest Normal Variance.
CORNELL UNIV ITHACA N Y DEPT OF OPERATIONS RESEARCH
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The problem of selecting the normal population associated with the smallest variance is considered. The indifference-zone approach is adopted and a two-stage permanent elimination type procedure is proposed. Expressions for the probability of correct selection and the expected total sample size associated with this procedure are derived. A complete proof of the least favorable configuration for the exact procedure could not be obtained for k 2. Therefore a conservative procedure based on a lower bound on the probability of correct selection expression for the exact procedure is proposed. The minimax criterion is suggested for finding the design constants necessary to implement the above procedures. For the large sample case, the use of tables of the constants constructed for the corresponding procedures for the normal means problem is illustrated. Author
- Operations Research