Adaptive Sequential Procedures for Selecting the Best of Several Normal Populations.
CORNELL UNIV ITHACA N Y SCHOOL OF OPERATIONS RESEARCH AND INDUSTRIAL ENGINEERING
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Attention is restricted to procedures that guarantee that the population with the largest mean is correctly selected with probability at least P where 1k P 1 is preassigned. Essentially, this requirement is satisfied by the stopping rule of independently of the sampling rule and thus data dependent allocation rules can be considered. Unlike the case k 2, when k or 3, substantial savings in expected total sample size can be obtained when adaptive sampling is used instead of the equal allocation rule vector at a time sampling. Several procedures are proposed and investigated with respect to this criterion.
- Statistics and Probability