Optimality of Subset Selection Procedures for Ranking Means of Three Normal Populations.
PURDUE UNIV LAFAYETTE IND DEPT OF STATISTICS
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This paper deals with the classical Gupta 1956,65-approach Minimize the expected subset size under the P-condition in the case of three normal populations with a common known variance and equal sample sizes n. By the method of Lagrangian undetermined multipliers a function involving psi and phi-terms only is derived which is a convenient tool to find optimal procedures within Seals 1955,57 class. Numerical work together with asymptotical results lead to the conclusion that for every fixed P and mean vector mu,Guptas 1956 means procedure is optimal within Seals class for sufficiently large sample size n. Author
- Statistics and Probability