A Two-Stage Minimax Procedure with Screening for Selecting the Largest Normal Mean (II). An Improved PCS Lower Bound and Associated Tables.
CORNELL UNIV ITHACA N Y SCHOOL OF OPERATIONS RESEARCH AND INDUSTRIAL ENGINEERING
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This paper is a follow-up to an earlier article by the authors in which they proposed a two-stage procedure with screening to select the normal population with the largest population mean when the populations have a common known variance. The two-stage procedure has the highly desirable property that the expected total number of observations required by the procedure is always less than the total number of observations required by the corresponding single-stage procedure of Bechhofer 1954, regardless of the configuration of the population means. The present paper contains new results which make possible the more efficient implementation of the two-stage procedure. Tables for this purpose are given, and the improvements achieved which are substantial are assessed. Author
- Statistics and Probability