On Two-Stage Allocation Procedures for Selection Problems.
PURDUE UNIV LAFAYETTE IN DEPT OF STATISTICS
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This paper deals with the problem of deriving two-stage allocation procedures for selecting the best normal population. If the prior distribution is assumed to be known, an exact Bayes two-stage allocation procedure is obtained. If the prior distribution depends on some unknown parameter, an adaptive two-stage allocation procedure is proposed. Using the empirical Bayes formulation, we prove that the proposed adaptive two-stage allocation procedure has some asymptotic optimallity property.
- Statistics and Probability