| Автор | Mukhopadhyay, N. |
| Автор | Judge, J. |
| Дата выпуска | 1990 |
| dc.description | We wish to select, from k(≥;2) independent normal populations, the one associated with the largest mean, assuming that the common variance is unknown. We adopt the “indifference zone” approach of Bechhofer (1954), and first consider the sequential selection rule of Robbins et al. (1968). We then turn our attention to the “permutation-invariant” idea, as introduced in Mukhopadhyay et al. (1989). Often, sequential stopping rules, such as the stopping rule of Robbins et al. (1968)) are dependent on the order in which the data is observed. With permutation-invariant stopping rules, all possible permutations of the data are subjected to the stopping rule. We apply this idea to the stopping rule of Robbins et al. (1968)) and develop a permutation-invariant version. First-order asymptotic results are established, and compared to the corresponding results for the non-permutation-invariant procedure. Computer simulations are used to compare the moderate sample size performances of the two procedures. |
| Формат | application.pdf |
| Издатель | Marcel Dekker, Inc. |
| Копирайт | Copyright Taylor and Francis Group, LLC |
| Тема | Indifference zone |
| Тема | average sample size |
| Тема | probability of correct selection |
| Тема | least favorable configuration |
| Тема | asymptotic analyszs |
| Название | A note on a permutation invariant sequential selection procedure |
| Тип | research-article |
| DOI | 10.1080/07474949008836197 |
| Electronic ISSN | 1532-4176 |
| Print ISSN | 0747-4946 |
| Журнал | Sequential Analysis |
| Том | 9 |
| Первая страница | 81 |
| Последняя страница | 88 |
| Аффилиация | Mukhopadhyay, N.; Department of Statistics, University of Connecticut |
| Аффилиация | Judge, J.; Department of Mathematics, Westfield State College |
| Выпуск | 1 |
| Библиографическая ссылка | Bechhofer, R.E. 1954. A single-sample multiple decision procedure for ranking means of normal populations with the known variances. Ann. Math. Statist., 25: 16–39. |
| Библиографическая ссылка | Bechhofer, R.E., Kiefer, J. and Sobel, M. 1968. Seauential Identification and Rankina Procedures, Chicago, , Illinois: University of Chicago. |
| Библиографическая ссылка | Chow, Y.S. and Robbins, H. 1965. On the asymtotic theory of fixed width sequential confidence intervals for the mean. Ann. Math. Statist., 36: 457–462. |
| Библиографическая ссылка | Gibbons, J.D., Olkin, I. and Sobel, M. 1977. Selecting and Ordering Populations: A New Statistical Methodology, New York: J Wiley and Sons Inc. Inc. |
| Библиографическая ссылка | Gupta, S.S. and Panchapakesan, S. 1979. Multiple Decision Procedures: Methodology of Selecting and Ranking Populations, New York: J Wiley and Sons. Inc. |
| Библиографическая ссылка | Mukhopadhyay, N. and Judge, J. 1989. Second order expansions for a sequential selection prodecure. Sankhya, Series A to appear |
| Библиографическая ссылка | Mukhopadhyay, N., Sen, P.K. and Sinha, B.K. 1989. Permutatin invariance stopping rules and sufficiency principle. Ann. Inst. Statist. Math., 41: 121–138. |
| Библиографическая ссылка | Robbins, H., Sobel, M. and Starr, N. 1968. A sequential procedure for selecting the largest of K means. Ann. Math. Statist., 39: 88–92. |
