On the performance of some subset selection procedures |
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| Authors: | Shanti S Gupta Jason C Hsu |
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| Institution: | 1. Purdue University , W. Lafayette, Indiana;2. The Ohio State University , Columbus, Ohio |
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| Abstract: | In this paper, we restrict attention to the problem of subset selection of normal populations. The approaches and results of some previous comparison studies of subset selection procedures are discussed briefly. And then the result of a new Monte Carlo study comparing the performance of two classical procedures and the Bayes procedure is presented. |
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| Keywords: | Bayes procedure maximum type procedure average type procedure integrated risk simulation comparison |
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