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An empirical bayes approach to estimating the probability of correct selection
Authors:Charles E Mcculloch  Aimee Dechter
Institution:1. Cornell University , Ithaca, N.Y;2. Census Bureau , Washington, D.C.
Abstract:In the problem of selecting the best of k populations, Olkin, Sobel, and Tong (1976) have introduced the idea of estimating the probability of correct selection. In an attempt to improve on their estimator we consider anempirical Bayes approach. We compare the two estimators via analytic results and a simulation study.
Keywords:ranking and selection  shrinkage estimators
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