Selecting the best normal population better than a standard under unequal variances

In this article we consider a problem of selecting the best normal population that is better than a standard when the variances are unequal. Single-stage selection procedures are proposed when the variances are known. Wilcox (1984) and Taneja and Dudewicz (1992) proposed two-stage selection procedures when the variances are unknown. In addition to these procedures, we propose a two-stage selection procedure based on the method of Lam (1988). Comparisons are made between these selection procedures in terms of the sample sizes.