A two stage procedure for selecting δ∗-optimal means in the normal model |
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| Authors: | Thomas J Santner |
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| Institution: | Cornell University , Ithaca, New York |
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| Abstract: | Suppose π1,…,πk are k normal populations with πi having unknown mean μi and unknown variance σ2. The population πi will be called δ?-optimal (or good) if μi is within a specified amountδ? of the largest mean. A two stage procedure is proposed which selects a subset of the k populations and guarantees with probability at least P? that the selected subset contains only δ?-optimal πi ’s. In addition to screening out non-good populations the rule guarantees a high proportion of sufficiently good πi’S will be selected. |
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| Keywords: | multivariate normal screening procedures two-stage procedures stopping rule |
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