1. Department of Statistics , Purdue University , 47907, IN;2. Graduate Institute of Statistics , National Central University , Chung-Li, Taiwan, R.O.C;3. Department of Mathematics , Wayne State University , Detroit, 48202, MI
Abstract:
We are concerned with deriving lower confidence bounds for the probability of a correct selection in truncated location-parameter models. Two cases are considered according to whether the scale parameter is known or unknown. For each case, a lower confidence bound for the difference between the best and the second best is obtained. These lower confidence bounds are used to construct lower confidence bounds for the probability of a correct selection. The results are then applied to the problem of seleting the best exponential populationhaving the largest truncated location-parameter. Useful tables are provided for implementing the proposed methods.