Sequential selectiok procedures based on confidence sequences for normal populations |
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| Authors: | Samuel C Kao Tze Leung Lai |
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| Institution: | 1. Applied Mathematics Department , Brookhaven National Laboratory , Upton, Long Island, New York, 11973;2. Department of Mathematical Statistics , Columbia University , New York, 10027 |
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| Abstract: | In this paper confidence sequences are used to construct sequential procedures for selecting the population with the a common variance. These procedures are shown to provide substantial saving, particularly in the expected samplw sizes of the inferior populations,over various procedures in the literature. A new “indifference zone” formulation is given for the correct selection probability requirement, and confidence sequences are also applied to construct sequential procedures for this new selection goal. |
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| Keywords: | selection confidence Sequences elimination vector-at-a-time sampling rule Likewhood ratio martingale interior populations expected sample size |
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