Subset selection based on likelihood ratios: the normal means case
1979 (English)Report (Other academic)
Let π1, ..., πk be k(>_2) populations such that πi, i = 1, 2, ..., k, is characterized by the normal distribution with unknown mean and ui variance aio2 , where ai is known and o2 may be unknown. Suppose that on the basis of independent samples of size ni from π (i=1,2,...,k), we are interested in selecting a random-size subset of the given populations which hopefully contains the population with the largest mean.Based on likelihood ratios, several new procedures for this problem are derived in this report. Some of these procedures are compared with the classical procedure of Gupta (1956,1965) and are shown to be better in certain respects.
Place, publisher, year, edition, pages
Umeå: Umeå universitet , 1979. , 70 p.
, Statistical research report, ISSN 0348-0399 ; 6
Subset selection, likelihood ratio, order restrictions, loss function, normal distribution
Probability Theory and Statistics
IdentifiersURN: urn:nbn:se:umu:diva-74925OAI: oai:DiVA.org:umu-74925DiVA: diva2:634891
Ny rev. utg.
This is a slightly revised version of Statistical Research Report No. 1978-6.2013-07-022013-07-022013-07-02Bibliographically approved