Generalized subset selection procedures under heteroscedasticity

淡江大學機構典藏 > 商管學院 > 管理科學學系暨研究所 > 期刊論文 > Item 987654321/19752

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題名:	Generalized subset selection procedures under heteroscedasticity
作者:	Chang, Yi-ping;黃文濤;Huang, Wen-tao
貢獻者:	淡江大學經營決策學系
關鍵詞:	Ranking and selection;Generalized subset selection procedure;Generalized probability of correct selection;Quantile;Signal-to-noise ratio 1. Introduction
日期:	2001-10-01
上傳時間:	2009-11-30 12:20:46 (UTC+8)
出版者:	Elsevier
摘要:	In this paper, we propose and study a generalized subset selection procedure for selecting the best population. Based on the concept of generalized subset selection procedure, some selection procedures for normal populations are proposed and studied. They are used, respectively, to select the best population (populations) with respect to the largest mean, the largest pth quantile and the largest signal-to-noise ratio. For the case of common unknown variance, the proposed generalized subset selection procedure for selecting the largest mean becomes exactly the same as that has been given in Hsu (in: T.J. Santner, A.C. Tamhane (Eds.), Design of Experiments: Ranking and Selection, Marcel Dekker, New York, 1984, pp. 179–198). A Monte Carlo study shows that the proposed generalized subset selection procedures behave satisfactorily. An illustration of a set of real data is also given.
關聯:	Journal of Statistical Planning and Inference 98(1-2), pp.239-258
DOI:	10.1016/S0378-3758(00)00305-0
顯示於類別:	[管理科學學系暨研究所] 期刊論文

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