Selecting the Best Population: An Empirical Bayes Approach

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Title:	Selecting the Best Population: An Empirical Bayes Approach
Authors:	Huang, Wen-Tao;Lai, Yao-Tsung
Contributors:	淡江大學經營決策學系
Keywords:	Selection;multiple criteria;empirical Bayes;asymptotic optimality
Date:	2004-06
Issue Date:	2013-05-01 18:48:26 (UTC+8)
Publisher:	臺北縣淡水鎮 : 淡江大學
Abstract:	Consider k(k~2) populations whose meanei and variance a} are all unknown. For given control values θand σ²'";, we are interested in selecting some population whose mean is the largest in the qualified subset in which each mean is larger than or equal toθ and whose variance is less than or equal to σ²; . In this paper we focus on the case of normal populations. However, the analogous method can be applied for the cases other than normal. A Bayes approach is set up and an empirical Bayes procedure is proposed which has been shown to be asymptotically optimal.
Relation:	2004年兩岸管理科學暨經營決策學術研討會論文集, pp.43-52
Appears in Collections:	[Department of Management Sciences] Proceeding

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