TY - JOUR

T1 - A two-stage minimax procedure with screening for selecting the largest normal mean

AU - Tamhane, A.

AU - Bechhofer, R. E.

PY - 1977

Y1 - 1977

N2 - The problem of selecting the normal population with the largest population mean when the populations have a common known variance is considered. A two-stage procedure is proposed which guarantees the same probability requirement using the indifference-zone approach as does the single-stage procedure of Bechhofer (1954). The two-stage procedure has the highly desirable property that the expected total number of observations required by the procedure is always less than the total number of observations required by the corresponding single-stage procedure, regardless of the configuration of the population means. The saving in expected total number of observations can be substantial, particularly when the configuration of the population means is favorable to the experimenter. The saving is accomplished by screening out “non-contending” populations in the first stage, and concentrating sampling only on “contending” populations in the second stage.
The two-stage procedure can be regarded as a composite one which uses a screening subset-type approach (Gupta (1956), (1965)) in the first stage, and an indifference-zone approach (Bechhofer (1954)) applied to all populations retained in the selected sub-set in the second stage. Constants to implement the procedure for various k and P are provided, as are calculations giving the saving in expected total sample size if the two-stage procedure is used in place of the corresponding single-stage procedure.

AB - The problem of selecting the normal population with the largest population mean when the populations have a common known variance is considered. A two-stage procedure is proposed which guarantees the same probability requirement using the indifference-zone approach as does the single-stage procedure of Bechhofer (1954). The two-stage procedure has the highly desirable property that the expected total number of observations required by the procedure is always less than the total number of observations required by the corresponding single-stage procedure, regardless of the configuration of the population means. The saving in expected total number of observations can be substantial, particularly when the configuration of the population means is favorable to the experimenter. The saving is accomplished by screening out “non-contending” populations in the first stage, and concentrating sampling only on “contending” populations in the second stage.
The two-stage procedure can be regarded as a composite one which uses a screening subset-type approach (Gupta (1956), (1965)) in the first stage, and an indifference-zone approach (Bechhofer (1954)) applied to all populations retained in the selected sub-set in the second stage. Constants to implement the procedure for various k and P are provided, as are calculations giving the saving in expected total sample size if the two-stage procedure is used in place of the corresponding single-stage procedure.

U2 - 10.1080/03610927708827549

DO - 10.1080/03610927708827549

M3 - Article

SN - 0361-0926

VL - 6

SP - 1003

EP - 1033

JO - Communications in Statistics - Theory and Methods

JF - Communications in Statistics - Theory and Methods

ER -