A New Approach to Estimate the Critical Constant of Selection Procedures

摘要

A solution to the ranking and selection problem of determining a subset of sizemcontaining at leastcof thevbest fromknormal distributions has been developed. The best distributions are those having, for example, (i) the smallestmeans, or (ii) the smallest variances. This paper reviews various applicable algorithms and supplies the operating constants neededto apply these solutions. The constants are computed using a histogram approximation algorithm and Monte Carlo integration.