A Multivariate Solution of the Multivariate Ranking and Selection Problem

摘要

The problem of selection of the best multivariate population is given a new formulation which does not involve reducing the populations to univariate quantities. This formulation's solution is developed for known, and (using the Heteroscedastic Method) also for unknown, variance-covariance matrices. Preference reversals and arbitrary nonlinear preference functions are explicity allowed in this new theory. (Author)