Optimality of Subset Selection Procedures for Ranking Means of Three Normal Populations.

摘要

This paper deals with the classical Gupta (1956,65)-approach (Minimize the expected subset size under the P*-condition) in the case of three normal populations with a common known variance and equal sample sizes n. By the method of Lagrangian (undetermined) multipliers a function (involving psi and phi-terms only) is derived which is a convenient tool to find optimal procedures within Seal's (1955,57) class. Numerical work together with asymptotical results lead to the conclusion that for every fixed P* and mean vector mu,Gupta's (1956) means procedure is optimal within Seal's class for sufficiently large sample size n. (Author)