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| Titel: |
Applications of a probability inequality to ranking and selection and other related problems |
| Auteur: |
Tong, Y. L. |
| Verschenen in: |
Communications in statistics |
| Paginering: | Jaargang 6 (1977) nr. 11 pagina's 1105-1120 |
| Jaar: |
1977 |
| Inhoud: |
A probability inequality of conditionally independent and identically distributed (i.i.d.) random variables obtained recently by the author is applied to ranking and selection problems. It is shown that under both the indifference-zone and the subset formulations, the probability of a correct selection (PCS) is a cumulative probability of conditionally i.i.d, random variables. Therefore bounds on both the PCS and the sample size required can be obtained from that probability inequality. Applications of that inequality to other multiple decision problems are also considered. It is illustrated that general results concerning conditionally i.i.d. random variables are applicable to many problems in multiple decision theory. |
| Uitgever: |
Taylor & Francis |
| Bronbestand: |
Elektronische Wetenschappelijke Tijdschriften |
Details van artikel 1 van 10 gevonden artikelen
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