A Fixed Sample Size Selection Procedure Negative Binomial Populations.
A new approach to estimate the critical constant of selection procedures.
A note on selecting the better binomial population.
A note on selection procedures with unequal observation numbers
A two-stage procedure on comparing several experimental treatments and a control -- the common and unknown variance case.
An integrated selection formulation for the best normal mean: The unequal and unknown variance case.
Application of the selection procedure R to unequal observation numbers
Applying Coefficients of Preference in Ranking (CPR)
Asymptotic Considerations for Selecting the Best Component of a Multivariate Normal Population.
Asymptotic distribution of the conditional regret risk for selecting good exponential populations
In this paper empirical Bayes methods are applied to construct selection rules for the selection of all good exponential distributions. We modify the selection rule introduced and studied by Gupta and Liang [10] who proved that the regret risk converges to zero with rate . The aim of this paper is to study the asymptotic behavior of the conditional regret risk . It is shown that tends in distribution to a linear combination of independent -distributed random variables. As an application we...
Different approaches to weighted voting systems based on preferential positions
Voting systems produce an aggregated result of the individual preferences of the voters. In many cases the aggregated collective preference – the result of the voting procedure – mirrors much more than anything else the characteristics of the voting systems. Preferential voting systems work most of the time with equidistant differences between the adjacent preferences of an individual voter. They produce, as voting systems usually do, some paradoxical results under special circumstances. However,...
Estimating After Sequential Selection and Ranking.
Exponential rates for the error probabilities in selection procedures
For a sequence of statistical experiments with a finite parameter set the asymptotic behavior of the maximum risk is studied for the problem of classification into disjoint subsets. The exponential rates of the optimal decision rule is determined and expressed in terms of the normalized limit of moment generating functions of likelihood ratios. Necessary and sufficient conditions for the existence of adaptive classification rules in the sense of Rukhin [Ru1] are given. The results are applied to...
Lower confidence bounds for the probabilities of correct selection.
On an asymptotic optimality property of play-the-winner and vector-at-a-time sampling.
Simon and Weiss (1975) consider the formulation of the clinical trial as a selection procedure (Bechhofer, Kiefer and Sobel, 1968). The object of the trial is to choose the better treatment with probability ≥ P*, where P* is assigned, when the difference in success probabilities is ≥ Δ*, Δ* also being assigned. They consider a family of single step allocation methods for the reduction of the number of patients given the poorer treatment. Using numerical results, Simon and Weiss conclude that if...
On Selecting the Best of k Lognormal Distributions.
On the Natural Selection Rule in General Linear Models.
Original title unknown
Random permutations and unique fully supported ergodicity for the Euler adic transformation
There is only one fully supported ergodic invariant probability measure for the adic transformation on the space of infinite paths in the graph that underlies the eulerian numbers. This result may partially justify a frequent assumption about the equidistribution of random permutations.
Ranggrößen als Schätzfunktionen.