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Restricted subset selection and its application

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  • E J Chen

Abstract

This paper develops procedures for selecting a set of normal populations with unknown means and unknown variances such that the final subset of selected populations satisfies the following requirement: with probability at least P*, the selected subset will contain a population or ‘only and all’ of those populations whose mean or means are within a value of d* from the smallest mean. The size of the selected subset is random; however, at most, m populations will be chosen. A restricted subset attempts to exclude populations that deviate more than d* from the smallest mean. Here P*, d*, and m are user-specified parameters. These procedures can be used when the unknown variances across populations are unequal. We then extend the sequentialized procedure to perform a selection with constraints. An experimental performance evaluation demonstrates the validity and efficiency of these restricted-subset-selection procedures.

Suggested Citation

  • E J Chen, 2010. "Restricted subset selection and its application," Journal of Simulation, Taylor & Francis Journals, vol. 4(2), pages 116-127, June.
    • Handle: RePEc:taf:tjsmxx:v:4:y:2010:i:2:p:116-127
    DOI: 10.1057/jos.2009.18
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