Abstract

Abstract Inverse sampling procedures to select the cell corresponding to the highest multinomial cell probability have been studied and used widely in the literature. In this paper we establish the superiority of the inverse sampling procedure to the fixed sample size procedure over all configurations of cell probabilities in the asymptotic sense. This trend is empirically shown to prevail for small sample size as well. The results have also been used to derive the least favorable configurations (LFC) for the procedures over different indifference zones and as the number of observations tends to infinity. A byproduct of this approach is simpler proofs of several useful results in the literature.

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