Abstract

This chapter discusses some parametric and nonparametric sequential subset selection procedures. In sequential selection and ranking procedures, the best population is selected by using the indifference zone approach. Multiple decision procedures can be defined that select a subset of a fixed or random size. The chapter describes a method to construct nonelimination type sequential procedures to select a subset containing all the superior populations. These procedures are formed by choosing a statistic based on the observations from any two of the populations and performing a sequential probability ratio test (SPRT) based on this statistic. The selection procedure is applied to the problem of choosing normal populations for the superior populations with smaller variance. An appropriate population is removed from a set of contending populations, if the associated SPRTs terminate. This is continued until the elimination is stopped.

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