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Sequentual First-Crossing Look-Ahead Procedure for Selecting a Population with the Largest Meanin Normal-Normal Model

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dc.contributor.author Kareev I.
dc.contributor.author Zaikin A.
dc.date.accessioned 2020-01-21T20:54:40Z
dc.date.available 2020-01-21T20:54:40Z
dc.date.issued 2019
dc.identifier.issn 1995-0802
dc.identifier.uri https://dspace.kpfu.ru/xmlui/handle/net/157838
dc.description.abstract © 2019, Pleiades Publishing, Ltd. The problem of statistical selection of a population with the largest mean value is considered. We introduce a sequential selection procedure, which we call first-crossing look-ahead (FCLA), for a normal-normal Bayesian setting of the problem, where variances of the populations are supposed to be the same and known, and the means are realizations of prior normal random variables with known distribution parameters. The paper includes the definition of the procedure with some basic analytical results, the results of numerical simulations, and a numerical performance comparison (in terms of sample size) with one of known efficient selection procedure for an indifference-zone setting of the selection problem.
dc.relation.ispartofseries Lobachevskii Journal of Mathematics
dc.subject Bayesian approach
dc.subject first-crossing
dc.subject look-ahead
dc.subject normal-normal model
dc.subject selection problem
dc.subject sequential procedure
dc.title Sequentual First-Crossing Look-Ahead Procedure for Selecting a Population with the Largest Meanin Normal-Normal Model
dc.type Article
dc.relation.ispartofseries-issue 8
dc.relation.ispartofseries-volume 40
dc.collection Публикации сотрудников КФУ
dc.relation.startpage 1178
dc.source.id SCOPUS19950802-2019-40-8-SID85071617925


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  • Публикации сотрудников КФУ Scopus [24551]
    Коллекция содержит публикации сотрудников Казанского федерального (до 2010 года Казанского государственного) университета, проиндексированные в БД Scopus, начиная с 1970г.

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