1. Some Aspects of Probability of Correct Selections.
- Author
-
Fei, Lin and Mi, Jie
- Subjects
- *
PROBABILITY theory , *STATISTICAL sampling , *VARIANCES , *MATHEMATICAL inequalities , *ORDER statistics , *APPROXIMATION theory , *STOCHASTIC orders - Abstract
In an experiment of treatment selections, random samples are drawn from k populations with ordered means. The probability that a sample statistic from the population with the highest mean turns out to be ranked the highest is referred to as the probability of correct selection (PCS). An inequality was proved previously that shows the monotonicity of PCS with respect to change in variance of the samples. In this article, we first present a more general form of the probability inequality to be used to investigate PCS. An extension of the monotonicity of PCS to order statistics is considered. We show that the PCS of the smallest order statistic preserves the monotonicity. Additionally, a normal approximation method is used to further generalize the theory. The general order statistics will not enjoy the same properties, as we reveal the obstacles, and a numerical counter example. [ABSTRACT FROM AUTHOR]
- Published
- 2011
- Full Text
- View/download PDF