Nonparametric Procedures for Selecting A Subset Containing the Population with the Largest $\alpha$-Quantile
Rizvi, M. Haseeb ; Sobel, Milton
Ann. Math. Statist., Tome 38 (1967) no. 6, p. 1788-1803 / Harvested from Project Euclid
A nonparametric solution is given for the problem of selecting a subset of $k$ populations which with high probability contains the one with the largest $\alpha$-quantile, $0 < \alpha < 1$. It is assumed that each population has associated with it a continuous cdf $F_i(x) (i = 1, 2, \cdots, k)$, that samples of equal sizes are taken from each population and that observations from the same or different populations are all independent. We use the notation of the companion paper [7] without redefining all the symbols and, in particular, it is convenient to identify each population by its cdf. A procedure for the problem, based on order statistics is proposed in Section 2 and limitations on its feasibility in terms of a bound $P_1$ on the possible guarantee probability $P^\ast$ are examined in Section 3. An asymptotic expression in terms of tabled functions is also given for $P_1$. The expected size of the selected subset is examined exactly in Section 4 and asymptotically in Section 5; the latter also contains an asymptotic formula for the smallest sample size $n$ required to meet the $P^\ast$-guarantee. Asymptotic relative efficiency evaluations of the proposed procedure are carried out in Section 5. Section 6 treats the dual problem of selecting the smallest $\alpha$-quantile; Section 7 verifies a monotonicity property. Extensive tables giving $P_1$ and the integer constant defining the procedure are provided for the case $\alpha = \frac{1}{2}$.
Publié le : 1967-12-14
Classification: 
@article{1177698612,
     author = {Rizvi, M. Haseeb and Sobel, Milton},
     title = {Nonparametric Procedures for Selecting A Subset Containing the Population with the Largest $\alpha$-Quantile},
     journal = {Ann. Math. Statist.},
     volume = {38},
     number = {6},
     year = {1967},
     pages = { 1788-1803},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177698612}
}
Rizvi, M. Haseeb; Sobel, Milton. Nonparametric Procedures for Selecting A Subset Containing the Population with the Largest $\alpha$-Quantile. Ann. Math. Statist., Tome 38 (1967) no. 6, pp.  1788-1803. http://gdmltest.u-ga.fr/item/1177698612/