A Single-Sample Multiple-Decision Procedure for Selecting the Multinomial Event Which Has the Highest Probability
Bechhofer, Robert E. ; Elmaghraby, Salah ; Morse, Norman
Ann. Math. Statist., Tome 30 (1959) no. 4, p. 102-119 / Harvested from Project Euclid
The problem of selecting the multinomial event which has the highest probability is formulated as a multiple-decision selection problem. Before experimentation starts the experimenter must specify two constants $(\theta^{\ast}, P^{\ast})$ which are incorporated into the requirement: "The probability of a correct selection is to be equal to or greater than $P^{\ast}$ whenever the true (but unknown) ratio of the largest to the second largest of the population probabilities is equal to or greater than $\theta^{\ast}$." A single-sample procedure which meets the requirement is proposed. The heart of the procedure is the proper choice of $N$, the number of trials. Two methods of determining $N$ are described: the first is exact and is to be used when $N$ is small; the second is approximate and is to be used when $N$ is large. Tables and sample calculations are provided.
Publié le : 1959-03-14
Classification: 
@article{1177706362,
     author = {Bechhofer, Robert E. and Elmaghraby, Salah and Morse, Norman},
     title = {A Single-Sample Multiple-Decision Procedure for Selecting the Multinomial Event Which Has the Highest Probability},
     journal = {Ann. Math. Statist.},
     volume = {30},
     number = {4},
     year = {1959},
     pages = { 102-119},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177706362}
}
Bechhofer, Robert E.; Elmaghraby, Salah; Morse, Norman. A Single-Sample Multiple-Decision Procedure for Selecting the Multinomial Event Which Has the Highest Probability. Ann. Math. Statist., Tome 30 (1959) no. 4, pp.  102-119. http://gdmltest.u-ga.fr/item/1177706362/