Skip to main content
SpringerLink
Log in

Some sequential procedures for ranking multivariate normal populations

  • Published:
Annals of the Institute of Statistical Mathematics Aims and scope Submit manuscript

Summary

Considerk p-variate normal populationsπ i with meansμ i and common covariance matrix Σ, i.e.,π i :N(μ i ,Σ). The problem is to design a sequential procedure to rank these populations with respect to some distance function. We consider two distance functionsμ′ i μ i andμ′ i Σ -1 μ i . Procedures on the lines of Chow and Robbins [3], Paulson [5] and Hoel and Majumdar [4] are obtained.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Log in via an institution

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Institutional subscriptions

Similar content being viewed by others

References

  1. Alam, K. and Rizvi, M. H. (1966). Selection from multivariate normal populations,Ann. Inst. Statist. Math.,18, 307–318.

    Article  MATH  MathSciNet  Google Scholar 

  2. Bechhofer, R. E., Kiefer, J. and Sobel, M. (1968). Sequential procedures for ranking and identification problems,Univ. of Chicago Statistics Monograph Series.

  3. Chow, Y. S. and Robbins, H. (1965). On the asymptotic theory of fixed-width sequential confidence intervals for the mean,Ann. Math. Statist.,36, 457–462.

    MATH  MathSciNet  Google Scholar 

  4. Hoel, D. G. and Mazumdar, M. (1968). An extension of Paulson's procedure,Ann. Math. Statist.,39, 2067–2074.

    MATH  MathSciNet  Google Scholar 

  5. Paulson, E. (1964). A sequential procedure for selecting the population with largest mean fromk normal populations,Ann. Math. Statist.,35, 174–180.

    MATH  MathSciNet  Google Scholar 

  6. Srivastava, M. S. (1966). Some asymptotically efficient sequential procedures for ranking and slippage problems,J. Roy. Statist. Soc. Ser. B,28, 370–380.

    MATH  MathSciNet  Google Scholar 

  7. Srivastava, M. S. and Ogilvie, J. (1968). The performance of some sequential procedures for a ranking problem,Ann. Math. Statist.,39, 1040–1047.

    MATH  MathSciNet  Google Scholar 

  8. Srivastava, M. S. and Bhargava, R. P. (1969). On fixed width confidence bounds for the mean of a multivariate normal distribution—cost of not knowing the covariance matrix, Abstract.

Download references

Authors
  1. M. S. Srivastava
    View author publications

    You can also search for this author in PubMed Google Scholar

  2. V. S. Taneja
    View author publications

    You can also search for this author in PubMed Google Scholar

Additional information

Research supported by National Research Council of Canada and Canada Council.

About this article

Cite this article

Srivastava, M.S., Taneja, V.S. Some sequential procedures for ranking multivariate normal populations. Ann Inst Stat Math 24, 455–464 (1972). https://doi.org/10.1007/BF02479773

Download citation

  • Received:

  • Revised:

  • Issue Date:

  • DOI: https://doi.org/10.1007/BF02479773

Keywords

Search

Navigation