Abstract
A procedure for selecting the t largest of k multivariate normal populations on the basis of distance is reviewed. Computation of integrals of products of non-central Beta distribution and density functions, required for implementing the procedure, is described. A table of minimum sample sizes needed to guarantee a specified probability of correct selection is given (Table 1).
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Milton, R.C., Rizvi, M.H. On computation of integrals for selection from multivariate normal populations on the basis of distances. Ann Inst Stat Math 41, 401–408 (1989). https://doi.org/10.1007/BF00049404
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DOI: https://doi.org/10.1007/BF00049404