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Subset selection for the least probable multinomial cell

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Summary

An inverse sampling procedureR is proposed for selecting a randomsize subset which contains the least probable cell (i.e., the cell with the smallest cell probabilities) from a multinomial distribution withk cells. Type 2-Dirichlet integrals are used (i) to express the probability of a correct selection in terms of integrals with parameters only in the limits of integration, (ii) to prove that the least favorable configuration underR is the so-called slippage configuration withk equal cell probabilities, and (iii) to express exactly the expectation of the total number of observations required and the expectation of the subset size under the procedureR.

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Authors and Affiliations

  1. Syracuse University, Syracuse, USA

    Pinyuen Chen

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  1. Pinyuen Chen
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Chen, P. Subset selection for the least probable multinomial cell. Ann Inst Stat Math 37, 303–314 (1985). https://doi.org/10.1007/BF02481099

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  • DOI: https://doi.org/10.1007/BF02481099

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