Some sequential procedures for ranking multivariate normal populations

  • M. S. Srivastava
  • V. S. Taneja


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.


Distance Function Good Category Parameter Configuration Multivariate Normal Distribution Sequential Procedure 
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Copyright information

© Institute of Statistical Mathematics 1972

Authors and Affiliations

  • M. S. Srivastava
  • V. S. Taneja

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