Some sequential procedures for ranking multivariate normal populations
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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 , Paulson  and Hoel and Majumdar  are obtained.
KeywordsDistance Function Good Category Parameter Configuration Multivariate Normal Distribution Sequential Procedure
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