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Some sequential procedures for ranking multivariate normal populations

  • M. S. Srivastava
  • V. S. Taneja
Article

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.

Keywords

Distance Function Good Category Parameter Configuration Multivariate Normal Distribution Sequential Procedure 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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References

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Copyright information

© Institute of Statistical Mathematics 1972

Authors and Affiliations

  • M. S. Srivastava
  • V. S. Taneja

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