Restricted subset selection and its application

E J Chen

Journal of Simulation, 2010, vol. 4, issue 2, 116-127

Abstract: This paper develops procedures for selecting a set of normal populations with unknown means and unknown variances such that the final subset of selected populations satisfies the following requirement: with probability at least P*, the selected subset will contain a population or ‘only and all’ of those populations whose mean or means are within a value of d* from the smallest mean. The size of the selected subset is random; however, at most, m populations will be chosen. A restricted subset attempts to exclude populations that deviate more than d* from the smallest mean. Here P*, d*, and m are user-specified parameters. These procedures can be used when the unknown variances across populations are unequal. We then extend the sequentialized procedure to perform a selection with constraints. An experimental performance evaluation demonstrates the validity and efficiency of these restricted-subset-selection procedures.

Date: 2010
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DOI: 10.1057/jos.2009.18

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