An empirical bayes approach to estimating the probability of correct selection
- 1 January 1985
- journal article
- research article
- Published by Taylor & Francis in Communications in Statistics - Simulation and Computation
- Vol. 14 (1) , 173-186
- https://doi.org/10.1080/03610918508812433
Abstract
In the problem of selecting the best of k populations, Olkin, Sobel, and Tong (1976) have introduced the idea of estimating the probability of correct selection. In an attempt to improve on their estimator we consider anempirical Bayes approach. We compare the two estimators via analytic results and a simulation study.Keywords
This publication has 3 references indexed in Scilit:
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- A Convenient Method for Generating Normal VariablesSIAM Review, 1964
- A Single-Sample Multiple Decision Procedure for Ranking Means of Normal Populations with known VariancesThe Annals of Mathematical Statistics, 1954