On the estimation of the true probability of a correct selection
- 1 January 1992
- journal article
- research article
- Published by Taylor & Francis in Communications in Statistics - Simulation and Computation
- Vol. 21 (2) , 445-462
- https://doi.org/10.1080/03610919208813028
Abstract
For ranking and selection problems, the true probabiIity of a correct selection P(CS) is unknown even if a selection is made under the indifference-zone approach. Thus to estimate the true P(CS) some Bayes estimators and a bootstrap estimator are proposed for two normcal populations with common known variance. Also a bootstrap estimator and a bootstrap confidence interval are proposed for normal populations with common unknown variance. Some comparisons between proposed estimators and some other known estimators are made via Monte Carlo simulations.Keywords
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