Abstract
| Original language | English |
|---|---|
| Pages (from-to) | 159-170 |
| Journal | Journal of the Italian Statistical Society |
| Volume | 7 |
| Issue number | 2 |
| DOIs | |
| Publication status | Published - 1998 |
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On selecting the best of two normal populations using a loss function. / Laan, van der, P.; Eeden, van, C.
In: Journal of the Italian Statistical Society, Vol. 7, No. 2, 1998, p. 159-170.Research output: Contribution to journal › Article › Academic › peer-review
TY - JOUR
T1 - On selecting the best of two normal populations using a loss function
AU - Laan, van der, P.
AU - Eeden, van, C.
PY - 1998
Y1 - 1998
N2 - The problem of selecting the best of two normal populations is considered. In selection problems the usual loss function is the 0-1 one, i.e. the selection goal is to bound, from below, probabilities of making «correct» selections. In the present paper a selection goal based on a general loss function is presented. The two populations have unknown location parameters and «good» populations are the ones with large values of this parameter. The selection rule is given and its performance is investigated. An application is presented. Similar results for the scale parameters of two gamma populations can be found in van der Laan and van Eeden (1996).
AB - The problem of selecting the best of two normal populations is considered. In selection problems the usual loss function is the 0-1 one, i.e. the selection goal is to bound, from below, probabilities of making «correct» selections. In the present paper a selection goal based on a general loss function is presented. The two populations have unknown location parameters and «good» populations are the ones with large values of this parameter. The selection rule is given and its performance is investigated. An application is presented. Similar results for the scale parameters of two gamma populations can be found in van der Laan and van Eeden (1996).
U2 - 10.1007/BF03178926
DO - 10.1007/BF03178926
M3 - Article
VL - 7
SP - 159
EP - 170
JO - Journal of the Italian Statistical Society
JF - Journal of the Italian Statistical Society
SN - 1121-9130
IS - 2
ER -