On selecting the best of two normal populations using a loss function

P. Laan, van der, C. Eeden, van

Research output: Contribution to journalArticleAcademicpeer-review

Abstract

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).
Original languageEnglish
Pages (from-to)159-170
JournalJournal of the Italian Statistical Society
Volume7
Issue number2
DOIs
Publication statusPublished - 1998

Fingerprint Dive into the research topics of 'On selecting the best of two normal populations using a loss function'. Together they form a unique fingerprint.

Cite this