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Truncation of the Bechhofer-Kiefer-Sobel sequential procedure for selecting the multinomial event which has the largest probability. II: Extended tables and an improved procedure. (English) Zbl 0601.62034
[For part I see ibid. 14, 283-315 (1985; Zbl 0583.62023).]
This paper is concerned with the truncated version of a vector-at-a-time sequential sampling procedure proposed by the first author, J. Kiefer and M. Sobel [Sequential identification and ranking procedures. (1968; Zbl 0208.446)] for selection of the multinomial event which has the largest probability. A greatly expanded set of truncation numbers \((n_ 0)\) necessary to implement the truncated (closed) procedure and the associated performance characteristics are presented.
An improvement of the procedure is also presented. It is shown that the distribution of n for the improved procedure is stochastically smaller than for the original truncated procedure for almost all values of the specified constants.
Reviewer: K.Uosaki

MSC:
62F07 Statistical ranking and selection procedures
62L10 Sequential statistical analysis
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[1] DOI: 10.1080/03610918508812440 · doi:10.1080/03610918508812440
[2] DOI: 10.1080/03610918508812441 · Zbl 0583.62023 · doi:10.1080/03610918508812441
[3] Bechhofer R.E., Sequential Identification and Ranking Procedures (with special reference to Koopman-Darmois populations (1968) · Zbl 0208.44601
[4] Bechhofer R.E., Proceedings of the Third Purdue Symposium on Statistical Decision Theory and Related Topics 1 pp 61– (1982)
[5] DOI: 10.1080/03610928308828647 · Zbl 0537.62019 · doi:10.1080/03610928308828647
[6] DOI: 10.1093/biomet/66.1.171 · doi:10.1093/biomet/66.1.171
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