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On lattice event probabilities for Levin-Robbins-Leu subset selection procedures. (English) Zbl 1348.62056

Summary: The Levin-Robbins-Leu (LRL) family of sequential subset selectionprocedures admits of a simple formula that provides a lower bound for the probability of various types of subset selection events. Here we demonstrate that a corresponding lower bound formula holds for lattice events when using the nonadaptive family member with binary outcomes. Lattice events are more general than the type of events that we previously considered in demonstrating that the nonadaptive LRL procedure selects “acceptable” subsets with an arbitrarily large prespecified probability irrespective of the true population parameters. Interestingly, the proof of the lower bound formula for lattice events that we present here simplifies the methods previously used and sheds additional light on why the lower bound formula holds. As for acceptable subset selection, we conjecture that the other LRL family members, which allow for adaptive elimination of inferior candidates and/or recruitment of superior candidates, obey the same lower bound formulas for lattice events.

MSC:

62F07 Statistical ranking and selection procedures
62F35 Robustness and adaptive procedures (parametric inference)
62L10 Sequential statistical analysis
74Q20 Bounds on effective properties in solid mechanics
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