TY - JOUR
T1 - Closed inverse sampling procedure for selecting the largest multinomial cell probability
AU - Chen, Pinyuen
N1 - Funding Information:
This article is supported by the U.S. Army Research Office through the Mathematical Sciences Institute of Cornell University. The author wishes to thank Professor Robert Bechhofer for many helpful suggestions and comments.
PY - 1988/1/1
Y1 - 1988/1/1
N2 - A class of closed inverse sampling procedures R(n,m) for selecting the multinomial cell with the largest probability is considered; here n is the maximum sample size that an experimenter can take and m is the maximum frequency that a multinomial cell can have. The proposed procedures R(n,m) achieve the same probability of a correct selection as do the corresponding fixed sample size procedures and the curtailed sequential procedures when m is at least n/2. A monotonicity property on the probability of a correct selection is proved and it is used to find the least favorable configurations and to tabulate the necessary probabilities of a correct selection and corresponding expected sample sizes.
AB - A class of closed inverse sampling procedures R(n,m) for selecting the multinomial cell with the largest probability is considered; here n is the maximum sample size that an experimenter can take and m is the maximum frequency that a multinomial cell can have. The proposed procedures R(n,m) achieve the same probability of a correct selection as do the corresponding fixed sample size procedures and the curtailed sequential procedures when m is at least n/2. A monotonicity property on the probability of a correct selection is proved and it is used to find the least favorable configurations and to tabulate the necessary probabilities of a correct selection and corresponding expected sample sizes.
KW - curtailment procedure
KW - inverse sampling procedure
KW - least favorable configuration
KW - multinomial selection problem
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U2 - 10.1080/03610918808812707
DO - 10.1080/03610918808812707
M3 - Article
AN - SCOPUS:77952374595
SN - 0361-0918
VL - 17
SP - 969
EP - 994
JO - Communications in Statistics Part B: Simulation and Computation
JF - Communications in Statistics Part B: Simulation and Computation
IS - 3
ER -