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

UR - http://www.scopus.com/inward/record.url?scp=77952374595&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=77952374595&partnerID=8YFLogxK

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 -