Gordon M. Clark
ABSTRACT
This paper presents a Bonferroni procedure for selecting the alternative with the largest mean when the variances are unknown and unequal and correlation is induced among the observations for each alternative by common random numbers. Simulation results show that the Bonferroni procedure is more efficient than Dudewicz and Dalal's procedure when the percentage of variance reduction is high.
- Dudewicz, E. J. 1971, "Nonexistence of a Single-Sample Selection Procedure Whose P(CS) is independent of the Variances," South African Statistical Journal, Vol 4-6, pp. 37 -39.Google Scholar
- Dudewicz, E. J. and Dalal, S. R. 1975, "Allocation of Observations in Ranking and Selection with Unequal Variances," Sankhya, Vol. 37, pp.28-78.Google Scholar
- Kleijnen, J. P. C. 1974, Statistical Techniques in Simulation, Part i, Ma-rcel-Dekker, New York.Google Scholar
- Lehman, E. L. 1959, Testing Statistical Hypotheses, John Wiley, New York, p.203.Google Scholar
Index Terms
- A Bonferroni selection procedure when using commom random numbers with unknown variances
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