BOUNDS FOR A K-FOLD INTEGRAL FOR LOCATION AND SCALE PARAMETER MODELS WITH APPLICATIONS TO STATISTICAL RANKING AND SELECTION PROBLEMS

Publisher Summary This chapter discusses the problem of estimating the true probability of a correct selection (PCS) by using information provided by the sample. This is particularly important for those problems in which a retrospective analysis rather than designing an experiment is to be carried out. The chapter also discusses the behavior of the integral α (δ1,…, δk–1) as a function of the configuration of the parameters. It explains the question how does the PCS behave if some of the δ-values are replaced by their average.