A comparison of the performances of procedures for selecting the normal population having the largest mean when the populations have a common unknown variance

We study the performances of the two-stage non-eliminating procedure of Bechhofer, Dunnett and Sobel (1954), the two-stage eliminating procedure of Gupta and Kim (1984) and the multi-stage eliminating procedure of Paulson (1964) as modified by Hartmann (1990) for selecting the normal population which has the largest mean when the common variance is unknown. Constants to implement the procedures are provided. All of these procedures are open and guarantee the indifference-zone probability require-ment of Bechhofer (1954). The following performance characteristics are estimated by Monte Carlo sampling: the achieved probability of a correct selection, the expected number of vector-observations and the expected total number of observations to termination of experimentation. The critical role of the common initial sample size per population is discussed. Guidance is provided as to which procedure to use in different environments.