Tutorial on indifference-zone normal means ranking and selection procedures

  • Authors:
  • David Goldsman

  • Affiliations:
  • School of ISyE, Georgia Institute of Technology, Atlanta, GA

  • Venue:
  • WSC '86 Proceedings of the 18th conference on Winter simulation
  • Year:
  • 1986

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Abstract

This tutorial concerns the ranking and selection problem of choosing that one of k normal populations (with common known variance) which has the largest mean. We discuss a number of procedures which guarantee a specified probability of selecting the correct population. We concentrate on so-called indifference-zone procedures.