New procedures for selection among (simulated) alternatives
WSC '77 Proceedings of the 9th conference on Winter simulation - Volume 1
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A nonparametric formulation is set up for selecting the best one of k populations where best is defined as the one with the smallest inter(&agr;,&bgr;)-range; here inter(&agr;,&bgr;)-range is a measure of dispersion defined by the difference of the &bgr;th quantile and the &agr;th quantile. The formulation is strictly nonparametric in the sense that the df's are only assumed to be continuous and are not assumed to be stochastically ordered. The formulation and solution are similar to the solution of the corresponding “central tendency” problem treated by Sobel in [5], except that tables have not been prepared. Appendix A gives a second-order correction term for the probability of a correct selection. Appendix B deals with a related problem of selecting a subset containing the best population and is similar to the solution of the corresponding “central tendency” problem treated by Rizvi and Sobel in [4].