On selecting the best of K systems: An expository survey of indifference-zone multinomial procedures

  • Authors:
  • David Goldsman

  • Affiliations:
  • -

  • Venue:
  • WSC '84 Proceedings of the 16th conference on Winter simulation
  • Year:
  • 1984

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Abstract

We investigate the problem of selecting the 'best' one of k arbitrary systems or alternatives. Consider one observation from each of the k systems. By 'best,' we mean that system which has the highest probability of yielding the 'most desirable' of the k observations. The term@ 'most desirable' of the k observations. The term 'most desirable' is defined according to some criterion of goodness determined by the experimenter. We show that this problem can be formulated as a multinomial selection problem. Hence, multinomial selection procedures are, in a sense, nonparametric procedures. An up-to-date survey of 'indifference-zone' multinomial procedures is given.