TY - JOUR
T1 - Controlled multistage selection procedures for comparison with a standard
AU - Tsai, Shing Chih
AU - Chu, I. Hao
N1 - Funding Information:
The authors thank the Editor Immanuel Bomze and two anonymous reviewers for their helpful comments. This research was supported by Taiwan National Science Council under Grant No. NSC 99-2410-H-006-063.
PY - 2012/12/16
Y1 - 2012/12/16
N2 - Comparison with a standard is a general multiple comparison problem, where each system is required to be compared to a single system, referred to as a "standard", as well as to other alternative systems. The goal is to determine the best system among a number of systems that are better than the standard, or to select the standard when it is equal to or better than the other alternatives. Kim (2005) proposed an efficient fully sequential procedure for comparison with a standard, that obtains a single observation at each stage from the surviving systems, and is one of the most efficient existing procedures. We develop two provably valid multistage selection procedures that take a number of observations from each system and update the variance estimators at each stage. We also employ appropriate control variate technique for each procedure to further improve the efficiency. Empirical results are provided to demonstrate that the proposed procedures are statistically and computationally more efficient than existing fully sequential procedures.
AB - Comparison with a standard is a general multiple comparison problem, where each system is required to be compared to a single system, referred to as a "standard", as well as to other alternative systems. The goal is to determine the best system among a number of systems that are better than the standard, or to select the standard when it is equal to or better than the other alternatives. Kim (2005) proposed an efficient fully sequential procedure for comparison with a standard, that obtains a single observation at each stage from the surviving systems, and is one of the most efficient existing procedures. We develop two provably valid multistage selection procedures that take a number of observations from each system and update the variance estimators at each stage. We also employ appropriate control variate technique for each procedure to further improve the efficiency. Empirical results are provided to demonstrate that the proposed procedures are statistically and computationally more efficient than existing fully sequential procedures.
UR - https://www.scopus.com/pages/publications/84866350392
UR - https://www.scopus.com/pages/publications/84866350392#tab=citedBy
U2 - 10.1016/j.ejor.2012.06.041
DO - 10.1016/j.ejor.2012.06.041
M3 - Article
AN - SCOPUS:84866350392
SN - 0377-2217
VL - 223
SP - 709
EP - 721
JO - European Journal of Operational Research
JF - European Journal of Operational Research
IS - 3
ER -