Some sequential procedures for ranking multivariate normal populations

Summary Considerk p-variate normal populationsπ _i with meansμ _i and common covariance matrix Σ, i.e.,π _i :N(μ _i ,Σ). The problem is to design a sequential procedure to rank these populations with respect to some distance function. We consider two distance functionsμ′ _i μ _i andμ′ _i Σ ^-1 μ _i . Procedures on the lines of Chow and Robbins [3], Paulson [5] and Hoel and Majumdar [4] are obtained. Research supported by National Research Council of Canada and Canada Council.