Subset selection procedures for restricted families of probability distributions

In this paper we are interested in studying multiple decision procedures fork (k≧2) populations which are themselves unknown but which one assumed to belong to a restricted family. We propose to study a selection procedure for distributions associated with these populations which are convex-ordered with respect to a specified distributionG assuming that there exists a best one. The procedure described here is based on a statistic which is a linear function of the firstr order statistics and which reduces to the total life statistics whenG is exponential. The infimum of the probability of a correct selection and an asymptotic expression for this probability are obtained using the subset selection approach. Some other properties of this procedure are discussed. Asymptotic relative efficiencies of this rule with respect to some selection procedures proposed by Barlow and Gupta [3] for the star-ordered distributions and by Gupta [8] for the gamma populations with known shape parameters are obtained. A selection procedure for selecting the best population using the indifference zone approach is also studied. This research was supported by the Office of Naval Research Contract N00014-75-C-0455 at Purdue University. Reproduction in whole or in part is permitted for any purpose of the United States Government. Ming-Wei Lu is now at the Department of Vital and Health Statistics, Michigan.