On computation of integrals for selection from multivariate normal populations on the basis of distances |
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| Authors: | Roy C Milton M Haseeb Rizvi |
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| Institution: | (1) National Eye Institute, National Institutes of Health, 20892 Bethesda, MD, U.S.A.;(2) Sysorex International, Inc., 10590 North Tantau Avenue, 95014 Cupertino, CA, U.S.A. |
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| Abstract: | A procedure for selecting the t largest of k multivariate normal populations on the basis of distance is reviewed. Computation of integrals of products of non-central Beta distribution and density functions, required for implementing the procedure, is described. A table of minimum sample sizes needed to guarantee a specified probability of correct selection is given (Table 1). |
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| Keywords: | Ranking and selection procedures multivariate normal non-central Beta distribution adaptive Romberg quadrature |
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