On the behaviour of the probability function for selecting the best normal population
Y. L. Tong, David E. Wetzell · Biometrika · 1979
When selecting the best normal population with the largest mean, how does the probability function of correct selection behave when the number of observations from a given population increases? In this note we provide answers to this question under a more general setting. A negative and a positive result are given; their proofs involve an application of Slepian's inequality.