An empirical bayes approach to estimating the probability of correct selection
Charles E. McCulloch, Aimée R. Dechter · Communications in Statistics - Simulation and Computation · 1985
In the problem of selecting the best of k populations, Olkin, Sobel, and Tong (1976) have introduced the idea of estimating the probability of correct selection. In an attempt to improve on their estimator we consider anempirical Bayes approach. We compare the two estimators via analytic results and a simulation study.