Nonparametric Selection Procedures and Their Efficiency Comparisons

Joong-K. Sohn, Shanti S. Gupta, Heon-Joo Kim · Communications for Statistical Applications and Methods · 1994

We consider nonparametric procedures for the selection and ranking problems. Tukey's generalized lambda distribution is condidered as the distribution for the score function because the distribution can approximate many well-known contionuous distributions. Also we compare these procedures in terms of efficiency, defined by the ratio of a probability of a correct selection divided by the expected selected subset size.

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