scholarly journals A Procedure For Selecting A Best Multinomial Distribution With Application To Population Income Mobility

Author(s):  
Saad T. Bakir

A procedure is developed for selecting a subset which is asserted to contain the “best” of several multinomial populations with a pre-assigned probability of correct selection. According to a pre-chosen linear combination of the multinomial cell probabilities, the “best” population is defined to be the one with the highest such linear combination. As an illustration, the proposed procedure is applied to data relating to the economics of happiness and population income mobility.

1987 ◽  
Vol 36 (3-4) ◽  
pp. 141-152
Author(s):  
M. S. Prasad ◽  
D. K. Rajhans

In this paper two selection rules for selecting the best of k normal populations with known coefficient of variation are considered ; one is based on the sample mean and the other on sample variance. It is found that the procedure basen on variance is better than the one based on means, both in terms of smallness of minimum sample size required to achieve the given probability of correct selection and in terms of largeness of probability of correct selection. A procedure based on ML estimator is also given. The problem of selecting the best normal population when both the parameters are unknown is also considered. In this case an asymptotic solution using variance stabilising transformations is proposed.


Symmetry ◽  
2021 ◽  
Vol 13 (1) ◽  
pp. 149
Author(s):  
Xin Lin

In this paper, we consider the recurrence properties of two generalized forms of Narayana’s cows sequence. On the one hand, we study Narayana’s cows sequence at negative indices and express it as the linear combination of the sequence at positive indices. On the other hand, we study the convolved Narayana number and obtain a computation formula for it.


Author(s):  
Demet Batur ◽  
F. Fred Choobineh

A value-at-risk, or quantile, is widely used as an appropriate investment selection measure for risk-conscious decision makers. We present two quantile-based sequential procedures—with and without consideration of equivalency between alternatives—for selecting the best alternative from a set of simulated alternatives. These procedures asymptotically guarantee a user-defined target probability of correct selection within a prespecified indifference zone. Experimental results demonstrate the trade-off between the indifference-zone size and the number of simulation iterations needed to render a correct selection while satisfying a desired probability of correct selection.


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