Select sets: Rank and file

Abba M. Krieger; Moshe Pollak; Ester Samuel-Cahn

doi:10.1214/105051606000000691

Select sets: Rank and file

Abba M. Krieger
, Moshe Pollak
, Ester Samuel-Cahn

Department of Statistics

Research output: Contribution to journal › Article › peer-review

14 Scopus citations

Abstract

In many situations, the decision maker observes items in sequence and needs to determine whether or not to retain a particular item immediately after it is observed. Any decision rule creates a set of items that are selected. We consider situations where the available information is the rank of a present observation relative to its predecessors. Certain "natural" selection rules are investigated. Theoretical results are presented pertaining to the evolution of the number of items selected, measures of their quality and the time it would take to amass a group of a given size.

Original language	English
Pages (from-to)	360-385
Number of pages	26
Journal	Annals of Applied Probability
Volume	17
Issue number	1
DOIs	https://doi.org/10.1214/105051606000000691
State	Published - Feb 2007

Keywords

Asymptotics
Nonparametrics
Ranks
Selection rules
Sequential observations

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10.1214/105051606000000691

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AU - Samuel-Cahn, Ester

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KW - Asymptotics

KW - Nonparametrics

KW - Ranks

KW - Selection rules

KW - Sequential observations

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Select sets: Rank and file

Abstract

Keywords

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