Annals of Applied Probability

Select sets: Rank and file

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

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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.

Article information

Ann. Appl. Probab., Volume 17, Number 1 (2007), 360-385.

First available in Project Euclid: 13 February 2007

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Mathematical Reviews number (MathSciNet)

Zentralblatt MATH identifier

Primary: 62G99: None of the above, but in this section
Secondary: 62F07: Ranking and selection 60F15: Strong theorems

Selection rules ranks nonparametrics sequential observations asymptotics


Krieger, Abba M.; Pollak, Moshe; Samuel-Cahn, Ester. Select sets: Rank and file. Ann. Appl. Probab. 17 (2007), no. 1, 360--385. doi:10.1214/105051606000000691.

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