The Annals of Applied Probability

Select sets: Rank and file

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

Full-text: Open access

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.

Article information

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

Dates
First available in Project Euclid: 13 February 2007

Permanent link to this document
https://projecteuclid.org/euclid.aoap/1171377187

Digital Object Identifier
doi:10.1214/105051606000000691

Mathematical Reviews number (MathSciNet)
MR2292590

Zentralblatt MATH identifier
1128.62024

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

Keywords
Selection rules ranks nonparametrics sequential observations asymptotics

Citation

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. https://projecteuclid.org/euclid.aoap/1171377187


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