Abstract
A result for constructing an "optimal" selection rule for selecting a subset of $k(\geqslant 2)$ populations is given. Attention is restricted to the class of rules for which the infimum of the probability of a correct selection, over a subset of the parameter space, is guaranteed to be a specified number. In this class a rule is derived which minimizes the supremum of the expected size of the selected subset.
Citation
Shanti S. Gupta. Deng-Yuan Huang. "A Note on Optimal Subset Selection Procedures." Ann. Statist. 8 (5) 1164 - 1167, September, 1980. https://doi.org/10.1214/aos/1176345154
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