THE EFFICIENCY OF SUBSET SELECTION OF AN ALMOST BEST TREATMENT

A generalized goal using subset selection is discussed for the location parameter case. This goal is to select a non-empty subset from a set of k(k ~ 2) treatments that contains at least one c-best treatment with confidence level P*. For a set of treatments an c-best treatment is defined as a treatment with location parameter on a distance less than or equal to c(c: ~ 0) from the best treatment, where best is defined as largest value of the location parameter. The efficiency of subset selection of ~n c-best treatment relative to subset selection of the best treatment is investigated and is computed for the Normal case as well as for the logistic case. AMS Subject classsification: Primary 62F07; secondary 62E15. Key Words and Phrases: subset selection, probability of correct selection, c-best treatment