The subset selection approach introduced by Gupta plays an important role in the multiple decision procedures. For the normal means problem with common unknown variance, some operating characteristics of the selection procedure have been investigated...
The subset selection approach introduced by Gupta plays an important role in the multiple decision procedures. For the normal means problem with common unknown variance, some operating characteristics of the selection procedure have been investigated via Monte Carlo simulation. Also some properties including efficiencies of the selection procedure are examined when the data are contaminated.