A Comparison of the Asymptotic Expected Sample Sizes of Two Sequential Procedures for Ranking Problem

Abstract

The purpose of this paper is to compare the asymptotic expected sample sizes of two sequential procedures for ranking $k$ normal populations with known variance and unknown means for the cases (i) $\mu_1 \leqq \mu_2 \leqq \cdots \leqq \mu_{k-1} < \mu_k$ and (ii) $\mu_k - \mu_{k-1} = \delta^\ast > 0$. The procedures are: (1) the Bechhofer-Kiefer-Sobel (BKS) sequential procedure [1], and (2) Paulson's (P) sequential procedure [2].