A Multivariate Solution of the Multivariate Ranking and Selection Problem

Abstract

The problem of selection of the best multivariate population is given a new formulation which does not involve reducing the populations to univariate quantities. This formulation's solution is developed for known, and (using the Heteroscedastic Method) also for unknown, variance-covariance matrices. Preference reversals and arbitrary nonlinear preference functions are explicity allowed in this new theory. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Feb 01, 1980
Accession Number
ADA082035

Entities

People

  • Edward J. Dudewicz
  • Vidya S. Taneja

Organizations

  • Ohio State University

Tags

Communities of Interest

  • Biomedical
  • C4I

DTIC Thesaurus Topics

  • Covariance
  • Data Science
  • Decision Theory
  • Information Science
  • Mathematics
  • Multivariate Analysis
  • New York
  • Operations Research
  • Probability
  • Random Variables
  • Statistical Algorithms
  • Statistical Analysis
  • Statistical Inference
  • Statistics
  • Surveys
  • Theorems
  • Universities

Fields of Study

  • Mathematics

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Regression Analysis.