Restricted subset selection

This paper develops procedures for selecting a set of normal populations with unknown means and unknown variances in order that the final subset of selected populations satisfies the following requirements: with probability at least P*, the selected subset will contain a population or ¿only and all¿ of those populations whose mean lies less than the distance d* from the smallest mean. The size of the selected subset is random, however, at most m populations will finally be chosen. A restricted subset attempts to exclude populations that are deviated more than d* from the smallest mean. Here P*, d*, and m are users specified parameters. The procedure can be used when the unknown variances across populations are unequal. An experimental performance evaluation demonstrates the validity and efficiency of these restricted subset selection procedures.