This is book is an introduction to the design and analysis of and Experiments for statistical selection and screening. It also introduces some elementary multiple comparison methods. It was written at the Masters level in Statistics and assumes the reader is familiar with classical experimental design.
The publication of ``A single-sample multiple decision procedure for ranking means of normal populations with known variances'' by the first author of this book together with work by Milton Sobel and Shanti S. Gupta began a steady stream of contributions to ``ranking and selection'' theory that constitutes well over 1000 articles and several theoretical books. Despite their potential practial appeal, very few of these methodologies have found their way into methodological textbooks and hence into usage. The intent with the present volume is to bridge this gap.
This book focusses on three types of procedures: selection procedures using the so-called indifference-zone approach, screening procedures using the subset approach, and to a much lesser extent, multiple comparison procedures involving normal means. Concerning selection procedures, this book presents methodologies that shows how these techniques can be applied to three probability models that play a central role in many statistical studies of experimental data. These are the univariate normal distribution where interest lies in the mean, the Bernoulli distribution where we are concerned with the ``success'' probabilities and the multinomial distribution where we study the probabilities associated with certain categories (events). Software is given to implement many of the procedures presented.
The literature contains procedures for many other statistical models; some of these are referenced in the notes presented at the end of each chapter. However, we do not consider detailed selection procedures for normal variances, means of Poisson distributions (or processes), or parameters of exponential or gamma distributions.
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FORTRAN Programs
The source programs can be opened (in Unix)
gzip bsg.tar.gz
tar -xf bsg.tar.gz
Robert Bechhofer (1919--1996) was founding head of the the Department of Operations Research at Cornell University. He was Fellow of the American Statistical Association and of the Institute of Mathematical Statistics. Thomas Santner is Professor of Statistics at the Ohio State University. He is former Department Chair and former Director of the the Department's Statistical Consulting Service. His research interests are in the design and analysis of computer screening experiments, the spatial and spatial-temporal analysis of fMRI image data, and the design and analysis of experiments for selection and screening. He is a Fellow of the American Statistical Association and of the Institute of Mathematical Statistics. David Goldsman is Associate Professor of Industrial and Systems Engineering at Georgia Institute of Technology. His research interests include computer simulation with emphasis on statistical output analysis, applied probability and statistics, ranking and selection, time series analysis, reliability and life testing, and the application of these areas in industrial engineering.
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Professor David Goldsman Industrial and Systems Engineering Georgia Institute of Technology 765 Ferst Drive Atlanta, GA 30332-0205 USA Email: sman@isye.gatech.edu |
Professor Thomas Santner Department of Statistics Ohio State University 1958 Neal Avenue Columbus, OH 43210-1247 USA Email: tjs@stat.ohio-state.edu |