Optimal tightening of the KWW joint confidence region for a ranking
Klein, Wright, and Wieczorek (2020), hereafter KWW, constructs a simple novel measure of uncertainty for an estimated ranking using a joint confidence region for the true ranking of K populations. In this current paper, our proposed framework permits some control over the amount of uncertainty and t...
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| Veröffentlicht in: | Statistics & probability letters 2025-02, Vol.217, p.110288, Article 110288 |
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| Format: | Artikel |
| Sprache: | eng |
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| Online-Zugang: | Volltext |
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| Zusammenfassung: | Klein, Wright, and Wieczorek (2020), hereafter KWW, constructs a simple novel measure of uncertainty for an estimated ranking using a joint confidence region for the true ranking of K populations. In this current paper, our proposed framework permits some control over the amount of uncertainty and tightness in various portions of the estimated ranking with an optimal allocation of sample among the K populations. |
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| ISSN: | 0167-7152 |
| DOI: | 10.1016/j.spl.2024.110288 |