Positivity of cumulative sums for multi-index function components explains the lower bound formula in the Levin-Robbins-Leu family of sequential subset selection procedures. Issue 4 (18th November 2020)

• Record Type: Journal Article
• Authors: Levin, Bruce; Leu, Cheng-Shiun
• Is Part Of: Sequential analysis. Volume 39:Issue 4(2020)
• Page Start: 520
• Page End: 542
• Publication Date: 2020-11-18
• Subjects: Adaptive subset selection -- elimination and recruitment procedures -- lower-bound formulas -- multiple-index CUSUMs -- probability of correct selection -- sequential selection -- standardized Muirhead ratios -- subset selection; 62F07 -- 62F35 -- 62L10 -- 74Q20; Sequential analysis -- Periodicals; 519.54
• DOI: 10.1080/07474946.2020.1826792
• Languages: English
• ISSNs: 0747-4946

Abstract

Abstract: We exhibit some strong positivity properties of a certain function that implies a key inequality that in turn implies the lower bound formula for the probability of correct selection in the Levin-Robbins-Leu family of sequential subset selection procedures for binary outcomes. These properties provide a more direct and comprehensive demonstration of the key inequality than was discussed in Levin and Leu (2013a ).