Ranking and Selection of Populations on the Base of Sample Means

Abstract

A number of directions is indicated in which for statistical problems of decision making related to ordering the parameters of distributions, it is expedient to lean on comparison of sample means. It is assumed that the corresponding parametric family has no nontrivial sufficient statistics. The key role is played by establishing conditions under which the reliability of inferences increases monotonically with increasing the sampling size. Examples of applications are given.