SUBSET-SELECTION OF AN ALMOST BEST TREATMENT

A generalized goal using subset selection is discussed for the location parameter case. This goal is to select a non-empty subset from a set of k (k greater-than-or-equal-to 2) treatments that contains at least one epsilon-best treatment with confidence level P*. For a set of treatments an epsilon-best treatment is defined as a treatment with location parameter on a distance less than or equal to epsilon (epsilon, greater-than-or-equal-to 0) from the best treatment, where best is defined as largest value of the location parameter. The efficiency of subset selection of an epsilon-best treatment relative to subset selection of the best treatment is investigated and is computed for some values of k and the confidence level for the Normal case as well as for the Logistic case.