Inferences from Indifference - Zone Selection Procedures

Two-stage indifference-zone selection procedures have been widely studied and applied. It is known that most indifference-zone selection procedures also guarantee multiple comparisons with the best confidence intervals with half-width corresponding to the indifference amount. We provide the statistical analysis of multiple comparisons with a control confidence interval that bounds the difference between each design and the unknown best and multiple comparisons with the best confidence intervals. The efficiency of selection procedures can be improved by taking into consideration the differences of sample means, using the variance reduction technique of common random numbers, and using sequentialized selection procedures. An experimental performance evaluation demonstrates the validity of the confidence intervals and efficiency of sequentialized selection procedures.