A revisit of two-stage selection procedures

Two-stage indifference-zone selection procedures have been widely studied and applied to determine the sample sizes for selecting a good system among k alternative systems. Dudewicz and Dalal (1975) present two selection procedures: PE and PR. The derivation of the PE procedure is based on the weighted sample means while PR is based on the overall sample means. In this paper, we provide the rationale that P(CS|PE) [less-than-or-equals, slant] P(CS|PR). We then carry out simulation experiments to compare and when k > 2. Furthermore, we propose a new approach to estimate the critical constant for Rinott's (1978) procedure.