Asymptotic considerations for selecting the best component of a multivariate normal population

Summary Several two-stage and sequential procedures have been developed for selecting the best component in a multivariate normal population through the classical indifference zone approach ofBechhofer. The works inMukhopadhyay/Chou will constitute to be very basic in this regard. A number of first-order and second-order asymptotic analysis of these procedures has also been reported. In the case of a bivariate population, the normality assumption has been dropped, and the rate of convergence of the probability of correct selection is studied.