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Sequential Analysis
Design Methods and Applications
Volume 41, 2022 - Issue 4
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Articles

Proof of a Key Inequality for Lattice Event Probabilities with Equal Odds

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Pages 451-491 | Received 06 Jul 2022, Accepted 20 Sep 2022, Published online: 25 Nov 2022

REFERENCES

  • Bechhofer, R.E., Kiefer, J., and Sobel, M. (1968). Sequential Identification and Ranking Procedures, Chicago: University of Chicago Press.
  • Leu, C. S. and Levin, B. (2008). On a Conjecture of Bechhofer, Kiefer, and Sobel for the Levin-Robbins-Leu Binomial Subset Selection Procedures, Sequential Analysis 27: 106–125. doi:10.1080/07474940801989079
  • Levin, B. and Leu, C.-S. (2013). On an Inequality That Implies the Lower Bound Formula for the Probability of Correct Selection in the Levin-Robbins-Leu Family of Sequential Binomial Subset Selection Procedures. Sequential Analysis 32(4):404–427. doi:10.1080/07474946.2013.843321
  • Levin, B. and Leu, C.-S. (2016). On Lattice Event Probabilities for Levin-Robbins-Leu Subset Selection Procedures. Sequential Analysis 35(3):370–386. doi:10.1080/07474946.2016.1206384
  • Levin, B. and Leu, C.-S. (2020). Positivity of Cumulative Sums for Multi-Index Function Components Explains the Lower Bound Formula in the Levin-Robbins-Leu Family of Sequential Subset Selection Procedures. Sequential Analysis 39(4):520–542. doi:10.1080/07474946.2020.1826792
  • Levin, B. and Leu, C.-S. (2020a). On Bounds for Single-Index Components of a Function that Implies the Lower Bound Formula in the Levin-Robbins-Leu Family of Sequential Subset Selection Procedures. Technical Report B-168, Department of Biostatistics, Columbia University.
  • Levin, B. and Leu, C.-S. (2021). A Key Inequality for Lower Bound Formulas for Lattice Event Probabilities. Sequential Analysis 40(4):554–574. doi:10.1080/07474946.2021.2010417
  • Levin, B. and Leu, C.-S. (2022). Statement of Algorithm and Programs Used to Prove the Positive Cusum Property for Lattice Events in All Cases with c ≤ 5, Technical Report #B-249, Department of Biostatistics, Columbia University, October 1, 2022, available at <http://www.columbia.edu/∼bl6/appendices/>.
  • Marshall, A. W., Olkin, I., and Arnold, B. C. (2011). Inequalities: Theory of Majorization and Its Applications, second edition, New York: Springer.
  • Muirhead, R. F. (1903). Some Methods Applicable to Identities and Inequalities of Symmetric Algebraic Functions of n Letters, Proceedings of the Edinburgh Mathematical Society 21:144–157. doi:10.1017/S001309150003460X

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