Host: Japan SOciety for Fuzzy Theory and intelligent informatics
Co-host: The Korea Fuzzy Logic and Intelligent Systems Society, IEEE Computational Intelligence Society, The International Fuzzy Systems Association, 21th Century COE Program "Creation of Agent-Based Social Systems Sciences"
Suppose there are normal populations each with unknown mean and unknown variance. We consider two problems in this paper. The first, for some given values of s and t, we are interested in selecting the one whose mean is between s and s+t'(t'>0) and simultaneously its mean is closest to t, otherwise, none is selected. The second, for given values of s, a square of c, and t'(t'> 0), we are interested in selecting the one whose mean deviates from s within t' and those variance is no large than a square of c and simultaneously its mean is closest to s. The problem is formulated in a Bayes set up. Empirical Bayes rules are derived and they have been shown to be asymptotically optimal.