Selection Conditional on Associated Measurements

In this paper, a random subset selection procedure for the choice of the k best objects out of n primary measurements $Y_t$ is considered when only the associated measurements $X_t$ are available. In contrast to Yeo and David (1992), where only the ranks of the X's are needed, the present uses the observed X-values. The approach is illustrated numerically when X and Y are bivariate normal and the standard deviation of X is known.