Gaussian Rank Verification

Understand

Statistical experiments often seek to identify random variables with the largest population means.

• This inferential task, known as rank verification, has been well-studied on Gaussian data with equal variances.
• This work provides the first treatment of the unequal variances case, utilizing ideas from the selective inference literature.
• We design a hypothesis test that verifies the rank of the largest observed value without losing power due to multiple testing corrections.