The choice of the right problem-solving method, from available methods, is a crucial
skill for experts in many areas. We present a technique for automatic selection among
methods based on analysis of their past performances. We formalize the statistical problem
involved in choosing an efficient method, derive a solution to this problem, and describe
a selection algorithm. The algorithm not only chooses among available methods, but also
decides when to abandon the chosen method if it takes too much time. We then extend
the basic statistical technique to account for problem sizes and similarity among problems.