Department of Mathematical Sciences
|DATE:||Thursday, March 19, 2015|
|TIME:||1:15pm to 2:15pm|
|SPEAKER:||Bo Yan (Binghamton University)|
|TITLE:||A numerical method to evaluate the performance of the Chow-Robbins sequential estimation procedure|
We exposit the numerical method developed by Robbins (1959) to evaluate the performance of a family of sequential estimation procedures (stopping times). Since the latter family includes the celebrated Chow-Robbins (1965) purely sequential estimation procedure, the method can be applied to compute the performance of the Chow-Robbins procedure as well.