##Statistics Seminar##\\ Department of Mathematical Sciences
~~META:title =March 19, 2015~~
^ **DATE:**|Thursday, March 19, 2015 |
^ **TIME:**|1:15pm to 2:15pm |
^ **LOCATION:**|WH 100E |
^ **SPEAKER:**|Bo Yan (Binghamton University) |
^ **TITLE:**|A numerical method to evaluate the performance of the Chow-Robbins sequential estimation procedure |
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**Abstract**
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.