Statistics Seminar
Department of Mathematical Sciences
| 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 |
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.