Distributions of Stopping Times in Sequential Analysis
Shelemyahu Zacks
Mathematical Sciences, Binghamton University, Binghamton, NY, United States

The author has published during the last decade several papers on the exact distributions of stopping times, for sequential estimation with fixed-width confidence intervals or bounded risk procedures.The present lecture will discuss the methodology of deriving the exact distributions and functionals of the stopping times. In particular, the lecture will cover sequential estimation of the parameters of a two-parameter exponential distribution and the log-odds of Bernoulli trials.

Keywords: Stopping times; Sequential analysis; Exact distributions; Exponential distribution

Biography: Shelemyahu Zacks, Ph.D. Columbia University 1962, Fellow of IMS, ASA, AAAS, Elected Member of ISI. Published seven books and over 170 papers.