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SCRA 2002-FIM IX: Ninth International Conference of Forum for Interdisciplinary Mathematics on Statistics Combinatorics and Related Areas
December 21-23, 2002
Department of Statistics and Department of Mathematics: University of Allahabad
Allahabad, UP, India

Organizers
Satya Mishra, Anoop Chaturvedi, Bhu Dev Sharma

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A Class of Sequential Procedures with Applications to Estimation and Ranking and Selection Problems
by
Ajit Chaturvedi
Department of Statistics, Delhi University, Delhi
Coauthors: Rahul Gupta (Department of Statistics, University of Jammu)

The confidence region (interval) estimation, point estimation (bounded risk, as well as, minimum risk) and ranking and selection problems are linked with suitable loss functions. Taking into consideration the relationship among 'optimal' fixed sample size solutions of various estimation and ranking and selection problems, a class of sequential procedures is developed. Under some moderate conditions on the risk function associated with this class of sequential procedures, second-order approximations are obtained for the 'regret'. By means of examples, it is illustrated that the results obtained under this general set-up provide solutions to variety of problems.

Date received: November 13, 2002

Copyright © 2002 by the author(s). The author(s) of this document and the organizers of the conference have granted their consent to include this abstract in Atlas Conferences Inc. Document # cakd-05.