Nitis Mukhopadhyay

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We give some comments and supplementary results on Professor Frisén's comprehensive survey of sequential surveillance and its applications. Our discussion focuses on evaluation criteria and optimality, multivariate and Markov-dependent observations, financial and public health applications, and a tractable Bayesian model that can accommodate unknown pre-and(More)
Let X 1 X 2 X n be independent and identically distributed with distribution function F. A statistician may choose two X values from the sequence by means of two stopping rules t 1 t 2 , with the goal of maximizing EEX t 1 ∨ X t 2. We describe the optimal stopping rules and the asymptotic behavior of the optimal expected stopping values, V 2 n , as n → →,(More)
Let z α and t ν,α denote the upper 100α% points of a standard normal and a Student's t ν distributions respectively. It is well-known that for every fixed 0 < α < 1 2 and degree of freedom ν, one has t ν,α > z α and that t ν,α monotonically decreases to z α as ν increases. Recently, Mukhopadhyay (2008) found a new and explicit expression b ν (> 1) such that(More)