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Front Cover; Recent Advances in Statistics: Papers in Honor of Herman Chernoff on His Sixtieth Birthday; Copyright Page; Table of Contents; CONTRIBUTORS; PREFACE; HERMAN CHERNOFF: AN APPRECIATION; PUBLICATIONS OF HERMAN CHERNOFF; PART I: SEQUENTIAL ANALYSIS INCLUDING DESIGNS; CHAPTER 1. OPTIMAL STOPPING OF BROWNIAN MOTION: A COMPARISON TECHNIQUE; I. INTRODUCTION AND SUMMARY; II. STOPPING PROBLEMS FOR BROWNIAN MOTION; III. BANDIT PROBLEMS; IV. GITTINS INDICES FOR NORMAL PROCESSES; V. THE BUYER'S PROBLEM; VI. REFERENCES; CHAPTER 2.SEQUENTIAL DESIGN OF COMPARATIVE CLINICAL TRIALS

I. INTRODUCTIONII. THE CONTINUOUS-TIME PROBLEM AND A CLASS OF STOPPING RULES; III. ASYMPTOTIC OPTIMALITY OF THE CLASS C OF STOPPING BOUNDARIES; IV. SOME ASYMPTOTICALLY SUBOPTIMAL STOPPING RULES; V. REFERENCES; CHAPTER 3. THE CRAMÉR-RAO INEQUALITY HOLDS ALMOST EVERYWHERE; I. INTRODUCTION; II. THE FIXED SAMPLE SIZE CASE; III. THE SEQUENTIAL CASE; IV. REMARKS; V. ACKNOWLEDGMENTS; VI. APPENDIX A; VII. APPENDIX B; VIII. REFERENCES; CHAPTER 4. A TWO-SAMPLE SEQUENTIAL TEST FOR SHIFT WITH ONE SAMPLE SIZE FIXED IN ADVANCE; I. INTRODUCTION; II. PROBLEM SPECIFICATION AND THE SUGGESTED PROCEDURE

III. CALCULATION OF ERROR PROBABILITIESIV. AVERAGE NEW DATA SAMPLE-SIZE; V. COMPARISON WITH A FIXED NUMBER OF NEW DATA OBSERVATIONS; VI. OPTIMIZATION OF THE SEQUENTIAL PROCEDURE WHEN THE ""OLD"" DATA IS STILL TO BE COLLECTED; COMPARISON WITH BEST FIXED SAMPLE-SIZE PROCEDURES AND PROCEDURES FOR SAMPLING IN PAIRS; VII. APPENDIX; VIII. REFERENCES; CHAPTER 5. ON SEQUENTIAL RANK TESTS; I. INTRODUCTION; II. PRELIMINARIES; III. THE MAIN THEOREM; IV. A SEQUENTIAL PROBABILITY RATIO TEST; V. REFERENCES; PART II: OPTIMIZATION INCLUDING CONTROL THEORY

CHAPTER 6. A NON-HOMOGENEOUS MARKOV MODEL OF A CHAIN-LETTER SCHEMEI. INTRODUCTION; II. A MARKOV MODEL OF THE RECRUITMENT PROCESS AND ITS DIFFUSION APPROXIMATION; III. TERMINATION OF THE RECRUITMENT PROCESS; IV. A BOUND FOR THE SIZE OF THE SUB-CHAIN STARTED BY THE kth PARTICIPANT; V. MONTE CARLO SIMULATION OF THE PROCESS; VI. ACKNOWLEDGMENT; REFERENCES; CHAPTER 7. SET-VALUED PARAMETERS AND SET-VALUED STATISTICS; I. INTRODUCTION; II. PRELIMINARIES; III. SUFFICIENCY; IV. MAXIMUM LIKELIHOOD ESTIMATORS; V. BAYESIAN METHODS; VI. EXAMPLES; REFERENCES

CHAPTER 8. OPTIMAL SEQUENTIAL DECISIONS IN PROBLEMS INVOLVING MORE THAN ONE DECISION MAKERI. INTRODUCTION; II. A SIMPLE GAME; III. THE STOCHASTIC GAME; IV. A MORE GENERAL GAME; V. DISCUSSION; VI. REFERENCES; CHAPTER 9. AN AVERAGING METHOD FOR STOCHASTIC APPROXIMATIONS WITH DISCONTINUOUS DYNAMICS, CONSTRAINTS, AND STATE DEPENDENT NOISE; I. INTRODUCTION; III. THE PROJECTION METHOD; IV. STATE DEPENDENT NOISE; V. EXAMPLES; REFERENCES; CHAPTER 10. ENLIGHTENED APPROXIMATIONS IN OPTIMAL STOPPING; I. CHARACTERISATIONS; II. THE MAXIMISATION OF A SAMPLE MEAN; III. EVALUATION OF THE GITTINS INDEX

IV. REFERENCES

Recent Advances in Statistics

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