Gary A. Lorden
Professor of Mathematics, Emeritus
| Contact Method | Value |
|---|---|
| Mail Code: | MC 253-37 |
| Office: | 160 Linde Hall (37) |
| Phone: | 626-395-4349 |
| Email: | [email protected] |
B.S., Caltech, 1962; Ph.D., Cornell University, 1966. Assistant Professor, Caltech, 1968-71; Associate Professor, 1971-77; Professor, 1977-2009; Professor Emeritus, 2009-. Dean of Students, 1984-88; Vice President for Student Affairs, 1989-98; Acting Vice President, 2002; Executive Officer for Mathematics, 2003-2006.
Research Areas:
Mathematics
Research Interests
Statistics and probability, particularly sequential analysisB.S., Mathematics, California Institute of Technology, 1962
Ph.D., Mathematics, Cornell University, 1966
Professional Societies
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Selected Publications
- On excess over the boundary, Annals of Mathematical Statistics 41 (1970), 520-527
- Procedures for reacting to a change in distribution, Annals of Mathematical Statistics 42 (1971), 1897-1908
- 2-SPRT's and the modified Kiefer-Weiss problem on minimizing an expected sample size, Annals of Statistics 4 (1976), 281-291
- Nearly optimal sequential tests for finitely many parameter values, Annals of Statistics 5 (1977), 1-21
- Structure of sequential tests minimizing an expected sample size, Zeitschrift fur Wahrscheinlichkeitstheorie und verwandte Gebiete 51 (1980), 291-302
- Asymptotic efficiency of three-stage hypothesis tests, Annals of Statistics 11 (1983), 129-140
- (with S. Lalley) A control problem arising in the sequential design of experiments, Annals of Probability 14 (1986), 136-172
- (with M. Pollak) An alternative to mixtures for sequential testing and changepoint detection, submitted to Annals of Statistics