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Gary A. Lorden

Professor of Mathematics, Emeritus
Contact information for Gary A. Lorden
Contact Method Value
Mail Code: MC 253-37
Office: 160 Linde Hall (37)
Phone: 626-395-4349
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 analysis
B.S., Mathematics, California Institute of Technology, 1962

Ph.D., Mathematics, Cornell University, 1966

Professional Societies

Click here to get a listing of G. Lorden's papers from the AMS MathSciNet with links to Mathematical Reviews.
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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 (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