Change, dependence, and discovery: Celebrating the work of T.L. Lai
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arXiv
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| Main Authors: | , , , |
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| Format: | Preprint |
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2025
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| _version_ | 1866911230875140096 |
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| author | Tartakovsky, Alexander G. Bartroff, Jay Fuh, Cheng-Der Xing, Haipeng |
| author_facet | Tartakovsky, Alexander G. Bartroff, Jay Fuh, Cheng-Der Xing, Haipeng |
| contents | Tze Leung Lai made seminal contributions to sequential analysis, particularly in sequential hypothesis testing, changepoint detection and nonlinear renewal theory. His work established fundamental optimality results for the sequential probability ratio test and its extensions, and provided a general framework for testing composite hypotheses. In changepoint detection, he introduced new optimality criteria and computationally efficient procedures that remain influential. He applied these and related tools to problems in biostatistics. In this article, we review these key results in the broader context of sequential analysis. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2510_20023 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Change, dependence, and discovery: Celebrating the work of T.L. Lai Tartakovsky, Alexander G. Bartroff, Jay Fuh, Cheng-Der Xing, Haipeng Other Statistics Statistics Theory Tze Leung Lai made seminal contributions to sequential analysis, particularly in sequential hypothesis testing, changepoint detection and nonlinear renewal theory. His work established fundamental optimality results for the sequential probability ratio test and its extensions, and provided a general framework for testing composite hypotheses. In changepoint detection, he introduced new optimality criteria and computationally efficient procedures that remain influential. He applied these and related tools to problems in biostatistics. In this article, we review these key results in the broader context of sequential analysis. |
| title | Change, dependence, and discovery: Celebrating the work of T.L. Lai |
| topic | Other Statistics Statistics Theory |
| url | https://arxiv.org/abs/2510.20023 |