Shelemyahu Zacks

Shelemyahu Zacks

Distinguished Professor Emeritus • Ph.D., 1962, Columbia University

Research

During the last ten years my research in statistics and applied probability has been focused on four areas:

Prediction Theory for Finite Populations
Reliability Theory
Adaptive Procedures and Optimal Designs
Distributions of stopping Times Defined on Compound Poisson Processes.

Each one of these areas is very wide and rich with problems. The type of problems I have concentrated on are:

Optimal predictors of population quantities, like the population total or the population variance. These include Bayesian predictors, minimax admissible, etc.
Sequential methods for software testing (detection of errors). In addition I study the operating characteristics of sequential stopping rules for reliability testing and estimation.
Adaptive decision procedures are connected with various procedures which converge to the optimal ones, when essential parameters are unknown. These contain "Bandits Problems", the sequential search of optimal dosages in Phase I Clinical Trials, etc.
In this area of research I develop the distributions of stopping times, or first-exit times of compound Poisson processes. The results have wide applications in queuing theory (distribution of the length of the busy period), in inventory theory, dam theory and risk theory for insurance.

Ph.D. Students

Fatima Jaafari, Summer, 2013 — Adaptive Method for Estimating The Mean of a Finite Population

Yifan Xu, Spring, 2013 — On First Crossing Times of Mixed Compound Poisson Processes Under Various Boundary Conditions with Applications in Queuing and Risk Theories

Can Zhang, Spring, 2013 — Two-Stage and Sequential Procedures for the Behrens-Fisher Problem

Dina Haner, Spring, 2012 — On Two-Stage and Three-Stage Sampling Procedures for Fixed-Width Interval Estimation of the Common Variance of Correlated Normal Random Variables

Marlo Brown, Spring, 2004 — Detection of Change-Points in Categorical Data

Gary Greenfield, Fall, 2002 — Variance Estimation After Using the Chow-Robbins Stopping Rule to Determine a Fixed Width Confidence Interval For the Mean of a Normal DistributionFall

Matthew Haner, Spring, 2002 — Random Designs in Factorial Experiments For Estimation And Searching

Daniel Ghezzi, Spring, 2001 — Estimation of and confidence intervals for the common variance of correlated normal random variables

Xiaodong Wang, Spring, 1997 — Contribution to Dynamical Systems

James Babb, Fall, 1995 — Estimating Change Points in Linear and Non-Linear Time Series

Elizabeth Lamprecht, January, 1995 — A Bernoulli One-Armed Bandit Problem Involving a Changepoint

Jeffrey Scott Reitz, Spring, 1993 — An Approximation to the Bayes Estimate of a Time-Varying Parameter Vector

Maiwei Chen, Spring, 1989 — Contributions to Estimation Theory of LLPD Time Series

Marian Baumler, June, 1988 — Dose Escalation Themes for Phase I Clinical Trials for Discrete Observations

Benzion Boukai, Spring, 1988 — On the Change-Point Problem and Related Topics

At Binghamton since	1980
Fax	(607) 777-2450
Email	shelemyahu.zacks@binghamton.edu • shelly@math.binghamton.edu

Areas of Interest

Research

Ph.D. Students