statistics faculty at
uncch
301 New West 
Education
Honors and Awards
Research Interests
A project of mostly theoretical interest, has been an effort to unify some old work of J. L. Doob's, concerned with the preservation of iid random variables under a sequence of stopping times, and some recent work by Ignatov, of a very different sort, concerned with the distributions of record values. A current project is the writing of a monograph with Sándor Csörgö on the "St. Petersburg Paradox," a fascinating problem that engaged the interest of almost every leading thinker of mathematical note in the eighteenth century, and which, according to economist and Nobel laureate Paul Samuelson, "enjoys an honored corner in the memory bank of the cultured and analytic mind." Beyond its concern with the historical side of the subject, the monograph will attempt to resolve the paradox through the inclusion of recent unpublished probabilistic research, some of which is still in progress. Selected Publications
On a problem of ammunition rationing (with L. Shepp and YC Yao), Advances in Applied Probabability, 23 (1991), 624641. On Steinhaus' resolution of the St. Petersburg paradox (with S. Csörgö), Probability and Mathematical Statistics, 14, (1993), 157172. Approximating the inverse of a symmetric positive definite matrix (with YC Yao), Linear Algebra and Its Applications, 281, (1998), 97103. abstract. Asymptotics when the number of parameters tends to infinity in the BradleyTerry model for paired comparisons, 1999 (to appear in Annals of Statistics).
