David O. Siegmund

About

As a statistician interested in probability theory, I focus my research on statistical problems that arise in concrete scientific applications and require novel probability theory for their resolution. Until 1985 my research was primarily in sequential analysis, especially problems of the design and analysis of sequential clinical trials. A related interest was sequential change-point detection, motivated by problems of monitoring a continuous production process for changes that can be inferred only from noisy measurements on its output. This led to several years of research on a variety of changepoint-like problems and related problems of nonlinear regression, which have found a wide variety of applications.