__Call for Sessions, Workshops, Minisymposia__

**We encourage you to participate in our conference with a Session, Symposium, or Workshop. **

Organizer-Chairman: Dr. Ali Yousef,

Department of Mathematics, Kuwait College of Science and Technology,

Doha District, Kuwait

E-mail: A.Yousef@kcst.edyu.kw

**Aim: **In statistics, the term sequential analysis refers to a statistical analysis in which the sample size is not fixed in advance. Instead, the inference is made within the course of sampling. Further, sampling is terminated by a predefined stopping rule upon satisfying specific optimality criteria. Inferences may be made much earlier by using sequential procedures than would be possible with classical fixed sample size inference procedures at a much lower cost. Regardless of the type of inference, we seek to make; sequential sampling procedures are derived basically under some optimality criteria.

These optimality criteria could involve minimizing a given loss (cost) function while estimating the unknown parameter(s) by the corresponding sample measures, or constructing a fixed-width confidence interval of a targeted parameter with a predetermined coverage probability, or justifying a given claim regarding the unknown parameter(s) while controlling the Type I and/or Type II error probabilities.

The talk aims to present the most well-known sequential procedures and the customary measures that make the procedure enjoys efficiency, consistency, and others. As an application we use Hallâ€™s three-stage procedure to estimate the inverse coefficient of variation of the normal distribution. We tackle both point and interval estimation. We provide theoretical and Monte Carlo simulation for this study