Last update: Thu Aug 1 11:55:00 MDT 2019
Volume 1, Number 1, 1973C. Radhakrishna Rao Unified theory of least squares . . . . 1--8 Nariaki Sugiura and Masanori Otake Approximate distribution of the maximum of $ C - 1 $ $ \chi^2$-statistics ($ 2 \times 2$) derived from $ 2 \times C$ contingency table . . . . . . . . . . . 9--16 N. L. Johnson Some simple tests of mixtures with symmetrical components . . . . . . . . . 17--25 W. A. Thompson, Jr. Finite populations; foundation for inference? . . . . . . . . . . . . . . . 27--38 Peter A. Lachenbruch and Cheryl Sneeringer and Lawrence T. Revo Robustness of the linear and quadratic discriminant function to certain types of non-normality . . . . . . . . . . . . 39--56 K. C. S. Pillai and Dennis L. Young The max trace-ratio test of the hypothesis $ H_0 \colon \Sigma_{-1} = \ldots {} = \Sigma_{-k} = \lambda \Sigma_{-0} $ . . . . . . . . . . . . . 57--80 John G. Saw Jacobians of singular transformations with applications to statistical distribution theory . . . . . . . . . . 81--91 Anonymous Editorial Board . . . . . . . . . . . . ebi--ebi
Nariaki Sugiura and Hisao Nagao Asymptotic formulas for the distributions of two trace statistics for testing the independence under fixed alternative . . . . . . . . . . . . . . 285--295 Irving W. Burr Some approximate relations between terms of the hypergeometric, binomial and Poisson distributions . . . . . . . . . 297--301 N. S. Urquhart and D. L. Weeks and C. R. Henderson Estimation associated with linear models: a revisitation . . . . . . . . . 303--330 U. B. Paik and W. T. Federer Partially balanced designs act properties $A$ and $B$ . . . . . . . . . 331--350 Jagbir Singh Paired comparison ranking by linear programming . . . . . . . . . . . . . . 351--364 B. K. Shah and C. G. Khatri An extension to a method of fitting regression curve . . . . . . . . . . . . 365--370 P. R. Krishnaiah and V. B. Walkar On the distribution of a linear combination correlated quadratic forms 371--380 Anonymous Editorial Board . . . . . . . . . . . . ebi--ebi
D. B. Owen Editorial . . . . . . . . . . . . . . . i--i Roger R. Davidson Ranking by maximum likelihood under a model for paired comparisons . . . . . . 381--391 Nariaki Sugiura Derivatives of the characteristic root of a symmetric or a Hermitian matrix with two applications in multivariate analysis . . . . . . . . . . . . . . . . 393--417 Jack E. Graham Composite estimation in two cycle rotation sample designs . . . . . . . . 419--431 David G. Kleinbaum Testing linear.hypotheses in generalized multivariate linear models . . . . . . . 433--457 C. Vithayasai and D. S. Robson One-and two-tailed simultaneous orthogonal contrasts . . . . . . . . . . 459--470 A. M. Kagan and Yu. V. Linnik and C. R. Rao Extension of Darmois--Skitovic theorem to functions of random variables satisfying an addition theorem . . . . . 471--474 Anonymous Editorial Board . . . . . . . . . . . . ebi--ebi
D. B. Owen Editorial . . . . . . . . . . . . . . . i--i Douglas A. Wolfe On testing hypotheses about function-free birameters . . . . . . . . 475--493 Norman R. Draper and David E. Tierney Exact formulas for additional terms in some important series expansions . . . . 495--524 G. Nagase and K. S. Banerjee A note on second degree polynomial statistics . . . . . . . . . . . . . . . 525--531 Marcello Pagano When is an altoregressive scheme stationary . . . . . . . . . . . . . . . 533--544 Ralph B. D' Agostino Monte Carlo power comparison of the $ w' $ and $d$ tests of normality for $ n = 100$ . . . . . . . . . . . . . . . . . . 545--551 Robert L. Andrews and J. C. Arnold Some multiple stage estimators of the mean using prior knowledge . . . . . . . 553--560 R. J. Beckman An application of multivariate weighing designs . . . . . . . . . . . . . . . . 561--565 R. L. Sielkan, Jr. Sequential sampling and maximum likelihood estimation . . . . . . . . . 567--568 Anonymous Editorial Board . . . . . . . . . . . . ebi--ebi
Irving W. Burr Parameters for a general system of distributions to match a grid of $ \alpha_3 $ and $ \alpha_4 $ . . . . . . 1--21 James Eastman and Lee J. Bain A property of maximum likelihood estimators in the presence of location-scale nuisance parameters . . . 23--28 Thomas J. Boardman and Peter J. Kendell Estimators for the parameters of a binomial mixture of grouped-censored exponentials --- useful in life testing problems . . . . . . . . . . . . . . . . 29--44 Peter Tan On Fisher's problem of the Nile in uncertain inference . . . . . . . . . . 45--58
Lionel Weiss Statistical procedures based on a gradually increasing number of order statistics . . . . . . . . . . . . . . . 95--114 H. D. Vinod ``Generalization of the Durbin--Watson statistic for higher order autoregressive processes'' . . . . . . . 115--144 Y. H. Wang Sequential estimation of the scale parameter of the Pareto distribution . . 145--154 S. R. Searle and J. W. Rudan Wanted: an inverse matrix . . . . . . . 155--166 R. L. Scheaffer Asymptotic properties of sample proportions under a Markovian renewal structure . . . . . . . . . . . . . . . 167--184 Herman Burstein Close approximations of binomial confidence limits at 10 confidence levels . . . . . . . . . . . . . . . . . 185--187 Anonymous Editorial Board . . . . . . . . . . . . ebi--ebi
H. L. Gray and T. A. Watkins and W. R. Schucany On the jackknife statistic and its relation to UMVU estimators in the normal case . . . . . . . . . . . . . . 285--320 T. A. Watkins and D. M. Karn On UMVU estimators related to the multivariate normal distribution . . . . 321--325 Jagdish K. Patal and Jagdish K. Patal Complete sufficient statistics and estimators . . . . . . . . . . . . . . . 327--336 Ronald H. Randles and Robert V. Hogg Adaptive distribution-free tests . . . . 337--356 Barry C. Arnold Independence of squared order statistics 357--362 Dan Lurie and Robert L. Mason Empirical investigation of several techniques for computer generation of order statistics . . . . . . . . . . . . 363--371 Kantilal M. Patal and David G. Hoal A generalized Jonckheere $k$-sample test against ordered alternatives when observations are subject to arbitrary right censorship . . . . . . . . . . . . 373--380 Anonymous Editorial Board . . . . . . . . . . . . ebi--ebi
Nancy R. Mann and Ernest M. Scheuer and Kanneth W. Fertig A mean goodness-of-fit test for the two-parameter Weibull or extreme-value distribution with unknown parameters . . 383--400 Andreas N. Philippeu Exponential approximation of the likelihood function and hypotheses testing in the independent not identically distributed case . . . . . . 401--413 Marlin A. Thomas and Raymond H. Myers Optical designs for the inverse regression method of calibration . . . . 419--433 S. K. Katti Exact distribution for the chi square test in the one way table . . . . . . . 435--447 William F. Lott The optimal set of principal component restrictions on a least-squares regression . . . . . . . . . . . . . . . 449--464 Lawrenca S. Mayer and Arlo D. Hendrickson A method for constructing an optimal regression design after an initial set of input values has been selected . . . 465--477 Anonymous Editorial Board . . . . . . . . . . . . ebi--ebi
R. L. Scheaffer Tests for uniform clustering and randomness . . . . . . . . . . . . . . . 479--492 J. Van Ryzin A histogram method of density estimation 493--506 Dun-Mow Hong and Wilford L. L'Ésperance Effects of autocorrelated errors on various least squares estimators a Monte Carlo study . . . . . . . . . . . . . . 507--523 V. K. Rohatgi On large deviation probabilities for sums of random variables which are attracted to the normal law . . . . . . 525--533 L. Ott and W. Mendenhall Weighted factorial experiments for analysing untransformed data . . . . . . 535--549 Thomas P. Hettmansperger and Joseph W. Mckean On testing for significant chance in $ c \times c $ tables . . . . . . . . . . . 551--560 D. A. Griffiths and A. J. Miller Hyperbolic regression --- a model based on two-phase piecewise linear regression with a smooth transition between regimes 561--569 K. R. Shah and C. G. Khatri Connectedness in row-column designs . . 571--573 P. K. Hazra On the structure of singular weighing designs . . . . . . . . . . . . . . . . 573--579 Anonymous Editorial Board . . . . . . . . . . . . ebi--ebi
T. Cali\'nski and J. Harabasz A dendrite method for cluster analysis 1--27 K. C. S. Pillai and Dennis L. Young Purdue On the max $U$-ratio and likelihood ratio tests of equality of several covariance matrices . . . . . . . . . . 29--53 Rolf Sundberg On estimation and testing for the folded normal distribution . . . . . . . . . . 55--72 D. J. de Waal Bayes estimate of the noncentrality parameter in multivariate analysis . . . 73--79 J. S. Mehta and P. A. V. B. Swamy Temple Efficient method of estimating the level of a stationary first-order autoregressive process . . . . . . . . . 81--88 K. Hutcheson and L. R. Shenton Some moments of an estimate of Shannon's measure of information . . . . . . . . . 89--94 Pi-Eih Lin Admissible minimax estimators of the multivariate normal mean with squared error loss . . . . . . . . . . . . . . . 95--99 Olive Jean Dunn On multiple tests and confidence intervals . . . . . . . . . . . . . . . 101--103 Anonymous Editorial Board . . . . . . . . . . . . ebi--ebi
S. Zacks The proportional closeness and the expected sample size of sequential procedures for estimating tail probabilities in exponential distributions . . . . . . . . . . . . . 105--120 G. P. Steck Evaluation of some Steck determinants with applications . . . . . . . . . . . 121--138 R. C. Sansing and D. B. Owen The density of the $t$-statistic for non-normal distributions . . . . . . . . 139--155 M. A. Hamdan The use of orthogonal polynomials and orthonormal functions in the calculation of the noncentrality parameter of chi-squared . . . . . . . . . . . . . . 157--166 R. L. Andrews and J. C. Arnold Fixed width confidence intervals for restricted parameter range . . . . . . . 167--178 Gary M. Mullet and Victor J. Walsh A generalized inverse algorithm for analysis of experimental designs in a regression framework . . . . . . . . . . 179--184 K. S. Banerjee On $D$-optimality of Yates' original example in the Yates--Hotelling weighing problem . . . . . . . . . . . . . . . . 185--190 T. L. Bratcher and P. Bhalla On the properties of an optimal selection procedure . . . . . . . . . . 191--196 D. Raghavarao and G. Nageswararao A note on a method of construction of designs for two-way elimination of heterogeneity . . . . . . . . . . . . . 197--199 Anonymous Editorial Board . . . . . . . . . . . . ebi--ebi
Williams S. Cleveland and Peter A. Lachenbruch A measure of divergence among several populations . . . . . . . . . . . . . . 201--211 G. H. Brown and D. S. Robson Joint confidence intervals for linear combinations of, at most, $q$ of $p$ means of normal distributions . . . . . 213--222 M. L. Tiku A new statistic for testing for normality . . . . . . . . . . . . . . . 223--232 Hardeo Sahai Some formal Bayes estimators of variance components in the balanced three-stage nested random effects model . . . . . . 233--242 Lyle David Broemeling Bayesian inferences about a changing sequence of random variables . . . . . . 243--255 Samuel Kotz and Norman L. Johnson A characterization of exponential distributions by a waiting time property 257--258 M. Ahsanullah A characterization of the bivariate normal distribution . . . . . . . . . . 259--262 B. H. Eichhorn Sequential search of an optimal dosage for cases of linear dosage --- toxicity regression . . . . . . . . . . . . . . . 263--271 Campbell B. Read Confidence and credibility . . . . . . . 273--277 Edward J. Dudewicz Estimation of ordered parameters: the range of $k$ normal means . . . . . . . 279--285 Ramesh C. Gupta Characterization of distributions by a property of discrete order statistics 287--289 J. J. Shuster The validation of a petition by a sample survey . . . . . . . . . . . . . . . . . 291--296 P. J. Kim The normal centroid and powers of the Pearson's $ \chi^2 $ test and the Kolmogorov--Smirnov test . . . . . . . . 297--300 Anonymous Editorial Board . . . . . . . . . . . . ebi--ebi
Wilfrid J. Dixons, Ph. D. and Jan W. Kuzma, Ph. D. Data reduction in large clinical trials 301--324 Shanti S. Gupta and Wen-Tao Huang On a maximin strategy for sampling based on selection procedures from several populations . . . . . . . . . . . . . . 325--359 G. S. Rogers and D. L. Young Testing and estimation when a normal covariance matrix has intraclass structure of arbitrary order . . . . . . 343--359 Do Sun Bai and J. S. Rustagi Inference in a waiting-time distribution derived from dependent Bernoulli trials 361--371 Claes-Magnus Cassel and Carl-Erik Sämdal Evaluation of some sampling strategies for finite populations using a continuous variable framework . . . . . 373--390 Thomas A. Ryan, Jr. Estimation from samples containing bad repetitions . . . . . . . . . . . . . . 391--399 Anonymous Editorial Board . . . . . . . . . . . . ebi--ebi
Marvin A. Kastenbaum Analysis of categorical data: some well-known analogues and some new concepts . . . . . . . . . . . . . . . . 401--417 Ester Samuel-Cahn Two kinds of repeated significance tests, and their application for the uniform distribution . . . . . . . . . . 419--431 K. C. S. Pillai and Sudjana On the distribution of Hotelling's trace and power comparisons . . . . . . . . . 433--454 Peter Tan and Aly Sherif An extension and application of Fisher's bivariate exponential model . . . . . . 455--462 A. B. M. Lutful Kabir and M. Ahsanullah Estimation of the location and scale parameters of a power-function distribution by linear functions of order statistics . . . . . . . . . . . . 463--467 Andreas N. Philippou and George G. Roussas A note on the multivariate logarithmic series distribution . . . . . . . . . . 469--472 Harold Ruben A new result on the probability integral of non-central chi-square with even degrees of freedom . . . . . . . . . . . 473--476 Marlin A. Thomas and John R. Crigler Tolerance limits for the $p$-dimensional radial error distribution . . . . . . . 477--483 M. L. Tiku and K. Rai and E. Mead A new statistic for testing exponentiality . . . . . . . . . . . . . 485--493 S. K. Perng Fixed width confidence bands for linear regression models . . . . . . . . . . . 495--500 Anonymous Editorial Board . . . . . . . . . . . . ebi--ebi
M. Ray Mickey and Patricia M. Britt Obtaining linear scores from preference pairs . . . . . . . . . . . . . . . . . 501--511 Robb J. Muirhead Powers of the largest latent root test of $ \Sigma = I $ . . . . . . . . . . . 513--524 D. R. Bellhouse and M. S. Wolynetz On the regression curve $ E(y) = \alpha + \delta x + \beta \rho^x $ . . . . . . 525--534 William D. Warde Simple linear regression with inequality constraints on the parameters: a Bayesian approach . . . . . . . . . . . 535--548 R. E. Peterson and K. K. Seo A regression model test of the overall correctness of financial statements . . 549--556 A. B. M. Lutful Kabir and M. Rahman Bounds for expected values of order statistics . . . . . . . . . . . . . . . 557--566 Pankaj Ghosh On generalized unimodality . . . . . . . 567--580 D. S. Burdick and D. G. Herr and W. M. O'Fallon and B. V. O'Neill Exact methods in the unbalanced, two-way analysis of variance --- a geometric view . . . . . . . . . . . . . . . . . . 581--595 Thaung Lwin A lower bound of the posterior variance and its estimate . . . . . . . . . . . . 597--604 Anonymous Editorial Board . . . . . . . . . . . . ebi--ebi
Harold Ruben Non-central chi-square and gamma revisited . . . . . . . . . . . . . . . 607--633 Alan E. Gelfand Rapid seriation methods for multivariate observations through similarities . . . 635--645 C. G. Khatri and K. R. Shah Estimation of location parameters from two linear models under normality . . . 647--663 John G. Saw A lower bound for the distribution of a partial product of latent roots . . . . 665--669 J. N. Adichie Rank score tests for linearity of regression of repeated observations . . 671--678 Andrés Petrásovits and Richard G. Cornell Bayesian analysis for an exponential surveillance model . . . . . . . . . . . 679--689 Dallas E. Johnson and Victor Hegemann Procedures to generate random matrices with noncentral distributions . . . . . 691--699 J. T. Wood The distribution of transformed concordance coefficients . . . . . . . . 701--710 Anonymous Editorial Board . . . . . . . . . . . . ebi--ebi
Ester Samuel-Cahn Repeated significance test II, for hypotheses about the normal distribution 711--733 Ester Samuel-Cahn Repeated significance tests I and II. Generalizations . . . . . . . . . . . . 735--744 D. Lurie and H. O. Hartley and M. R. Stroud A goodness of fit test for censored data 745--753 T. A. Yancey and G. G. Judge and M. E. Bock A mean square error test when stochastic restrictions are used in regression . . 755--768 K. Raghunandanan On play the winner sampling rule . . . . 769--776 M. L. Tiku Testing normality and exponentiality in multi-sample situations . . . . . . . . 777--794 Ronald L. Iman Use of a $t$-statistic as an approximation to the exact distribution of the Wilcoxon signed ranks test statistic . . . . . . . . . . . . . . . 795--806 Henry L. Gray and Benjamin S. Duran A space application of an extension of the Buffon needle problem . . . . . . . 807--8 Anonymous Editorial Board . . . . . . . . . . . . ebi--ebi
Robert F. Woolson and Pranab Kumar Sen Asymptotic comparison of a class of multivariate multiparameter tests . . . 813--828 Nariaki Sugiura and Masanori Otake An extension of the Mantel--Haenszel procedure to $k$ $ 2 \times C$ contingency tables and the relation to the logit model . . . . . . . . . . . . 829--842 Khursheed Alam Estimation of variance components of a Wiener process . . . . . . . . . . . . . 843--852 Nozer D. Singpurwalla Estimation of the join point in a heteroscedastic regression model arising in accelerated life tests . . . . . . . 853--863 James T. Mc Clave A comparison of moving average estimation procedures . . . . . . . . . 865--883 M. A. Hamdan On Pearson's chi-squared for contingency tables and zero bivariate binomial correlation . . . . . . . . . . . . . . 885--892 Gerald V. McWilliams and James L. Poirot A note on effects of digital approximation in linear models . . . . . 893--897 J. P. Basu and P. L. Odell and T. O. Lewis The effects of intraclass correlation on certain significance tests when sampling from multivariate normal population . . 899--908 C. W. Chen A note on Rao's unified theory of least squares . . . . . . . . . . . . . . . . 909--912 Anonymous Editorial Board . . . . . . . . . . . . ebi--ebi
Robert F. Woolson and James W. L. Cole Comparing means of correlated variates with missing data . . . . . . . . . . . 94--94 D. S. Robson On the possibility of exploiting autocorrelations within rows to estimate genetic and environmental variance and covariance in a plantation . . . . . . . 913--922 Anant M. Kshirsagar and Ersen Arsevan Stationary state probabilities of a Markov renewal process and optimum scores associated with the states . . . 923--931 J. N. Srivastava and D. A. Anderson A comparison of the determinant, maximum root, and trace optimality criteria . . 933--940 B. P. Lingaraj Certainty equivalent of a chance constraint if the random variable is uniformly distributed . . . . . . . . . 949--951 M. Ahsanullah and A. B. M. Lutful Kabir A characterization of the Pareto distribution . . . . . . . . . . . . . . 953--957 B. L. Raktoe A geometrical formulation of an unsolved problem in fractional factorial designs 959--968 Peter Tan A note on maximum likelihood estimators and nuisance parameters . . . . . . . . 969--977 Chao W. Chen An optimal property of principal components . . . . . . . . . . . . . . . 979--983 Nariaki Sugiura Maximum likelihood estimates for the logit model and the iterative scaling method . . . . . . . . . . . . . . . . . 985--993 David W. David, Jr. Maximum likelihood estimates of the parameters of a mixture of two regression lines . . . . . . . . . . . . 995--1006 W. P. Cooke A test for convexity of a second-order surface . . . . . . . . . . . . . . . . 1007--1013 Anonymous Editorial Board . . . . . . . . . . . . ebi--ebi
Anant M. Kshirsagar and Luisa S. Sia $C$-matrix of confounded designs in symmetrical factorial experiments . . . 1015--1024 J. Sedransk and Bahadur Singh Sample size allocation in two-phase sampling . . . . . . . . . . . . . . . . 1025--1040 C. Tithayasai and D. S. Robson A blocking strategy . . . . . . . . . . 1041--1052 L. Ott and J. A. Cornell A comparison of methods which utilize the integrated mean square error criterion for constructing response surface designs . . . . . . . . . . . . 1053--1068 Ramon C. Littell On the relative efficiency of some Kolmogorov--Smirnov-type tests for symmetry about zero . . . . . . . . . . 1069--1076 B. L. S. Prakasa Rao On a characterization of multivariate normal distribution . . . . . . . . . . 1077--1080 Pranab Kumar Sen On the estimation of basic distributions in randomized response models . . . . . 1081--1092 James C. Fu On non-uniqueness of ancillary statistics . . . . . . . . . . . . . . . 1093--1100 Roger R. Davidson and Daniel L. Daniel Moment-type estimation in the exponential family . . . . . . . . . . . 1101--1108 Anonymous Editorial Board . . . . . . . . . . . . ebi--ebi
W. R. Blischke On nonregular estimation. II. Estimation of the location parameter of the gamma and Weibull distributions . . . . . . . 1109--1129 G. R. Hobbs and W. J. Conover The asymptotic efficiency of the Kruskal--Wallis test and the median test in contingency tables with ordered categories . . . . . . . . . . . . . . . 1131--1138 K. C. Rao and B. S. Robson A chi-square statistic for goodness-of-fit tests within the exponential family . . . . . . . . . . . 1139--1153 S. John Median-unbiased most acceptable estimates of Poisson, binomial and negative-binomial distributions . . . . 1155--1159 R. P. Gupta and D. Gekabe Distributions of sums of truncated discrete variates with applications . . 1161--1170 Edward L. Melnick and John Moussourakis Filter design for the seasonal adjustment of a time series . . . . . . 1171--1186 Adrienne W. Kemp and C. D. Kemp A family of discrete distributions defined via their factorial moments . . 1187--1196 D. J. Stevenson and R. P. Bland A Bayes solution to the problem of comparing-tail probabilities of normal populations . . . . . . . . . . . . . . 1197--1204 Anonymous Editorial Board . . . . . . . . . . . . ebi--ebi
G. Wahba and S. Wold A completely automatic French curve: fitting spline functions by cross validation . . . . . . . . . . . . . . . 1--17 Jomes O. Friel Adaptive prediction of stationary time series by modified conjugate direction methods . . . . . . . . . . . . . . . . 19--32 K. Gupta and A. K. Chattopadhyay and R. Krishnaiah Asymptotic Distributions of the Determinants of Some Random Matrices . . 33--47 Thomas R. Hoffman and John G. Saw Distribution of the largest of a set of equicorrelated normal variables . . . . 49--53 Kathleen Subrahmaniam and Kocherlakota Subrahmaniam On the confidence region comparison of some solutions for the multivariate Behrens--Fisher problem . . . . . . . . 57--67 S. R. Chakravorti Maximum-likelihood estimation for the growth curve model with unique dispersion matrices . . . . . . . . . . 69--85 J. H. Farmer and R. J. Freund Variable selection in the multivariate analysis of variance (MANOVA) . . . . . 87--93 Ramesh C. Gupta On characterization of distribution by conditional expectation . . . . . . . . 99--103 Anonymous Editorial Board . . . . . . . . . . . . ebi--ebi
Arthur E. Hoerl and Robert W. Kannard and Kent F. Baldwin Ridge regression: some simulations . . . 105--123 G. Wahba and S. Wold Periodic splines for spectral density estimation: the use of cross validation for determining the degree of smoothing 125--141 G. M. Funk and R. H. Rodine Characterizing random variables by specifying the distribution of $U$-shaped functions of their weighted sums . . . . . . . . . . . . . . . . . . 143--162 David A. Pierce On trend and autocorrelation . . . . . . 163--175 S. M. Sliah Use of a priori information in the estimation of a parameter in life testing . . . . . . . . . . . . . . . . 177--184 Dennis G. Haack Stringency in the empirical Bayes problem . . . . . . . . . . . . . . . . 185--192 Peter O. Anderson Large sample and jackknife procedures for small sample orthogonal least squares inference . . . . . . . . . . . 193--202 Anonymous Editorial Board . . . . . . . . . . . . ebi--ebi
Konrad Behnen The Randles--Hogg test and an alternative proposal . . . . . . . . . . 203--238 Janos Galambos Characterizations in terms of properties of the smaller of two observations . . . 239--244 Kennetn S. Kaminsky and Eugene M. Luks and Paul T. Nelson An urn model and the prediction of order statistics . . . . . . . . . . . . . . . 245--250 Jack Chao-sheng Lae A note an equal-mean distribution . . . 251--254 D. J. Simmons and J. A. Davis Pair designs . . . . . . . . . . . . . . 255--272 Jonn O. Saw An improved analytic form for the Jacobian of a singular transformation 273--276 R. F. Gunst and J. T. Webster Regression analysis and problems of multicollinearity . . . . . . . . . . . 277--292 George Kimeldorf and Allan Sampson One-parameter families of bivariate distributions with fixed marginals . . . 293--301 Anonymous Editorial Board . . . . . . . . . . . . ebi--ebi
Bock Ki Kim and J. Van Ryzin Uniform consistency of a histogram density estimator and modal estimation 303--315 E. D. Rothman and A. M. Liebetrau Estimation of the variance-time and covariance-time curves of a stationary point process . . . . . . . . . . . . . 317--338 Marvin J. Karson and M. Lynn Spruill Design criteria and minimum bias estimation . . . . . . . . . . . . . . . 339--355 Charles Locke On the dependence of $X_1 + X_2$ and $X_1 / X_2$ . . . . . . . . . . . . . . 357--362 B. N. Nagarsenker and M. M. Das Exact distribution of sphericity criterion in the complex case and its percentage points . . . . . . . . . . . 363--374 K. G. Janardan Certain inference problems for multivariate hypergeometric models . . . 375--387 Kantilal M. Patel A generalized Friedman test for randomized block designs when observations are subject to arbitrary right censorship . . . . . . . . . . . . 389--395 Anonymous Editorial Board . . . . . . . . . . . . ebi--ebi
Edwin L. Crow Confidence limits for small probabilities from Bernoulli trials . . 397--413 Norman L. Johnson and Samuel Kott On some generalized Farlie--Gumbel--Morgenstern distributions . . . . . . . . . . . . . 415--427 David G. Hoal and George H. Weiss A clinical trial design with a fixed maximum number of failures . . . . . . . 429--436 C. W. Anderson and W. D. Ray Improved maximum likelihood estimators for the gamma distribution . . . . . . . 437--448 A. K. Gupta and Z. Govtndarajulu Distribution of the quotient of two independent Hotelling's $ T^2 $-variates 449--453 Michael D. Perlman and Uttara A. Rasmussen Some remarks on estimating a noncentrality parameter . . . . . . . . 455--468 Robert M. Smith and Lee J. Bain An exponential power life-testing distribution . . . . . . . . . . . . . . 469--481 W. C. Gregory and R. L. Anderson Design procedures and use of prior information in the estimation of parameters of a non-linear model . . . . 483--496 Anonymous Editorial Board . . . . . . . . . . . . ebi--ebi
R. L. Anderson and E. L. Battista The use of prior information in linear regression analysis . . . . . . . . . . 497--517 Umesh D. Naik Some selection rules for comparing $p$ processes with a standard . . . . . . . 519--535 G. S. Rogers and D. L. Young Some likelihood ratio tests when a normal covariance matrix has certain reducible linear structures . . . . . . 537--554 P. C. Consul On a characterization of Lagrangian Poisson and quasi-binomial distributions 555--563 Raymond J. Carroll Density estimation at unknown points and tail ordering . . . . . . . . . . . . . 565--574 V. K. Srivastava and Ramji Tiwari The second order moment matrix of generalized double $k$-class estimators 575--589 Anonymous Editorial Board . . . . . . . . . . . . ebi--ebi
Frederick J. Scheuren and H. Lock Oh A data analysis approach to fitting square tables . . . . . . . . . . . . . 595--615 George Kimeldorf and Allan Sampson Uniform representations of bivariate distributions . . . . . . . . . . . . . 617--627 B. N. Nagarsenker Percentage points of Wilk's $ L_{vc} $ criterion . . . . . . . . . . . . . . . 629--641 J. D. Tubbs and T. O. Lewis and B. S. Duran A note on the analysis of the MANOVA model and its application to growth curves . . . . . . . . . . . . . . . . . 643--653 Saul Blumenthal Sequential estimation of the largest normal mean when the variance is unknown 655--669 Yves Lepage Asymptotically optimum rank tests for contiguous location and scale alternatives . . . . . . . . . . . . . . 671--687 Anonymous Editorial Board . . . . . . . . . . . . ebi--ebi
A. V. Godambe and W. L. Harkness Normal approximation to the distribution of a cell entry in a $ 2 \times 2 \times 2 $ contingency table . . . . . . . . . 699--709 Moshe Shaked A note on the exchangeable generalized Farlie--Gumbel--Morgenstern distributions . . . . . . . . . . . . . 711--721 Robert G. Easterling Randomization and statistical inference 723--735 M. L. Tiku A new statistic for testing suspected outliers . . . . . . . . . . . . . . . . 737--752 Jagbir Singh A note on the Stirling distribution of the second kind . . . . . . . . . . . . 753--759 Ramesh C. Gupta Some characterizations of discrete distributions by properties of their moment distributions . . . . . . . . . . 761--765 V. Susarla and T. O' Bryan An empirical Bayes two action problem with nonidentical components for a translated exponential distribution . . 767--775 John G. Saw Tests on the intensity of a Poisson process . . . . . . . . . . . . . . . . 777--782 M. A. Cameron An extension of Ruben's result on the probability integral of noncentral chi-square . . . . . . . . . . . . . . . 783--786 Michael Bagshaw and Richard A. Johnson Sequential detection of a drift change in a Wiener process . . . . . . . . . . 787--796 Anonymous Editorial Board . . . . . . . . . . . . ebi--ebi
H. Pesotan and B. L. Raktoe Remarks on extension of the Anderson--Federer $ (0, 1)$-matrix procedure for main effects to effects of a higher degree . . . . . . . . . . . . 797--811 D. G. Kabe Some results for the GMANOVA model . . . 813--820 Gary L. Hensler Asymptotically efficient nonparametric estimation of regression and scale parameters . . . . . . . . . . . . . . . 821--837 R. Cléroux and P. Robert The comparison of different scales of measurement in the multivariate normal model: a numerical algorithm . . . . . . 839--850 Andrés Petrásovits and Richard G. Cornell Approximations to the Bayes estimate for a quantal assay with simple exponential tolerance distribution . . . . . . . . . 851--862 Ibrahim A. Ahmad A class of asymptotically distribution-free statistics similar to Student's $t$ . . . . . . . . . . . . . 863--871 Robert M. Kleyle and Ram C. Dahiya Estimation of parameters of mixed failure time distribution from censored data . . . . . . . . . . . . . . . . . . 873--882 J. N. Adichie Ranking in analysis of covariance tests 883--890 Anonymous Editorial Board . . . . . . . . . . . . ebi--ebi
Jay L. Devore Linear near-neighbor classifiers for correlated categories . . . . . . . . . 891--905 W. A. Woodward and H. L. Gray Minimum variance unbiased estimation in the gamma distribution . . . . . . . . . 907--922 R. J. Beaver and D. V. Gokhale A model to incorporate within-pair order effects in paired comparisons . . . . . 923--939 Donald Bamber Estimators for functions of the probability of success in a sequence of Bernoulli trials . . . . . . . . . . . . 941--953 J. J. Higgins A Geometrical method of constructing multivariate densities and some related inferential procedures . . . . . . . . . 955--966 Ibrahim A. Ahmad A nonparametric test for the monotonicity of a failure rate function 967--974 T. L. Bratcher and R. P. Bland On comparing binomial probabilities from a Bayesian viewpoint . . . . . . . . . . 975--985 Anonymous Editorial Board . . . . . . . . . . . . ebi--ebi
Anonymous Selection procedures for the $t$ best populations . . . . . . . . . . . . . . 987--1009 L. A. Klimko and C. E. Ancle and A. Rademaker Tests for normality versus lognormality 1009--1019 Yosef Hochberg Two stage randomized response schemes for estimating a multinomial . . . . . . 1021--1032 T. O' Bryan and V. Susarla An empirical Bayes estimation problem with nonidentical components involving normal distributions . . . . . . . . . . 1033--1042 E. D. McCune and H. L. Gray On Cornish--Fisher expansions with unknown cumulants . . . . . . . . . . . 1043--1055 Bimal Kumar Sinha and N. Giri On the distribution of a random matrix 1057--1063 C. C. Jain A generalized Neyman's Type A contribution for the busy period of queues . . . . . . . . . . . . . . . . . 1065--1071 Daryl J. Downing and John G. Saw Does the dispersion matrix of a multivariate normal population have Markov structures? . . . . . . . . . . . 1073--1079 Anonymous Editorial Board . . . . . . . . . . . . ebi--ebi
R. S. Chhikara and J. L. Floks Statistical distributions related to the inverse Gaussian . . . . . . . . . . . . 1081--1091 S. H. Shapiro Estimation of location and scale parameters --- a compromise . . . . . . 1093--1108 Yosef Hochberg Simultaneous inference under Behrens--Fisher conditions: a two sample approach . . . . . . . . . . . . . . . . 1109--1119 Edward L. Melnick and Uri Yechiali An application of the simplex method for estimation problems related to contingency tables . . . . . . . . . . . 1121--1132 R. M. Korwar On characterizing some discrete distributions by linear regression . . . 1133--1147 C. P. Quesenberry Transforming samples from truncation parameter distributions to uniformity 1149--1155 Malay Ghosh and Edward Pollak Some properties of multivariate distributions with pdf's constant on ellipsoids . . . . . . . . . . . . . . . 1157--1160 Dallas W. Anderson On the mean and variance of a certain conditional distribution when the underlying distribution is multivariate normal . . . . . . . . . . . . . . . . . 1161--1166 Jae-Rong Choi An equality involving orthant probabilities . . . . . . . . . . . . . 1167--1175 Anonymous Editorial Board . . . . . . . . . . . . ebi--ebi
Douglas M. Hawkins Comment on ``A new statistic for testing suspected outliers'' . . . . . . . . . . 435--438
M. L. Tiku Rejoinder: ``Comment on `A new Statistic for Testing Suspected Outliers'\,'' . . 1417--1422