Last update:
Thu Aug 1 11:55:00 MDT 2019
C. 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
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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