Last update:
Thu Aug 1 11:55:00 MDT 2019
S. Zacks Numerical determination of the
distributions of stopping variables
associated with sequential procedures
for detecting epochs of shift in
distributions of discrete random
variables . . . . . . . . . . . . . . . 1--18
W. Y. Tan Comparative studies on the estimation of
linkage by Bayesian method at maximum
likelihood method . . . . . . . . . . . 19--41
M. L. Hand and
V. A. Sposito Using the least squares estimator in
Chebyshev estimation . . . . . . . . . . 43--49
Arthur G. Holms ``Chain pooling'' model selection for
two-level fixed effects factorial
experiments . . . . . . . . . . . . . . 51--71
D. G. Kabe On some coverage probability
maximization problems . . . . . . . . . 73--79
Samuel D. Oman Estimating a proportion when sampling
from a subpopulation . . . . . . . . . . 81--101
Anonymous Editorial Board . . . . . . . . . . . . ebi--ebii
Eugene M. Klimko Numerical computation of bridge
probabilities . . . . . . . . . . . . . 103--125
K. O. Bowman and
L. R. Shenton Evaluation of the parameters of $ s_u $
by rational fractions . . . . . . . . . 127--132
Gregory T. Schwemer and
Olive Jean Dunn Posterior probability estimators in
classification simulations . . . . . . . 133--140
Jeffrey B. Birch Effects of the starting value and
stopping rule on robust estimates
obtained by iterated weighted least
squares . . . . . . . . . . . . . . . . 141--154
R. S. Chhikara and
A. L. Feiveson Extended critical values of extreme
Studentized deviate test statistics for
detecting multiple outliers . . . . . . 155--166
Hans K. Ury and
Michael R. Stoline and
Brian T. Mitchell Further tables of the Studentized
maximum modulus distribution . . . . . . 167--178
Mark J. Christensen and
A. T. Bharucha-Reid Stability of the roots of random
algebraic polynomials . . . . . . . . . 179--192
B. G. Quinn M28. Limiting behaviour of
autocorrelation function of ARMA process
as several roots of characteristic
equation approach unit circle . . . . . 195--198
Anonymous Editorial Board . . . . . . . . . . . . ebi--ebii
E. L. Frome and
G. J. Yakatan Statistical estimation of the
pharmokinetic parameters in the one
compartment open model . . . . . . . . . 201--222
P. L. Brockett and
A. Charnes and
W. W. Cooper M.D.I. estimation via unconstrained
convex programming . . . . . . . . . . . 223--234
Martin Alva Hamilton Inference about the ED50 using the
trimmed Spearman--Karber procedure --- a
Monte Carlo investigation . . . . . . . 235--254
Phillip E. Pfeifer and
Stuart Jay Deutsch A comparison of estimation procedures
for the parameters of the star model . . 255--270
Kamta Rai and
V. Susarla and
John Van Ryzin Shrinkage estimation in nonparametric
Bayesian survival analysis: a simulation
study . . . . . . . . . . . . . . . . . 271--298
John R. Huseby and
Neil C. Schwertman and
John Van Ryzin Computation of the mean vector and
dispersion matrix for incomplete
multivariate data . . . . . . . . . . . 301--309
N. I. Lyons M29. Closed expressions for noncentral
hypergeometric probabilities . . . . . . 313--314
Arthur E. Hoerl and
Robert W. Kennard M30. A note on least squares estimates 315--317
Anonymous Editorial Board . . . . . . . . . . . . ebi--ebii
A. W. Davis Further tabulation of Hotelling's
generalized . . . . . . . . . . . . . . 321--336
Karen Yuen Fung and
Sheikh M. Rahman The two-sample Winsorized $t$ . . . . . 337--347
M. Anthony Schork, Ph. D. and
George W. Williams, Ph. D. Number of observations required for the
comparison of two correlated proportions 349--357
Birch B. Jeffrey Some convergence properties of iterated
reweighted least squares in the location
model . . . . . . . . . . . . . . . . . 359--369
Stanley Lemeshow and
David W. Hosmer and
David Hislop The effect of non-normality on
estimating the variance of the combined
ratio estimate in complex surveys . . . 371--387
D. B. Owen A table of normal integrals . . . . . . 389--419
R. J. Klemm and
V. A. Sposito M31. Least squares solutions over
interval restrictions Least squares
solutions . . . . . . . . . . . . . . . 423--425
James M. Davenport The CORFIS subroutine for the generation
of selected level percentage points of
the Pearson Type VI distribution . . . . 429--452
Anonymous Editorial Board . . . . . . . . . . . . ebi--ebii
Leo A. Aroian Time series in $m$-dimensions
definition, problems and prospects . . . 453--465
D. A. Voss and
C. A. Oprian and
L. A. Aroian Moving average models-time series in
$m$-dimensions . . . . . . . . . . . . . 467--489
Vidya S. Taneja and
Leo A. Aroian Time series in $m$ dimensions:
Autoregressive models . . . . . . . . . 491--513
C. Oprian and
V. Taneja and
D. Voss and
L. A. Aroian General considerations and
interrelationships between MA and AR
models, time series in $m$ dimensions,
the ARMA model . . . . . . . . . . . . . 515--532
Phillip E. Pfeifer and
Stuart Jay Deutsch Independence and sphericity tests for
the residuals of space-time ARMA models 533--549
Phillip E. Pfeifer and
Stuart Jay Deutsch Stationarity and invertibility regions
for low order STARMA models . . . . . . 551--562
Anonymous Editorial Board . . . . . . . . . . . . ebi--ebii
Stuart Jay Deutsch and
Bruce Wayne Schmeiser Estimation of the sum of differences
distribution . . . . . . . . . . . . . . 563--587
J. E. Dunn and
J. D. Tubbs VARSTAB: a procedure for determining
homoscedastic transformations of
multivariate normal populations . . . . 589--598
Alan Winterbottom Estimation for the bivariate normal
correlation coefficient using asymptotic
expansions . . . . . . . . . . . . . . . 599--609
Anita Singh On the exact distribution of the
likelihood ratio criterion for testing 611--619
Pauline F. Ramig and
Peter R. Nelson The probability integral for a bivariate
generalization of the non-central $t$ 621--631
Gregory T. Schwemer and
M. Ray Mickey A note on the linear discriminant
function when group means are equal . . 633--638
Hing-kam Lam Remarks on the distribution of the
sample variance in exponential sampling 639--647
Cyrus R. Mehta and
Nitin R. Patel A network algorithm for the exact
treatment of the $ 2 \times k $
contingency table . . . . . . . . . . . 649--664
Josef Bukac and
Herman Burstein Approximations of Student's $t$ and
chi-square percentage points . . . . . . 665--672
William J. Kennedy and
James E. Gentle Algorithms section Algorithms section 673--673
Neil C. Sehwertman and
John R. Huseby and
David M. Allen Computation of the estimated parameters
and Wald statistic for the generalized
growth curve model . . . . . . . . . . . 675--693
Anonymous Editorial Board . . . . . . . . . . . . ebi--ebii
D. B. Qwen Editorial Editorial . . . . . . . . . . iii--iv
K. O. Bowman and
C. A. Serbin and
L. R. Shenton Explicit approximate solutions for $ S_B
$ . . . . . . . . . . . . . . . . . . . 1--15
Ioannis A. Koutrouvelis An iterative procedure for the
estimation of the parameters of stable
laws . . . . . . . . . . . . . . . . . . 17--28
Averill M. Law and
W. David Kelton and
Lloyd W. Koenig Relative width sequential confidence
intervals for the mean . . . . . . . . . 29--39
Peter R. Nelson Numerical evaluation of an
equicorrelated multivariate non-central
$t$ distribution . . . . . . . . . . . . 41--50
N. C. Schwertman and
D. Fridshal and
J. M. Magrey On the analysis of incomplete growth
curve data, a Monte Carlo study of two
nonparametric procedures . . . . . . . . 51--66
Wayne F. Bialas Bounds for the error in an approximation
to the distribution of continuous random
vectors with bounded supports . . . . . 67--76
T. C. Baker, Jr. and
R. L. Sielken, Jr. Estimation of a distribution function by
extrapolating upper and lower bounds . . 77--93
Robert W. Kennard and
John E. Reith M32. On the distribution of first digits 97--98
Anonymous Editorial Board . . . . . . . . . . . . ebi--ebii
Anonymous Editorial Editorial . . . . . . . . . . 3--4
C. G. Khatri and
K. R. Shah Interval estimation of the common mean 99--107
Thomas C. Baker, Jr. and
Robert L. Sielken, Jr. Estimating the distribution function of
a transformed random vector . . . . . . 109--128
Barbara Broffitt and
William R. Clarke and
Peter A. Lachenbruch Measurement errors --- a location
contamination problem in discriminant
analysis . . . . . . . . . . . . . . . . 129--141
Georg Neuhaus and
Erhard Kremer Repeated chi-square testing Repeated
chi-square testing . . . . . . . . . . . 143--161
D. J. Gans Use of a preliminary test in comparing
two sample means . . . . . . . . . . . . 163--174
Betty Jones Whitten and
A. Clifford Cohen Percentiles and other characteristics of
the four-parameter generalized gamma
distribution . . . . . . . . . . . . . . 175--218
Anonymous Editorial . . . . . . . . . . . . . . . iii
David M. Rocke and
George W. Downs Estimating the variances of robust
estimators of location: influence curve,
jackknife and bootstrap Robust
estimators of location . . . . . . . . . 221--248
Paul R. McAllister and
Ru-Ying Lee and
Burt S. Holland Computation of probabilities from
Jensen's bivariate F distribution . . . 249--263
Denis J. McConalogue and
Ant\`onio Pacheco Numerical treatment of convolution
integrals involving distributions with
densities having singularities at the
origin . . . . . . . . . . . . . . . . . 265--280
Laurence A. Baxter Some remarks on numerical convolution 281--288
Van L. Parson Small sample distribution for a
nonparametric test for trend . . . . . . 289--302
Jack Kleijnen Small-sample behavior of weighted least
squares in experimental design
applications . . . . . . . . . . . . . . 303--313
Kenneth D. Lawrence and
Douglas R. Shier A comparison of least squares and least
absolute deviation regression models for
estimating Weibull parameters . . . . . 315--326
Abhaya Indrayan and
Rustagi Jagdish S. Approximate tests of hypotheses in
regression models with grouped data . . 327--341
Kenneth J. Koehler An improvement of a Monte Carlo
technique using asymptotic moments with
an application to the likelihood ratio
statistic . . . . . . . . . . . . . . . 343--357
Marva Houston Moore Derivatives of the annuity function
assuming Makeham--Gompertz mortality;
and the $n$-ages method . . . . . . . . 359--367
M. A. Cameron Estimation of noise correlations in
transfer function models . . . . . . . . 369--381
R. Nath and
B. S. Duran The rank transform in the two-sample
location problem . . . . . . . . . . . . 383--394
David M. Levine Sampling distributions of Kruskal's
measure of stress for an asymmetric
matrix . . . . . . . . . . . . . . . . . 395--404
Mark L. Berenson and
Shulamith T. Gross Designing completely randomized
experiments to detect ordered treatment
effects: an empirical study . . . . . . 405--431
R. P. Bland and
Shulamith T. Gross M34. On the definition of unbiasedness
for estimating parameters which are
random variables . . . . . . . . . . . . 435--436
Anonymous Editorial Board . . . . . . . . . . . . ebi--ebii
Stanley Lemeshow and
David W. Hosmer and
James P. Stewart A comparison of sample size
determination methods in the two group
trial where the underlying disease is
rare . . . . . . . . . . . . . . . . . . 437--449
Harri Hietikko On the numerical behaviour of $ {\rm
ARMA}(P, Q) $ covariance determinants
for various sample sizes . . . . . . . . 451--463
F. Tom Lindstrom An algorithm for the evaluation of the
incomplete gamma function and the first
two partial derivatives with respect to
the parameter . . . . . . . . . . . . . 465--478
G. O. Wesolowsky A new descent algorithm for the least
absolute value regression problem . . . 479--491
D. J. Best and
N. I. Fisher The bias of the maximum likelihood
estimators of the von Mises--Fisher
concentration parameters . . . . . . . . 493--502
T. D. Dwivedi and
Y. P. Chaubey Moments of a ratio of two positive
quadratic forms in normal variables . . 503--516
James W. Longley Modified Gram--Schmidt process vs.
classical Gram--Schmidt . . . . . . . . 517--527
Anonymous Minicommunications Minicommunications 529--529
Edward E. Gbur On the Poisson index of dispersion . . . 531--535
Youn-Min Chou Additions to the table of normal
integrals Minicommunications . . . . . . 537--538
Anonymous Integral . . . . . . . . . . . . . . . . 539--539
Anonymous K38. Corrections to the table of normal
integrals . . . . . . . . . . . . . . . 541--541
Anonymous Editorial Board . . . . . . . . . . . . ebi--ebii
Wendell C. Smith and
Chien-Pai Han Error rate for testing a contrast after
a significant F test . . . . . . . . . . 545--556
Jan B. Dijkstra and
Paul S. P. J. Werter Testing the equality of several means
when the population variances are
unequal . . . . . . . . . . . . . . . . 557--569
Gregory A. Mack A quick and easy distribution-free test
for main effects in a two-factor ANOVA 571--591
James Wildon Longley Least squares computations and the
condition of the matrix . . . . . . . . 593--615
John D. Emerson Effects of censoring on the robustness
of exponential-based confidence
intervals for median lifetime . . . . . 617--627
R. P. Gupta and
C. Singh Distributions of the ratio of two ranges
of samples from nonnormal populations 629--637
John F. Wellington and
Subhash C. Narula Variable selection in multiple linear
regression using the minimum sum of
weighted absolute errors criterion . . . 641--648
J. Arthur Greenwood A portable formulation of the alias
method for random numbers with discrete
distributions . . . . . . . . . . . . . 649--655
Anonymous Editorial Board . . . . . . . . . . . . ebi--ebii
Robert E. Odeh Critical values of the sample
product-moment correlation coefficient
in the bivariate normal distribution . . 1--26
Daniel Krewski and
John Kovar Low dose extrapolation under single
parameter dose response models . . . . . 27--45
W. Y. Tan and
R. P. Gupta On approximating the non-central Wishart
distribution by central Wishart
distribution a Monte Carlo study . . . . 47--64
Robert E. Odeh Tables of percentage points of the
distribution of the maximum absolute
value of equally correlated normal
random variables . . . . . . . . . . . . 65--87
A. H. Money and
J. F. Affleck-Graves and
M. L. Hart and
G. D. I. Barr The linear regression model: $ L_p $
norm estimation and the choice of $p$ 89--109
Laszlo Engelman An efficient algorithm for computing
covariance matrices from data with
missing values . . . . . . . . . . . . . 113--121
Anonymous Editorial Board . . . . . . . . . . . . ebi--ebii
George H. K. Wang and
Wayne A. Fuller Estimators for a simultaneous equation
model with lagged endogenous variables
and autocorrelated errors . . . . . . . 123--142
Patricia L. Smith Hypothesis testing in B-spline
regression . . . . . . . . . . . . . . . 143--157
Maurry Tamarkin A simulation study of the stochastic
ridge $k$ . . . . . . . . . . . . . . . 159--173
K. R. Lee and
C. H. Kapadia and
Donald Hutcherson Statistical properties of quasi-range in
small samples from a gamma density . . . 175--195
A. Clifford Cohen and
Betty Jones Whitten Modified moment and maximum likelihood
estimators for parameters of the
three-parameter gamma distribution . . . 197--216
Anita Singh Exact distribution of Wilks' $ l_{Vc} $
criterion and its percentage points in
the complex case . . . . . . . . . . . . 217--225
Anonymous Mini communication . . . . . . . . . . . 227--227
C. P. Quesenberry Clarification of priority of Fisher and
Pearson and further remarks on combined
tests of significance . . . . . . . . . 229--231
L. R. Dion and
D. Fridshal A relationship between chi-square and
$F$-critical values . . . . . . . . . . 233--235
William J. Kennedy and
James E. Gentle Algorithms section . . . . . . . . . . . 237--237
Peter R. Nelson Multivariate normal and $t$
distributions with $ \rho_{jk} =
\alpha_{jk} \alpha_{jk}$ . . . . . . . . 239--248
Anonymous Editorial Board . . . . . . . . . . . . ebi--ebii
Pandu R. Tadikamalla and
Norman L. Johnson Tables to facilitate fitting $ l_u $
distributions . . . . . . . . . . . . . 249--271
Paul C. C. Wang On the computation of a robusl version
of the optimal $ c(\alpha) $ test . . . 273--284
Lennart Nordberg A procedure for determination of a good
ridge parameter in linear regression . . 285--309
Ronald L. Iman and
W. J. Conover A distribution-free approach to inducing
rank correlation among input variables 311--334
Ronald L. Iman and
James M. Davenport Rank correlation plots for use with
correlated input variables . . . . . . . 335--360
Isaac Meilijson and
Aaron Tenenbein and
Marian R. Newborn and
Uri Yechiali Number of matches and matched people in
the birthday problem . . . . . . . . . . 361--370
Y. S. Sathe M42. Another test for equality of two
proportions . . . . . . . . . . . . . . 373--375
Anonymous Editorial Board . . . . . . . . . . . . ebi--ebii
K. O. Bownan and
L. R. Shenton Properties of estimators for the gamma
distribution . . . . . . . . . . . . . . 377--519
Anonymous Editorial Board . . . . . . . . . . . . ebi--ebii
Mark E. Johnson and
John S. Ramberg and
Chiang Wang The Johnson translation system in Monte
Carlo studies . . . . . . . . . . . . . 521--525
Mervyn G. Marasinghe and
William J. Kennedy, Jr. Direct methods for generating extreme
characteristic roots of certain random
matrices . . . . . . . . . . . . . . . . 527--542
Erkki P. Liski A test of the mean square error
criterion for shrinkage estimators . . . 543--562
Mark L. Berenson A study of several useful tests for
ordered alternatives in the randomized
block design . . . . . . . . . . . . . . 563--581
Tom Wansbeek Another approach to inverting a
covariance matrix when data are
unbalanced . . . . . . . . . . . . . . . 583--588
Norman S. Matloff James--Stein regression estimation in a
prediction context . . . . . . . . . . . 589--601
T. H. Starks A Monte Carlo evaluation of response
surface analysis based on
paired-comparison data . . . . . . . . . 603--617
Rand R. Wilcox A comment on approximating the x$^2$
distribution in the equiprobable case 619--623
Ronald H. Ketellapper The relevance of large sample properties
of estimators for the
errors-in-variables model: a Monte Carlo
study . . . . . . . . . . . . . . . . . 625--634
Anonymous Minicomputers . . . . . . . . . . . . . 635--635
Junji Nakano and
Shigemi Tagami On the variance of the sample
autocovariance function for a Gaussian
once integrated first order moving
average process . . . . . . . . . . . . 637--639
Ray E. Schafer Bounds on expected differences of order
statistics . . . . . . . . . . . . . . . 643--644
Marcia Feingold A note on weights for combining intra-
and inter-block estimates in balanced
incomplete block designs . . . . . . . . 645--648
Anonymous Editorial Board . . . . . . . . . . . . ebi--ebii
Marcel F. Neuts On the coefficient of variation of
mixtures of probability distributions 649--657
W. G. Warren On the adequacy of the chi-squared
approximation for the coefficient of
variation . . . . . . . . . . . . . . . 659--666
Neil C. Schwertman A Monte Carlo study of the L$_N$
statistic for the multivariate
nonparametric median and rank sum tests
for two populations . . . . . . . . . . 667--676
Thomas P. Turiel and
Gerald J. Hahn and
William T. Tucker New simulation results for the
calibration and inverse median
estimation problems . . . . . . . . . . 677--713
G. J. Mclachlan On the bias and variance of some
proportion estimators . . . . . . . . . 715--726
William C. Guenther Normal theory sample size formulas for
some nonnormal distributions . . . . . . 727--732
Magdy Khedr and
S. K. Katti On a preliminary test estimator for one
of the parameters of the
log-zero-Poisson distribution . . . . . 733--751
G. J. McLachlan and
S. Ganesalingam Updating a discriminant function on the
basis of unclassified data . . . . . . . 753--767
Marion R. Reynolds, Jr. and
M. L. Deaton Comparisons of some tests for validation
of stochastic simulation models . . . . 769--799
Anonymous Editorial Board . . . . . . . . . . . . ebi--ebii
Chien-Pai Han and
John L. G. Wang Computation of noncentral $F$
distributions with even denominator
degrees of freedom . . . . . . . . . . . 1--9
Paula K. Roberson and
Lloyd Fisher Lack of robustness in time-space disease
clustering . . . . . . . . . . . . . . . 11--22
Trina Hosmer and
David Hosmer and
Lloyd Fisher A comparison of the maximum likelihood
and discriminant function estimators of
the coefficients of the logistic
regression model for mixed continuous
and discrete variables . . . . . . . . . 23--43
Michael L. Deaton and
Mation R. Reynolds, Jr. and
Raymond H. Myers Estimation and hypothesis testing in
regression in the presence of
nonhomogeneous error variances . . . . . 45--66
S. R. Searle and
Harold V. Henderson Faults in a computing algorithm for
reparameterizing linear models . . . . . 67--76
William J. Kennedy and
James E. Gentle Algorithms section Coeditors . . . . . . 77--77
Wiliam J. Kennedy and
James E. Gentle Algorithms: \booktitleCommunications In
Statistics --- Simulation and
Computation . . . . . . . . . . . . . . 79--82
Kenneth J. Berry and
Paul W. Mielke, Jr. Computation of finite population
parameters and approximate probability
values for multi-response permutation
procedures (MRPP) . . . . . . . . . . . 83--107
A. S. Hedayat and
H. L. Hwang An algorithm for generating a basis of
the trades on $t$-designs . . . . . . . 109--125
Anonymous Editorial Board . . . . . . . . . . . . ebi--ebii
Herbert Solomon and
Michael A. Stephens On Neyman's statistic for testing
uniformity . . . . . . . . . . . . . . . 127--134
Paulette Johnson and
George A. Milliken A simple procedure for testing linear
hypotheses about the parameters of a
nonlinear model using weighted least
squares . . . . . . . . . . . . . . . . 135--145
R. Doornbos and
J. B. Dijkstra A multi sample test for the equality of
coefficients of variation in normal
populations . . . . . . . . . . . . . . 147--158
Jeffrey B. Birch On the power of robust tests in analysis
of covariance . . . . . . . . . . . . . 159--182
C. David Shen and
Dana Quade A randomization test for a three-period
three-treatment crossover experiment . . 183--199
Dallas R. Wingo Estimating the location of the Cauchy
distribution by numerical global
optimization . . . . . . . . . . . . . . 201--212
William J. Kennedy and
James E. Gentle Algorithms section Coeditors . . . . . . 213--213
Lee Ann Josvanger and
V. A. Sposito $ L_1 $ Norm estimates for the simple
regression problem . . . . . . . . . . . 215--221
Paul R. McAllister A system for computing joint
probabilities from Jensen's bivariate
$F$ distribution . . . . . . . . . . . . 223--238
Anonymous Editorial Board . . . . . . . . . . . . ebi--ebii
William J. Hemmerle and
Michele Boulanger Carey Some properties of generalized ridge
estimators . . . . . . . . . . . . . . . 239--253
Jerome P. Keating and
Onas L. Hensley A note on the critical values of the $F$
max-test . . . . . . . . . . . . . . . . 257--263
V. A. Sposito and
M. L. Hand and
Bradley Skarpness On the efficiency of using the sample
kurtosis in selecting optimal $ l_p $
estimators . . . . . . . . . . . . . . . 265--272
Mari Palta The effects of a stratified analysis of
censored data . . . . . . . . . . . . . 273--290
William P. Cooke Surrogate geometric programming
estimates of restricted multinomial
proportions . . . . . . . . . . . . . . 291--305
Michael Hazilla and
V. Kerry Smith A comparison of the small sample
properties of nonlinear two-stage and
nonlinear three-stage least squares . . 307--329
Jeffrey B. Birch and
Doris A. Binkley Effects of non-normality and mild
heteroscedasticity on estimators in
regression . . . . . . . . . . . . . . . 331--354
Panagis G. Moschopoulos and
Govind S. Mudholkar A likelihood-ratio-based normal
approximation for the non-null
distribution of the multiple correlation
coefficient . . . . . . . . . . . . . . 355--371
Anonymous Editorial Board . . . . . . . . . . . . ebi--ebii
John H. Skillings Nonparametric approaches to testing and
multiple comparisons in a one-way ANOVA 373--387
David M. Allen and
David C. Jordan A computational procedure for combining
data and prior information . . . . . . . 389--398
M. Mazumdar An estimator of the ratio of two
variances . . . . . . . . . . . . . . . 399--409
Lewis H. Shoemaker and
James L. Rosenberger Moments and efficiency of the median and
trimmed mean for finite populations . . 411--422
Micah Y. Chan and
A. Clifford Cohen and
Betty Jones Whitten The standardized inverse Gaussian
distribution tables of the cumulative
probability function . . . . . . . . . . 423--442
Allan Donner and
John J. Koval A note on the accuracy of Fisher's
approximation to the large sample
variance of an intraclass correlationa 443--449
S. G. Carmer and
W. T. Lin Type I error rates for divisive
clustering methods for grouping means in
analysis of variance . . . . . . . . . . 451--466
William J. Kennedy and
James E. Gentle Algorithms section Coeditors . . . . . . 467--467
Douglas M. Bates and
David C. Hamilton and
Donald G. Watts Calculation of intrinsic and
parameter-effects curvatures for
nonlinear regression models . . . . . . 469--477
H. K. Iyer and
K. J. Berry and
P. W. Mielke Computation of finite population
parameters and approximate probability
values for multi-response randomized
block permutation procedures (MRBP) . . 479--499
Anonymous Minicommunications . . . . . . . . . . . 501--501
Lawrence Barker On Gini's mean difference and the sample
standard deviation . . . . . . . . . . . 503--505
Eric V. Slud Testing separate families of hypotheses
using right-censored data . . . . . . . 507--509
Anonymous Editorial Board . . . . . . . . . . . . ebi--ebii
Claudio Silva and
Dana Quade Estimating the asymptotic relative
efficiency of weighted rankings . . . . 511--521
Lawrence I-Kuei Lin and
Roy L. Sanford The robustness of the likelihood ratio
test, the nonparametric sum rank test,
and $F$-ratio tests when the populations
are from the negative binomial family 523--539
Richard M. Fagerstrom and
Duane A. Meeter A Bayesian approach to bioassay.
Technical report M498 . . . . . . . . . 541--558
Andrew P. Soms Bounds for the $t$-tail area . . . . . . 559--568
K. V. Mardia and
M. Kanazawa The null distribution of multivariate
kurtosis . . . . . . . . . . . . . . . . 569--576
Trina A. Hosmer and
David W. Hosmer and
Lloyd Fisher A comparison of three methods of
estimating the logistic regression
coefficients . . . . . . . . . . . . . . 577--593
N. Freed and
F. Glover A mixed-integer programming approach to
the clustering problem . . . . . . . . . 595--607
A. K. Ehsanes Saleh and
M. Masoom Ali and
Dale Umbach Simplified estimation of the parameters
of exponential distribution from samples
censored in the middle . . . . . . . . . 609--627
G. J. Umphrey A comment on McKay's approximation for
the coefficient of variation . . . . . . 629--635
Kanto Antti and
Simo Puntanen A connection between the partial
correlation coefficient and the
correlation coefficient of certain
residuals . . . . . . . . . . . . . . . 639--641
Anonymous Editorial Board . . . . . . . . . . . . ebi--ebii
Samprit Chatterjee and
Sangit Chatterjee Estimation of misclassification
probabilities by bootstrap methods By
bootstrap methods . . . . . . . . . . . 645--656
Mrudulla Gnanadesikan Statistical analysis of the usage of a
computer system . . . . . . . . . . . . 657--674
Henry C. Thode, Jr. and
Laurel A. Smith and
Stephen J. Finch Power of tests of normality for
detecting scale contaminated normal
samples . . . . . . . . . . . . . . . . 675--695
K. O. Bowman and
L. R. Shenton Maximum likelihood estimators for the
gamma distribution revisited . . . . . . 697--710
Paul K. H. Lin and
Dale O. Richards and
David R. Long and
Matthew D. Myers and
Joyce A. Taylor Tables for computing shortest confidence
intervals involving the $F$-distribution 711--725
P. I. M. Schmitz and
J. D. F. Habbema and
J. Hermans and
J. W. Raatgever Comparative performance of four
discriminant analysis methods for
mixtures of continuous and discrete
variables . . . . . . . . . . . . . . . 727--751
Anonymous Editorial Board . . . . . . . . . . . . ebi--ebii
R. Douglas Martin and
Daniel M. Goodfellow Small sample behavior of robust
stochastic approximation and iterated
weighted least squares estimates for
location . . . . . . . . . . . . . . . . 1--46
Micah Y. Chan and
A. Clifford Cohen and
Betty Jones Whitten Modified maximum likelihood and modified
moment estimators for the
three-parameter inverse Gaussian
distribution . . . . . . . . . . . . . . 47--68
Philip J. Smith A Bayesian analysis of interrelated
Bernoulli processes with an application
for clinical trials . . . . . . . . . . 69--84
K. Surekha and
W. E. Griffiths A Monte Carlo comparison of some
Bayesian and sampling theory estimators
in two heteroscedastic error models . . 85--105
Genshiro Kitagawa Bayesian analysis of outliers via
Akaike's predictive likelihood of a
model . . . . . . . . . . . . . . . . . 107--126
Sik-Yum Lee Multidimensional scaling models with
inequality and equality constraints . . 127--140
Anonymous Editorial Board . . . . . . . . . . . . ebi--ebii
G. D. A. Phillips and
B. P. McCabe Jackknifing the two stage least squares
estimator . . . . . . . . . . . . . . . 141--152
Stanley Lemeshow and
Anne M. Stoddard A comparison of alternative variance
estimation strategies for estimating the
slope of a linear regression in sample
surveys . . . . . . . . . . . . . . . . 153--168
Naoto Niki and
Sadanori Konishi Higher order asymptotic expansions for
the distribution of the sample
correlation coefficient . . . . . . . . 169--182
M. Alle and
R. Haux and
M. Schumacher Rank tests and ties --- some properties
of a rank test for complete block
designs . . . . . . . . . . . . . . . . 183--212
R. F. Fawcett and
K. C. Salter A Monte Carlo study of the $F$ test and
three tests based on ranks of treatment
effects in randomized block designs . . 213--225
Sohair M. F. Higazi and
C. Mitchell Dayton Comparing several experimental groups
with a control in the multivariate case 227--241
W. G. Warren The power of some tests of normality
against Weibull alternatives . . . . . . 243--255
John A. Gillespie Inner tolerance limits controlling tail
proportions for the normal distribution 257--267
William J. Kennedy and
James E. Gentle Algorithms section Coeditors . . . . . . 269--269
William J. Kennedy and
James E. Gentle Algorithms Communications in
statistics,- simulation and computation 271--274
Jeffrey S. Simonoff The calculation of outlier detection
statistics . . . . . . . . . . . . . . . 275--285
Anonymous Minicommunications . . . . . . . . . . . 287--287
Volker Abel and
Rudolf Avenhaus Comments on Zacks' recent paper on
one-sided cusum procedures . . . . . . . 289--292
Anonymous Editorial Board . . . . . . . . . . . . ebi--ebii
H. Leon Harter and
Harry J. Khamis and
Richard E. Lamb Modified Kolmogorov--Smirnov tests of
goodness of fit . . . . . . . . . . . . 293--323
Wen-Tao Huang and
An-Bang Wang Tests for randomness of observations
that involve two factors . . . . . . . . 325--336
A. S. Paulson and
T. A. Delehanty Some properties of modified integrated
squared error estimators for the stable
laws . . . . . . . . . . . . . . . . . . 337--365
Marcel F. Neuts The abscissa of convergence of the
Laplace--Stieltjes transform of a
PH-distribution . . . . . . . . . . . . 367--373
Paul A. Rubin Generating random points in a polytope 375--396
Jeffrey B. Birch and
Robert V. Foutz Selected percent points for a test for
the two-sample problem based on
empirical probability measures . . . . . 397--405
William J. Kennedy and
James E. Gentle Algorithms section Coeditors . . . . . . 407--407
K. O. Bowman Computation of the polygamma functions 409--415
Kenneth J. Berry and
Paul W. Mielke Computation of exact probability values
for multi-response permutation
procedures (MRPP) . . . . . . . . . . . 417--432
Anonymous Editorial Board . . . . . . . . . . . . ebi--ebii
D. Krewski and
J. Brennan and
M. Bickis The power of the Fisher permutation test
in $ 2 \times k $ tables . . . . . . . . 433--448
J. H. W. Penm and
R. D. Terrell Multivariate subset autoregression . . . 449--461
Tarmo Pukkila On the distributions of the differences
between the estimated autocorrelations
and partial autocorrelations at the same
lag . . . . . . . . . . . . . . . . . . 463--488
A. Bustos and
M. Ahsanullah On the estimates of the parameters of
the first order autoregressive process 489--505
T. Deutler A series expansion for the cumulants of
the $ \chi $-distribution and a
Cornish--Fisher-expansion for the
noncentrality parameter of the
noncentral $t$-distribution . . . . . . 507--513
Joseph J. Walker Improved approximations for the inverse
moments of the positive binomial
distribution . . . . . . . . . . . . . . 515--519
Ardavan Nozari Generalized and ordinary least squares
with estimated and unequal variances . . 521--537
John F. Monahan An improved algorithm for the triples
test . . . . . . . . . . . . . . . . . . 545--553
John F. Monahan An improved algorithm for the triples
test . . . . . . . . . . . . . . . . . . 555--569
Michael G. Sklar and
Ronald D. Armstrong An algorithm for discrete Chebychev
curve fitting for the simple model using
a dual linear programming approach . . . 555--569
Anonymous Editorial Board . . . . . . . . . . . . ebi--ebii
Tsushung A. Hua and
M. Pourahmadi Tables of cumulative distribution
functions and percentiles of the
standardized stable random variables . . 571--601
Y. K. Tse Edgeworth approximations for $t$-ratios
of 2SLS estimates of a dynamic model . . 603--618
Yogendra P. Chaubey On the comparison of some non-negative
estimators of variance components for
two models . . . . . . . . . . . . . . . 619--633
Adel M. Zaher and
Robert L. Heiny A comparison of selection procedures for
selecting the best normal population
under heterogeneity of variance . . . . 635--654
W. Krämer Ordinary least squares estimation of the
functional errors-in-variables model
with trended data: some Monte Carlo
evidence . . . . . . . . . . . . . . . . 655--665
William J. Kennedy and
James E. Gentle Algorithms section Coeditors . . . . . . 667--667
C. K. Bayne and
J. J. Beauchamp and
V. E. Kane Misclassification probabilities for
second-order discriminant functions used
to classify bivariate normal populations 669--682
John F. Wellington and
Subhash C. Narula An algorithm for regression quantiles 683--704
Douglas M. Bates and
Donald G. Watts A multi-response Gauss--Newton algorithm 705--715
Anonymous Minicommunications . . . . . . . . . . . 717--717
H. Leon Harter Asymptotic formulas for critical values
of a modified Kolmogorov test statistic 719--721
Anonymous Editorial Board . . . . . . . . . . . . ebi--ebii
John P. Buonaccorsi and
Hariharan K. Iyer A comparison of confidence regions and
designs in estimation of a ratio . . . . 723--741
Douglas R. Shier and
Kenneth D. Lawrence A comparison of robust regression
techniques for the estimation of Weibull
parameters . . . . . . . . . . . . . . . 743--750
Joseph W. McKean and
Ronald M. Schrader A comparison of methods for Studentizing
the sample median . . . . . . . . . . . 751--773
Lon-Mu Liu Estimation of rational transfer function
models . . . . . . . . . . . . . . . . . 775--784
E. K. Al-Hussaini and
K. E. Ahmad Information matrix for a mixture of two
inverse Gaussian distributions . . . . . 785--800
T. L. Bratcher and
A. Hobbs and
J. Paul A balanced approach to region estimation
with tables for the normal model . . . . 801--821
Rodolfo De Dominicis and
Raimondo Manca An algorithmic approach to
non-homogeneous semi-Markov processes 823--838
William J. Kennedy and
James E. Gentle Algorithms section Coeditors . . . . . . 839--839
Douglas M. Bates and
Dennis A. Wolf Non-negative regression by Givens
rotations . . . . . . . . . . . . . . . 841--850
Anonymous Editorial Board . . . . . . . . . . . . ebi--ebii
D. B. Owen Editorial . . . . . . . . . . . . . . . iii--v
Fredrick S. Whaley and
Dana Quade Optimizing the power of the two-sample
multidimensional runs statistic:
guidelines based on computer simulation 1--11
Erkki P. Liski Estimation from incomplete data in
growth curves models . . . . . . . . . . 13--27
Julio M. Singer and
Pranab K. Sen Asymptotic relative efficiency of
multivariate $m$-estimators . . . . . . 29--41
H. K. Lam and
Yat-fan Ho On the bounded binomial distribution and
its parameter estimation . . . . . . . . 43--53
Rand R. Wilcox An extended and slightly improved table
of critical values for testing $q$
linear contrasts in a repeated measures
design . . . . . . . . . . . . . . . . . 55--69
M. N. Abd-Rahman and
T. M. Gerig An estimation in a linear model with
response-related error . . . . . . . . . 71--83
J. P. C. Kleijnen and
P. Cremers and
F. Van Belle The power of weighted and ordinary least
squares with estimated unequal variances
in experimental design . . . . . . . . . 85--102
Shanti S. Gupta and
S. Panchapakesan and
Joong K. Sohn On the distribution of the Studentized
maximum of equally correlated normal
random variables . . . . . . . . . . . . 103--135
E. B. Manoukian and
J. A. M. Theriault Sampling from half-normal and
exponential distributions and efficiency
of tests . . . . . . . . . . . . . . . . 137--141
Rand R. Wilcox Percentage points of the product of two
correlated $t$ variates . . . . . . . . 143--157
M. R. Binns and
P. Y. Jui A simulation study of the nearest
neighbour analysis method of Papadakis 159--172
Charles E. Mcculloch and
Aimee Dechter An empirical Bayes approach to
estimating the probability of correct
selection . . . . . . . . . . . . . . . 173--186
Hubert J. Chen and
Shun-Yi Chen and
Jirawan Sirichote Selecting all treatments better than a
control with a binomial prior
distribution . . . . . . . . . . . . . . 187--221
William J. Kennedy and
James E. Gentle Algorithms section coeditors Coeditor 223--223
Kenneth J. Berry and
Paul W. Mielke Computation of exact and approximate
probability values for a matched pairs
permutation test . . . . . . . . . . . . 229--248
Jeffrey B. Birch and
Robert V. Foutz An algorithm for computing a two-sample
test based on empirical probability
measures . . . . . . . . . . . . . . . . 249--252
Stephen M. Scariano Estimating the point of intersection of
two lines under correlation . . . . . . 255--261
Anonymous Editorial Board . . . . . . . . . . . . ebi--ebii
Robert E. Bechhofer and
David M. Goldsman On the Ramey--Alam sequential procedure
for selecting the multinomial event
which has the largest probability . . . 263--282
Robert E. Bechhofer and
David M. Goldsman Truncation of the
Bechhofer--Kiefer--Sobel sequential
procedure for selecting the multinomial
event which has the largest probability 283--315
H. Leon Harter and
Rudolf P. Wiegand A Monte Carlo of plotting positions . . 317--343
T. F. Cox and
K. Jaber Testing the equality of two normal
percentiles . . . . . . . . . . . . . . 345--356
Ted H. Szatrowski Missing data in the $k$-population
multivariate normal patterned mean and
covariance matrix testing and estimation
problem . . . . . . . . . . . . . . . . 357--370
Alexander Basilevsky and
Donald Sabourin and
Derek Hum and
Andy Anderson Missing data estimators in the general
linear model: an evaluation of simulated
data as an experimental design . . . . . 371--394
R. Wayne Oldford Bootstrapping by Monte Carlo versus
approximating the estimator and
bootstrapping exactly: Cost and
performance . . . . . . . . . . . . . . 395--424
Ramona L. Trader and
H. Fenwick Huss Prediction in the presence of imperfect
inspections . . . . . . . . . . . . . . 425--440
Raymond L. Horton and
John B. Guerard The management of executive compensation
in large, dynamic firms: A further look 441--448
Joel E. Michalek and
Daniel Mihalko and
Thomas J. White A Monte Carlo power study of logrank,
Wilcoxon and normal scores procedures on
matched and censored data . . . . . . . 449--465
V. R. R. Uppuluri and
S. A. Patil The distribution of the first $j$ digits
of beta related random variables . . . . 467--472
Paul A. Rubin Short-run characteristics of samples
drawn by random walks . . . . . . . . . 473--490
Beverley D. Causey Exact calculations for sequential tests
based on Bernoulli trials . . . . . . . 491--495
John A. Taylor and
Anthony J. Jakeman Identification of a distributional model 497--508
M. C. Jones Generating inverse Wishart matrices . . 511--514
Anonymous Editorial Board . . . . . . . . . . . . ebi--ebii
Norman R. Draper and
Agnes M. Herzberg Fourth order rotatability . . . . . . . 515--528
Ben Armstrong Measurement error in the generalised
linear model . . . . . . . . . . . . . . 529--544
Tormod Naes and
Harald Martens Comparison of prediction methods for
multicollinear data . . . . . . . . . . 545--576
Barbara J. Gosling and
Martin L. Puterman Ridge estimation in regression problems
with autocorrelated errors: A Monte
Carlo study . . . . . . . . . . . . . . 577--613
Edna Schechtman and
Douglas A. Wolfe Multiple changepoints
problem-nonparmetric procedures for
estimation of the points of change . . . 615--631
True T. Nguyen A generalization of Fisher's exact test
in $ p \times q $ contingency tables
using more concordant relations . . . . 633--645
J. W. Odhiambo and
M. S. Patel Three-stage group screening with errors
in observations . . . . . . . . . . . . 647--666
P. C. Consul and
M. M. Shoukri The generalized Poisson distribution
when the sample mean is larger than the
sample variance . . . . . . . . . . . . 667--681
Daniel L. Thornton and
Dallas S. Batten A note on Almon's endpoint constraints 683--690
A. M. Nigm and
M. A. Ismail Bayesian life test sampling plans for
the two parameter exponential
distribution . . . . . . . . . . . . . . 691--707
Robert M. Norton A relationship between a family of
waiting time distributions and the
asymptotic residual waiting time
distribution . . . . . . . . . . . . . . 709--717
Lloyd W. Koenig and
Averill M. Law A procedure for selecting a subset of
size $m$ containing the $l$ best of $k$
independent normal populations, with
applications to simulation . . . . . . . 719--734
Kazuhiro Ohtani and
Toshihisa Toyoda A Monte Carlo study of the Wald, LM, and
LR tests in a heteroscedastic linear
model . . . . . . . . . . . . . . . . . 735--746
Sukhminder Singh and
Ravindra Singh On random non-response in double
sampling with difference estimator . . . 747--757
Robert J. Boik A new approximation to the distribution
function of the Studentized maximum root 759--767
G. W. Cran and
A. J. Bertie Minicommunication computation of moments
of generalized ridge estimators . . . . 771--774
Anonymous Editorial Board . . . . . . . . . . . . ebi--ebii
Poduri S. R. S. Rao and
Atsu Shelter Dorvlo The jackknife procedure for the
probabilities of misclassification . . . 779--790
Patricia S. Costello and
Douglas A. Wolfe A new nonparametric approach to the
problem of agreement between two groups
of judges . . . . . . . . . . . . . . . 791--805
K. C. Salter and
R. F. Fawcett A robust and powerful rank test of
treatment effects in balanced incomplete
block designs . . . . . . . . . . . . . 807--828
M. J. Silvapulle An examination of criticisms of ridge
regression simulation methodology . . . 829--835
M. A. Tabatabai and
W. Y. Tan Some comparative studies on testing
parallelism of several straight lines
under heteroscedastic variances . . . . 837--844
Peter E. Kennedy A suggestion for measuring
heteroskedasticity . . . . . . . . . . . 845--851
Joseph V. Terza and
A. Ason Okoruwa An algorithm for the estimation of
Poisson regressions involving structural
change . . . . . . . . . . . . . . . . . 853--866
K. O. Bowman and
L. R. Shenton The distribution of a moment estimator
for a parameter of the generalized
Poisson distribution . . . . . . . . . . 867--893
Karen Yuen Fung and
S. R. Paul Comparisons of outlier detection
procedures in Weibull or extreme-value
distribution . . . . . . . . . . . . . . 895--917
Jerry G. Thursby A note on Scheffé's method of deriving
confidence sets for directions and
ratios of normals . . . . . . . . . . . 919--925
A. S. Paulson and
T. A. Delehanty Modified weighted squared error
estimation procedures with special
emphasis on the stable laws . . . . . . 927--972
Keith C. Brown and
K. Rao Kadiyala The estimation of missing observations
in related time series data: Further
results . . . . . . . . . . . . . . . . 973--981
Adnan M. Awad and
Mohammed A. Shayib and
Ahmad M. Dawagreh Large sample prediction intervals for
future geometric mean. A comparative
study . . . . . . . . . . . . . . . . . 983--1006
W. Y. Tan and
M. A. Tabatabai Some robust ANOVA procedures under
heteroscedasticity and nonnormality . . 1007--1026
Lawrence E. Barker Range-preserving unbiased estimators in
the Poisson case . . . . . . . . . . . . 1029--1030
Anonymous Editorial Board . . . . . . . . . . . . ebi--ebii
C. G. Khatri and
C. Radhakrishna Rao and
Y. N. Sun Tables for obtaining confidence bounds
for realized signal to noise ratio with
an estimated discriminant function . . . 1--14
S. Loukas and
C. D. Kemp The computer generation of bivariate
binomial and negative binomial random
variables . . . . . . . . . . . . . . . 15--25
Ralph A. Bradley and
Dennis A. Brindley An approximate test of variance
homogeneity based on Grubbs' estimators 27--34
W. Y. Tan Inferences on regression coefficients in
a regression model under
heteroscedasticity and robustness with
respect to departure from normality . . 35--60
Jürg Hüsler and
Michel Schüpbach On simple block estimators for the
parameters of the extreme-value
distribution . . . . . . . . . . . . . . 61--76
Brian W. Woodruff and
John D. Yoder and
Albert H. Moore and
Edward J. Dunne Modified goodness-of-fit tests for the
logistic distribution with unknown
location and scale parameters . . . . . 77--83
R. G. Knapp and
A. J. Gross and
A. B. Cantor Estimators of the ratio of means of
paired survival data . . . . . . . . . . 85--100
Jyh-Cherng Shyu and
Donald B. Owen One-sided tolerance intervals for the
two-parameter double exponential
distribution . . . . . . . . . . . . . . 101--119
Atsuyuki Okabe and
Yasushi Asami The probability density function of an
area covered with disks whose centers
are randomly distributed . . . . . . . . 121--134
S. R. Kulkarni and
S. R. Paranjape An improved graphical procedure for
multivariate-quality control . . . . . . 135--146
J. J. Beauchamp and
D. S. Robson Transformation considerations in
discriminant analysis . . . . . . . . . 147--179
Beverley D. Causey Expected absolute departure of
chi-square from its median . . . . . . . 181--183
Saleh Amirkhalkhali and
U. L. Gouranga Rao Prediction in regression with
autocorrelated normal and non-normal
errors . . . . . . . . . . . . . . . . . 185--205
O. B. Allen Recovery of interblock information for
incomplete block designs . . . . . . . . 207--214
Alan C. Elliott and
Wayne A. Woodward Analysis of an unbalanced two-way ANOVA
on the microcomputer . . . . . . . . . . 215--225
Sastry G. Pantula and
Wayne A. Fuller Computational algorithms for the factor
model . . . . . . . . . . . . . . . . . 227--259
Ronald D. Armstrong and
Philip O. Beck The best subset of parameters in min-max
linear regression . . . . . . . . . . . 263--270
H. Neudecker A generalization of a result of Trenkler
and Trenkler . . . . . . . . . . . . . . 273--275
S. R. Paul and
Karen Yuen Fung Critical values for Dixon type test
statistics for testing outliers in
Weibull or extreme value distributions 277--283
Bengt Klefsjö Comments on a simple test for new better
than used in expectation1 by Borges,
Proschan and Rodrigues . . . . . . . . . 285--286
Anonymous Announcement: Competitions for young
statisticians from developing countries
1987 and 1989 . . . . . . . . . . . . . 289--290
Christopher Irwin and
Stephen J. Finch Use of weighted least squares regression
jn simulation studies . . . . . . . . . 291--300
Ricardo A. Leiva and
Franklin A. Graybill Confidence intervals for variance
components in the balanced two way model
with interaction . . . . . . . . . . . . 301--322
D. L. Hawkins and
Chien-Pai Han Power of analysis of covariance tests
under conditional specification . . . . 323--343
Munir Akhtar and
Philip Prescott Response surface designs robust to
missing observations . . . . . . . . . . 345--363
Jerome Klotz and
Rouh-Yun Yu and
K. Rai and
V. Susarla and
J. Van Ryzin Small sample relative performance of the
spline smooth survival estimator . . . . 271--298
D. L. Hawkins and
A. R. Gallant and
W. Fuller A simple least squares method for
estimating a change in mean . . . . . . 523--530
D. Callfas and
S. G. Mohanty On non-null distribution of ranks . . . 591--608
Lewis H. Shoemaker A nonparametric method for analysis of
variance . . . . . . . . . . . . . . . . 609--632
Daniel M. Grove Positive association in a two-way
contingency table: a numerical study . . 633--648
Mervyn G. Marasinghe A note on methods for computing Tukey's
and Mandel's interaction sums of squares 649--654
Nancy J. Shafer and
James A. Sullivan A simulation study of a test for the
equality of the coefficients of
variation . . . . . . . . . . . . . . . 681--695
K. O. Bowman and
H. K. Lam and
L. R. Shenton Series for Student's non-central $t$
under exponential sampling with comments
due to H. P. Mulholland . . . . . . . . 697--708
Rand R. Wilcox Critical values for the correlated
$t$-test when there are missing
observations . . . . . . . . . . . . . . 709--714
J. P. C. Kleijnen and
G. L. J. Kloppenburg and
F. L. Meeuwsen Testing the mean of an asymmetric
population: Johnson's modified $t$ test
revisited . . . . . . . . . . . . . . . 715--732
W. Y. Tan and
M. A. Tabatabai A robust procedure for comparing several
means under heteroscedasticity and
nonnormality . . . . . . . . . . . . . . 733--745
Che-Ping Lee Estimation of the intensity of a Poisson
process . . . . . . . . . . . . . . . . 747--759
P. C. Consul On the differences of two generalized
Poisson variates . . . . . . . . . . . . 761--767
Sallie Keller-McNulty and
W. J. Kennedy An error-free generalized matrix
inversion and linear least squares
method based on bordering . . . . . . . 769--785
K. O. Bowman and
L. R. Shenton The two-color urn model: recursions for
the moments . . . . . . . . . . . . . . 787--799
R. Gonin Numerical algorithms for solving
nonlinear $l$-norm estimation problems:
Part I --- a first-order gradient
algorithm for well-conditioned small
residual problems . . . . . . . . . . . 801--813
William M. Bolstad An efficient algorithm for
Harrison--Stevens forecasting using the
multi-process multivariate dynamic
linear model . . . . . . . . . . . . . . 819--828
Robert E. Bechhofer and
David M. Goldsman Truncation of the
Bechhofer--Kiefer--Sobel sequential
procedure for selecting the multinomial
event which has the largest probability
(II): extended tables and an improved
procedure . . . . . . . . . . . . . . . 829--851
Michael E. Tarter and
William Freeman and
Alan Hopkins A Fortran implementation of univariate
Fourier series density estimation . . . 855--870
Subhash C. Narula and
H. R. Weistroffer Computation of probability and
non-centrality parameter of a
non-central $F$-distribution . . . . . . 871--878
Franklin Dexter A statistical measure of internal
consistency . . . . . . . . . . . . . . 879--886
Anonymous On a problem in two-stage sampling . . . 889--891
James A. Alvin and
S. Jeyaratnam and
Franklin A. Graybill Approximate confidence intervals for the
three-factor mixed model . . . . . . . . 893--903
James A. Calvin and
S. Jeyaratnam and
Franklin A. Graybill Approximate confidence intervals for the
three-factor mixed model . . . . . . . . 893--903
R. Schall and
T. T. Dunne Transformation and reparametrization for
best linear unbiased estimation of a
linear model with arbitrary known
variance . . . . . . . . . . . . . . . . 905--916
Rand R. Wilcox Improved simultaneous confidence
intervals for linear contrasts and
regression parameters . . . . . . . . . 917--932
Rand R. Wilcox and
Ventura L. Charlin and
Karen L. Thompson New Monte Carlo results on the
robustness of the ANOVA $F$, $W$ and $F$
statistics . . . . . . . . . . . . . . . 933--943
M. L. Tiku and
N. Balakrishnan A robust test for testing the
correlation coefficient . . . . . . . . 945--971
U. V. Naik-Nimbalkar and
A. Subramanyam Cramer-rao type bounds for abstract
parameters with consequences to real
parameters . . . . . . . . . . . . . . . 973--985
R. K. Jain On Gini's diversity measure . . . . . . 987--990
James J. Chen and
David W. Gaylor The upper percentiles of the
distribution of the logrank statistic
for small numbers of tumors . . . . . . 991--1002
W. J. Padgett and
L. A. Thombs Smooth nonparametric quantile estimation
under censoring: simulations and
bootstrap methods . . . . . . . . . . . 1003--1025
Paul Embrechts and
Agnes M. Herzberg and
C. K. Allen An investigation of Andrews' plots to
detect period and outliers in time
series data . . . . . . . . . . . . . . 1027--1051
P. Consul and
M. M. Shoukri The negative integer moments of the
generalized Poisson distribution . . . . 1053--1064
G. B. Schaalje and
W. A. Charnetski and
D. L. Johnson A comparison of estimators of the degree
of insect control . . . . . . . . . . . 1065--1086
Sharon M. Homan and
Peter A. Lachenbruch Robust estimation of the exponential
mean parameter for small samples:
Complete and censored data . . . . . . . 1087--1108
J. Huston McCulloch Simple consistent estimators of stable
distribution parameters . . . . . . . . 1109--1136
S. G. Meester and
D. Eaves A table of predictive success
probabilities for logistic regression 1137--1139
Chiaw-Hock Sim Simulation of Weibull and gamma
autoregressive stationary process . . . 1141--1146
T. J. Jeon and
S. J. Park Automatic model identification using
vector sample autocorrelation function 1147--1161
C. Fang and
P. R. Krishnaiah On asymptotic distribution of the test
statistic for the mean of the
non-isotropic principal component . . . 1163--1168
Christina M. L. Kelton and
Marlene A. Smith Nonlinear programming solutions to the
nonstationary Markov model . . . . . . . 1169--1190
Moon T. Huh Computation of percentage points . . . . 1191--1198
Robert E. Johnson A convolution algorithm for calculating
coefficients of Jensen's bivariate $F$
distribution . . . . . . . . . . . . . . 1209--1213
Adnan M. Awad and
Mohammed A. Shayib Tail area revisited . . . . . . . . . . 1215--1234
Christy Chuang Analyzing an ordinal pharmaceutical data
set with a categorical covariate using
monotone-scores models . . . . . . . . . 1--15
Allie Keller-McNulty and
James J. Higgins Effect of tail weight and outliers on
power and Type-I error of robust
permutation tests for location . . . . . 17--35
Paul van der Laan and
Brand van Putten Extensive tables of exact critical
values of the nomparametric two-sample
Halperin test for censored samples, and
comparison with the normal approximation 37--53
Jürg Hüsler On the two-sample adaptive
distribution-free test . . . . . . . . . 55--68
Schuster Eugene F. and
Richard C. Barker Using the bootstrap in testing symmetry
versus asymmetry . . . . . . . . . . . . 69--84
Rhonda C. Magel and
Doris Hertsgaard A collinearity diagnostic for nonlinear
regression . . . . . . . . . . . . . . . 85--97
Ross S. Sparks Selecting estimators and variables in
the seemingly unrelated regression model 99--127
Jyh-Cherng Shyu and
D. B. Owen $B$-expectation tolerance intervals for
the double exponential distribution . . 129--139
Mukul M. Mittal and
Ram C. Dahiya Estimating the parameters of a doubly
truncated normal distribution . . . . . 141--159
E. M. Keramidas and
S. J. Devlin and
R. Gnanadesikan A graphical procedure for comparing the
principal components of several
covariance matrices . . . . . . . . . . 161--191
Maia Berkane and
P. M. Bentler Characterizing parameters of
multivariate elliptical distributions 193--198
Roger B. Nelsen Discrete bivariate distributions with
given marginals and correlation . . . . 199--208
Samuel S. Shapiro and
Carlos W. Brain $W$-test for the Weibull distribution 209--219
Dong Hopark and
V. Susarla and
J. Van Ryzin Small sample study on estimators of life
distributions and of mean survival times
using randomly censored data . . . . . . 221--232
Walter T. Federer Fractional replication in simulation
studies . . . . . . . . . . . . . . . . 233--237
Manel Cooray-Wijesinha and
Andrew I. Khuri The sequential generation of
multiresponse $D$-optimal designs when
the variance-covariance matrix is not
known . . . . . . . . . . . . . . . . . 239--259
Douglas M. Bates and
Mary J. Lindstrom and
Grace Wahba and
Brian S. Yandell GCVPACK --- routines for generalized
cross validation . . . . . . . . . . . . 263--297
Pieter M. Kroorienberg and
Albert Verbeek Comments on ``A generalization of
Fisher's exact test in $ p \times q $
contingency tables using more concordant
relations'' . . . . . . . . . . . . . . 301--306
Anonymous Editorial Board . . . . . . . . . . . . ebi--ebii
Russell F. Kappenman Improved distribution quantile
estimation . . . . . . . . . . . . . . . 307--320
Chinying J. Wang and
Jagdish S. Rustagi A Monte Carlo study of the effect of
grouping on Cox's regression model . . . 321--331
Víctor J. Yohai and
Nélida E. Ferretti Tests based on weighted rankings in
complete blocks: exact distribution and
Monte Carlo simulation . . . . . . . . . 333--347
T. Elperin and
I. Gertsbakh Maximum likelihood estimation in a
Weibull regression model with Type-1
censoring: a Monte Carlo study . . . . . 349--371
P. A. Al-Baidhani and
C. D. Sinclair Comparison of methods of estimation of
parameters of the Weibull distribution 373--384
Barry L. Nelson A perspective on variance reduction in
dynamic simulation experiments . . . . . 385--426
Michael E. Tarter and
William R. Freeman A graphical procedure for distinguishing
between two data analysis pitfalls . . . 427--437
William H. Fellner Sparse matrices, and the estimation of
variance components by likelihood
methods . . . . . . . . . . . . . . . . 439--463
Dale F. Kraemer and
Robert F. Woolson A comparison of tests of homogeneity for
sparse contingency tables . . . . . . . 465--483
Virgil R. Marco and
Dean M. Young and
Danny W. Turner The Euclidean distance classifier: an
alternative to the linear discriminant
function . . . . . . . . . . . . . . . . 485--505
John P. Klein and
M. L. Moeschberger Independent or dependent competing
risks: does it make a difference . . . . 507--533
Guido Giani Designing selection experiments with
Bernoulli populations . . . . . . . . . 535--549
Thomas B. Fomby Small sample efficiency gains from a
first observation correction for
Hatanaka's estimator of the lagged
dependent variable-serial correlation
regression model . . . . . . . . . . . . 551--570
A. J. Baczkowski and
K. V. Mardia Approximate lognormality of the sample
semi-variogram under a Gaussian process 571--585
D. J. Groggel A Monte Carlo study of rank tests for
block designs . . . . . . . . . . . . . 601--620
Hermanus H. Lemmer A test for the median, combining the
sign and signed-rank tests . . . . . . . 621--627
Edward P. Markowski Comparing tests judged asymptotically
equally efficient . . . . . . . . . . . 629--643
Adnan M. Awad and
Talib H. Sarie A comparative study of tests of
independence . . . . . . . . . . . . . . 645--671
Bruce Jay Collings String decomposition of full-period
Tausworthe sequences . . . . . . . . . . 673--678
Merran A. Evans The twelfth order analogue of the
Durbin--Watson test . . . . . . . . . . 679--688
William M. Bolstad An estimation method for the seemingly
unrelated regression model with
contemporaneous covariances based on an
efficient recursive algorithm . . . . . 689--698
Bruce Levin Conditional likelihood analysis in
stratum-matched retrospective studies
with polytomous disease states . . . . . 699--718
David H. Young and
Saad T. Bakir Testing exponential regression against a
gamma alternative . . . . . . . . . . . 719--734
Richard D. McArthur An evaluation of sample designs for
estimating a locally concentrated
pollutant . . . . . . . . . . . . . . . 735--759
Yogendra P. Chaubey and
Tryambakeshwar D. Dwivedi Efficiency of regression method in
estimating hazard rate from grouped
survival data . . . . . . . . . . . . . 761--769
Mary Ann O'Gorman and
Raymond H. Myers Measures of error with outliers in
regression . . . . . . . . . . . . . . . 771--789
Brett A. Inder Bias in the ordinary least squares
estimator in the dynamic linear
regression model with autocorrelated
disturbances . . . . . . . . . . . . . . 791--815
M. S. Patel and
M. M. Manene Step-wise group screening with equal
prior probabilities and no errors in
observations . . . . . . . . . . . . . . 817--833
Badrig M. Kurkjian and
George Q. Strong and
Marvin J. Karson Reliability estimation for the
exponential distribution . . . . . . . . 835--853
Kazuhiro Ohtani On the use of the Graybill--Deal
estimator when two normal population
means may not be common . . . . . . . . 855--870
Jerome F. Eastham and
Vincent N. LaRiccia and
John H. Schenemeyer Small sample properties of the maximum
likelihood estimators for an alternative
parameterization of the three-parameter
lognormal distribution . . . . . . . . . 871--884
Andrew T. A. Wood The simulation of spherical
distributions in the Fisher-Bingham
family . . . . . . . . . . . . . . . . . 885--898
Mehdi Razzaghi A superiority problem in misspecified
restricted linear models . . . . . . . . 899--902
Anonymous Editorial Board . . . . . . . . . . . . ebi--ebii
M. L. Tiku A robust procedure for testing an
assumed value of the population
correlation coefficient . . . . . . . . 907--924
Bruno Betr\`o and
Ryszard Zieli\'nski A Monte Carlo study of a Bayesian
decision rule concerning the number of
different values of a discrete random
variable . . . . . . . . . . . . . . . . 925--938
Anonymous Within row pairwise comparisons in a
two-way ANOVA design . . . . . . . . . . 939--955
Neil C. Schwertman An alternative procedure for determining
analysis of variance sample size . . . . 957--967
Robert E. Odeh and
Min Younchou and
D. B. Owen The precision for coverages and sample
size requirements for normal tolerance
intervals . . . . . . . . . . . . . . . 969--985
Francisco J. Aranda-Ordaz Relative efficiency of the Kaplan--Meier
estimator under contamination . . . . . 987--997
Michael Haber A comparison of some conditional and
unconditional exact tests for $ 2 \times
2 $ contingency tables . . . . . . . . . 999--1013
G. B. Khosrovshahi and
E. S. Mahmoodian A linear algebraic algorithm for
reducing the support size of $t$-designs
and to generate a basis for trades . . . 1015--1038
Yuchung J. Vang An approximation of multivariate normal
orthant probabilities of dimension $4$
o: a contingency-table approach . . . . 1039--1049
Susan M. Sanchez Small-sample performance of a modified
least-failures sampling procedure for
Bernoulli subset selection . . . . . . . 1051--1065
Robert E. Bechhofer and
David M. Goldsman Truncation of the
Bechhofer--Kiefer--Sobel sequential
procedure for selecting the normal
population which has the largest mean 1067--1092
Ravindra Khattree On selection with restriction . . . . . 1093--1103
Subir Ghosh and
Roberto Gomez Interpenetrating subsampling regression
estimation with or without jackknifing 1105--1116
John L. Maryak On the asymptotic properties of
parameter estimates in a regression
model with non-normally distributed
errors . . . . . . . . . . . . . . . . . 1117--1121
E. Olusegun George and
Meenakshi Sivaram A modification of the Fisher-Cornish
approximation for the Student $t$
percentiles . . . . . . . . . . . . . . 1123--1132
R. Clifford Blair and
Shlomo S. Sawilowsky and
James J. Higgins Limitations of the rank transform
statistic in tests for interactions . . 1133--1145
K. O. Bowman and
L. R. Shenton and
H. K. Lam Simulation and estimation problems
associated with the $3$-parameter gamma
density . . . . . . . . . . . . . . . . 1147--1188
K. O. Bowman and
L. R. Shenton Sums of powers of binomial coefficients 1189--1207
E. Jacquelin Dietz A comparison of robust estimators in
simple linear regression . . . . . . . . 1209--1227
Anonymous Editorial Board . . . . . . . . . . . . ebi--ebii
Camilla A. Brooks and
Rhonda R. Clark and
Alula Hadgu and
Arthur M. Jones The robustness of the logistic risk
function . . . . . . . . . . . . . . . . 1--24
N. Balakrishnan and
M. Y. Leung Order statistics from the Type I
generalized logistic distribution . . . 25--50
N. Balakrishnan and
M. Y. Leung Means, variances and covariances of
order statistics BLUE's for the Type I
generalized logistic . . . . . . . . . . 51--84
Sohair M. F. Higazi and
C. Mitchell Dayton Tables for a multivariate extension of
the Dunnett test when the control group
and balanced experimental groups have
different sample sizes . . . . . . . . . 85--101
Robert E. Bechhofer and
David M. Goldsman Truncation of the
Bechhofer--Kiefer--Sobel sequential
procedure for selecting the normal
population which has the largest mean
(ii): $2$-factor experiments with no
interaction . . . . . . . . . . . . . . 103--128
Carl M.-S. Lee and
Karan P. Singh On the $t$ cumulative probabilities . . 129--135
M. A. M. Ali Mousa Studying the risk of the linear
empirical Bayes estimate of the binomial
parameter $p$ . . . . . . . . . . . . . 137--152
L. A. Smith and
R. L. Sielken, Jr. Bootstrap bounds for ``safe'' doses in
the multistage cancer dose-response
model . . . . . . . . . . . . . . . . . 153--175
Ahmad Parsian On the admissibility of estimators of
the zero class in Poisson populations 177--186
Heleno Bolfarine Finite population prediction under
dynamic generalized linear models . . . 187--207
Jörg Lauterbach and
Peter Stahlecker Approximate minimax estimation in linear
regression: a simulation study . . . . . 209--227
Martin Schader and
Friedrich Schmid Small sample properties of the maximum
likelihood estimators of the parameters
$ \mu $ and $ \sigma $ from a grouped
sample of a normal population . . . . . 229--239
Thomas Kämpke On controlling variates in network
simulation . . . . . . . . . . . . . . . 241--249
James J. Swain Control variates for Monte Carlo
analysis of nonlinear statistical
models. IV. Nonnormal error
distributions . . . . . . . . . . . . . 251--274
Vincent C. Yen and
Albert H. Moore Modified goodness-of-fit test for the
Laplace distribution . . . . . . . . . . 275--281
C. Ming Wang One-sided confidence intervals for the
positive linear combination of two
variances . . . . . . . . . . . . . . . 283--292
Brian S. Yandell Algorithms for multidimensional
semiparametric GLM's . . . . . . . . . . 295--312
Anonymous Editorial Board . . . . . . . . . . . . ebi--ebii
D. B. Owen The starship . . . . . . . . . . . . . . 315--323
D. B. Owen and
Huaixiang Li The starship for point estimates and
confidence intervals on a mean and for
percentiles . . . . . . . . . . . . . . 325--341
K. O. Bowman and
L. R. Shenton Solutions to Johnson's S$_B$ and S$_U$ 343--348
S. B. Pope and
R. Gadh Fitting noisy data using cross-validated
cubic smoothing splines . . . . . . . . 349--376
David Jarjoura Smoothing hazard rates with cubic
splines . . . . . . . . . . . . . . . . 377--392
B. Schipp and
G. Trenkler and
P. Stahlecker Minimax estimation with additional
linear restrictions --- a simulation
study . . . . . . . . . . . . . . . . . 393--406
Josemar Rodrigues and
Heleno Bolfarine and
José Galvão Leite A Bayesian analysis in closed animal
populations from capture recapture
experiments with trap response . . . . . 407--430
G. W. Ryan and
W. B. Smith and
C. E. Gates Simulation study of wildlife density
estimators . . . . . . . . . . . . . . . 431--450
W. Robert Stephenson and
David Jacobson A comparison of nonparametric analysis
of covariance techniques . . . . . . . . 451--461
Robert A. Campbell A comparison of parametric and
nonparametric tests for detecting queue
waiting time differences . . . . . . . . 463--470
S. D. Walter and
L. W. Stitt Extended tables for moments of gamma
distribution order statistics . . . . . 471--487
Oliver D. Anderson and
Jan G. De Gooijer Sampled autocovariance and
autocorrelation results for linear time
processes . . . . . . . . . . . . . . . 489--513
Adi Raveh and
Gur Mosheiov Smoothing time-series data by nonmetric
polytone curves . . . . . . . . . . . . 515--536
C. K. Chauhan A class of single replicate orthogonal
designs . . . . . . . . . . . . . . . . 537--547
K. P. Hapuarachchi Sampling errors of analytic statistics:
an empirical investigation . . . . . . . 549--567
Zhaojun Bai Numerical treatment of restricted
Gauss--Markov model . . . . . . . . . . 569--579
Inge S. Helland On the structure of partial least
squares regression . . . . . . . . . . . 581--607
John Mandel and
Frank L. McCrackin An iterative self-weighting procedure
for fitting straight lines to
heteroscedastic data . . . . . . . . . . 609--635
Kao-Tai Tsai and
James A. Koziol A correlation type procedure for
assessing multivariate normality . . . . 637--651
J. S. Dagpunar Computer generation of random variates
from the tail of $t$ and normal
distributions . . . . . . . . . . . . . 653--661
Raj S. Chhikara and
Lih-yuan Deng Conditional inference in finite
population sampling under a calibration
model . . . . . . . . . . . . . . . . . 663--681
Donald Fridshal The probability of an ordering of
independent uniform random variables . . 685--687
Anonymous Editorial Board . . . . . . . . . . . . ebi--ebii
Ann Gould and
J. F. Laeless Estimation efficiency in lifetime
regression models when responses are
censored or grouped . . . . . . . . . . 689--712
Wonwoo Lee and
Jeffrey B. Birch Fractional principal components
regression: a general approach to biased
estimators . . . . . . . . . . . . . . . 713--727
Masuo Nomura On the almost unbiased ridge regression
estimator . . . . . . . . . . . . . . . 729--743
K. O. Ott and
H.-J Hoffmann Evaluation of the bias of the isotonic
regression . . . . . . . . . . . . . . . 745--764
G. B. Khosrovshahi and
E. S. Mahmoodian On BIB designs with various support
sizes for $ v = 9 $ and $ k = 3 $ . . . 765--770
Heiko Becher On optimal experimental design under
spatial correlation structures for
square and nonsquare plot designs . . . 771--780
Charles Anderson Gamma variates of fractional shape as
functionals of a homogeneous
multidimensional Poisson process . . . . 781--787
H. L. MacGillivray and
Kevin P. Balanda Mixtures, myths and kurtosis . . . . . . 789--802
Subhash C. Kochar and
R. P. Gupta A Monte Carlo study of some
asymptotically optimal tests of
exponentiality against positive aging 803--811
Thomas W. O'Gorman and
Robert F. Woolson and
Michael P. Jones and
Jon H. Lemke A Monte Carlo study of three odds ratio
estimators and four tests of association
in several 2x2 tables when the data are
sparse . . . . . . . . . . . . . . . . . 813--835
Don B. Panton A PASCAL program for simulating stable
random variates . . . . . . . . . . . . 837--842
Terry E. Dielman and
Roger C. Pfaffenberger Bootstrapping in least absolute value
regression: an application to hypothesis
testing . . . . . . . . . . . . . . . . 843--856
Demissie Alemayehu Bootstrapping the latent roots of
certain random matrices . . . . . . . . 857--869
Baha M. D. Alkuzweny and
Donald A. Anderson A simulation study of bias in estimation
of variance by bootstrap linear
regression model . . . . . . . . . . . . 871--886
David J. Groggel and
D. D. Wackerly and
P. V. Rao Nonparametric estimation in one-way
random effects models . . . . . . . . . 887--903
Greg Taylor and
W. J. Conover A nonparametric confidence interval for
slope based on Spearman's rho . . . . . 905--916
Rhonda Magel A test for the equality of $k$ medians
against the simple tree alternative
under right censorship . . . . . . . . . 917--925
Kerrie Mengersen and
Eve Bofinger Confidence bounds and selection of the
$t$ best populations . . . . . . . . . . 927--945
S. Chakraborti and
M. M. Desu Generalizations of Mathisen's median
test for comparing several treatments
with a control . . . . . . . . . . . . . 947--967
Pinyuen Chen Closed inverse sampling procedure for
selecting the largest multinomial cell
probability . . . . . . . . . . . . . . 969--994
K. Lam An improved two-stage selection
procedure . . . . . . . . . . . . . . . 995--1006
Mohamed H. T. Limam and
David R. Thomas Simultaneous tolerance intervals in the
random one-way model with covariates . . 1007--1019
D. J. de Waal and
D. G. Nel A procedure to select a ML-II prior in a
multivariate normal case . . . . . . . . 1021--1035
Jan G. de Gooijer and
Pentti Saikkonen A specification strategy for order
determination in ARMA models . . . . . . 1037--1054
A. C. Kimber Testing upper and lower outlier pairs in
gamma samples . . . . . . . . . . . . . 1055--1072
Rong-Quan Cui and
Marion R. Reynolds, Jr. -Chart with runs and variable sampling
intervals . . . . . . . . . . . . . . . 1073--1093
Hong-Jie Sun A Fortran subroutine for computing
normal orthant probabilities of
dimensions up to nine . . . . . . . . . 1097--1111
Anonymous Editorial Board . . . . . . . . . . . . ebi--ebii
Jyh-Jen Horng Shiau and
Grace Wahba Rates of convergence of some estimators
for a semiparametric model . . . . . . . 1117--1133
Steven M. Snapinn and
James D. Knoke Bootstrapped and smoothed classification
error rate estimators . . . . . . . . . 1135--1153
Myunghee C. Paik Repeated measurement analysis for
nonnormal data in small samples . . . . 1155--1171
Leo W. G. Strijbosch and
Ronald J. M. M. Does Comparison of bias-reducing methods for
estimating the parameter in dilution
series . . . . . . . . . . . . . . . . . 1173--1190
Carl M.-S. Lee On the computation of $F$-cumulative
probabilities . . . . . . . . . . . . . 1191--1201
Rick L. Edgeman and
Robert C. Scott and
Robert J. Pavur A modified Kolmogorov--Smirnov test for
the inverse Gaussian density with
unknown parameters . . . . . . . . . . . 1203--1212
Masuo Nomura On exact small sample properties of the
minimax generalized ridge regression
estimators . . . . . . . . . . . . . . . 1213--1229
A. H. Lee and
M. J. Silvapulle Ridge estimation in logistic regression 1231--1257
Ralph A. Bradley and
Robert E. Odeh A generating algorithm for linear
trend-free and nearly linear trend-free
block designs . . . . . . . . . . . . . 1259--1280
Saeid B. Amini and
Robert F. Woolson Small-sample properties of
covariance-adjusted survivorship data
tests for treatment effect . . . . . . . 1281--1306
John E. Angus Inferences on the lognormal mean for
complete samples . . . . . . . . . . . . 1307--1331
Jerome Klotz An incomplete beta series with argument
x(l-x) . . . . . . . . . . . . . . . . . 1333--1337
Paul K. H. Lin The uniformly most powerful unbiased
tests involving the $F$-distribution . . 1339--1358
Linda W. Jennings and
Dean M. Young Extended critical values of the
multivariate extreme deviate test for
detecting a single spurious observation 1359--1373
Aydin Öztürk and
Serdar Koruko\uglu A new test for the extreme value
distribution . . . . . . . . . . . . . . 1375--1393
Dennis J. Charek and
Albert H. Moore and
Joseph W. Coleman A comparison of estimation techniques
for the three parameter Pareto
distribution . . . . . . . . . . . . . . 1395--1407
Norma A. Nelson and
Patricia F. Moodie Robust multivariate analysis of
variability . . . . . . . . . . . . . . 1409--1430
Elizabeth T. Huang and
Cary T. Isaki Variance estimation using auxiliary
information under a one unit per stratum
sample design . . . . . . . . . . . . . 1431--1447
R. J. Henery Asymptotic convergence in distribution
for Spearman's rank correlation
coefficient . . . . . . . . . . . . . . 1449--1452
Henry C. Thode, Jr. and
Hung Kung Liu and
Stephen J. Finch Large sample power of absolute moment
tests . . . . . . . . . . . . . . . . . 1453--1458
Benito V. Frosini Characterizations of variability
measures . . . . . . . . . . . . . . . . 1459--1481
W. K. Li and
Y. V. Hui An algorithm for the exact likelihood of
periodic autoregressive moving average
models . . . . . . . . . . . . . . . . . 1483--1494
Adrienne W. Kemp Simple algorithms for the Poisson modal
cumulative probability . . . . . . . . . 1495--1508
Stephen M. Scariano and
Terry A. Watkins An algorithm for computing nonparametric
estimators of change-points . . . . . . 1511--1532
Anonymous Editorial Board . . . . . . . . . . . . ebi--ebii
K. O. Bowman and
L. R. Shenton $ S_B $ and $ S_U $ distributions fitted
by percentiles: a general criterion . . 1--13
C. G. Khatri and
T. M. Pukkila and
C. Radhakrishna Rao Testing intraclass correlation
coefficients . . . . . . . . . . . . . . 15--30
Robert E. Bechhofer and
David M. Goldsman and
Christopher Jennison A single-stage selection procedure for
multi-factor multinomial experiments
with multiplicativity . . . . . . . . . 31--61
Robert E. Sechhofer and
David M. Goldsman Truncation of the
Bechhofer--Kiefer--Sobel sequential
procedure for selecting the normal
population which has the largest mean
(111): supplementary truncation numbers
and resulting performance
characteristics . . . . . . . . . . . . 63--81
Patricia A. Pepple Approximation methods for estimating
gamma means using a hierarchical
exchangeable model . . . . . . . . . . . 83--98
Mei-Ling Huang and
Karen Yuen Fung R-distribution and its applications . . 99--119
Sharon M. Homan A Comparison of plotting rules under L1
and L2 estimation of the Weibull scale
and shape parameters in situations of
small samples with possible censoring
and outliers . . . . . . . . . . . . . . 121--143
Larry Ammann and
John Van Ness Standard and robust orthogonal
regression . . . . . . . . . . . . . . . 145--162
Dawn W. Blackhurst and
Mark D. Schluchter Logistic regression with a partially
observed covariate . . . . . . . . . . . 163--177
Victor Aguirre-Torres and
A. and
R. Gallant and
Jorge Domínguez On choosing between two nonlinear models
estimated robustly. Some Monte Carlo
evidence . . . . . . . . . . . . . . . . 179--200
Lee-Ing Tong and
P. L. Cornelius Studies on the estimation of the slope
parameter in the simple linear
regression model with one-fold nested
error structure . . . . . . . . . . . . 201--225
Stefan Wellek On the use of asymptotic expansion in
computing the null distribution of
Page's $L$-statistic . . . . . . . . . . 227--235
Rand R. Wilcox Percentage points of a weighted
Kolmogorov--Smirnov statistic . . . . . 237--244
L. A. Franklin A note on the Edgeworth approximation to
the distribution of Spearman's Rho with
a correction to Pearson's approximation 245--252
Mei-Ling Ting Lee A moment test to identify uniformity . . 253--261
A. Adatia Moments of quasi-range from a gamma
distribution . . . . . . . . . . . . . . 263--279
Min Xie On the solution of renewal-type integral
equations . . . . . . . . . . . . . . . 281--293
C. S. Withers The distribution and cumulants of a
Studentised statistic . . . . . . . . . 295--318
I. N. Vuchkov and
D. L. Damgaliev and
A. N. Donev Generation of $D$-optimal designs in a
finite design space . . . . . . . . . . 319--337
M. S. Srivastava and
Y. M. Chan A comparison of bootstrap method and
Edgeworth expansion in approximating the
distribution of sample variance --- one
sample and two sample cases . . . . . . 339--361
L. Baringhaus and
R. Danschke and
N. Henze Recent and classical tests for normality
--- a comparative study . . . . . . . . 363--379
William J. Kennedy and
James E. Gentle Algorithm section . . . . . . . . . . . 381--381
Lawrence J. Emrich and
Mark F. Brady Stochastic curtailment and power
calculations for long-term clinical
trials via simulation . . . . . . . . . 383--395
Keith R. Eberhardt and
Robert W. Mee and
Charles P. Reeve Computing factors for exact two-sided
tolerance limits for a normal
distribution . . . . . . . . . . . . . . 397--413
Anonymous Editorial Board . . . . . . . . . . . . ebi--ebii
Nariaki Sugiura and
Hiromi Sasamoto Locally best invariant test for outliers
in a gamma type distribution . . . . . . 415--427
Robert E. Odeh Simultaneous Two-Sided Prediction
Intervals to Contain at Least $l$ Out of
$k$ Future Means from a Normal
Distribution . . . . . . . . . . . . . . 429--457
Greta M. Ljung A Note on the Estimation of Missing
Values in Time Series . . . . . . . . . 459--465
Ken Hung and
Frank B. Alt The Effect of Misspecification in Vector
Autoregressive Moving Average Models on
Parameter Estimation and Forecasting . . 467--479
D. L. Hawkins Some Practical Problems in Implementing
a Certain Sieve Estimator of the
Gaussian Mean Function . . . . . . . . . 481--500
Shyamal Das Peddada Two Non-Negative Estimators for the
Model With a Common Mean . . . . . . . . 501--512
J. V. Carnahan Maximum Likelihood Estimation for the
$4$-Parameter Beta Distribution . . . . 513--536
Erdogan Günel and
Daniel Chilko Estimation of Parameter $n$ of the
Binomial Distribution . . . . . . . . . 537--551
John D. Spurrier and
Josephine Wilson and
James W. Park A Generalized Distance Multi-Sample Test
of Normality With Applications to
Process Control . . . . . . . . . . . . 553--569
M. L. Tuku and
N. Balakrishnan and
R. S. Ambagaspittya Error Rates of a Robust Classification
Procedure Based on Dichotomous and
Continuous Random Variables . . . . . . 571--588
Zvi Lerman and
Edna Schechtman Detecting a Change in the Correlation
Coefficient in a Sequence of Bivariate
Normal Variables . . . . . . . . . . . . 589--599
Mohamed M. Bugaighis Comparative Study of BLU and ML
Estimators of Location and Scale
Parameters of an Extreme Value
Distribution for Small Samples and Type
I Censorship . . . . . . . . . . . . . . 601--611
I. U. H. Mian and
M. M. Shoukri and
D. S. Tracy A Comparison of Significance Testing
Procedures for the Intraclass
Correlation from Family Data . . . . . . 613--631
Yoshinori Fujii Test for the Equality of Marginal
Distributions on Positively Dependent
Bivariate Survival Data . . . . . . . . 633--642
Clovis A. Peres and
Subhash C. Narula An Approximate Closed Form Solution for
a Quadratic Dose-Response Model . . . . 643--653
Peter A. W. Lewis and
Richard L. Ressler and
R. Kevin Wood Variance Reduction Using Nonlinear
Controls and Transformations . . . . . . 655--672
Luis L. Firinguetti A Simulation Study of Ridge Regression
Estimators with Autocorrelated Errors 673--702
J. S. Dagpunar An Easily Implemented Generalised
Inverse Gaussian Generator . . . . . . . 703--710
Martin T. Wells Basu's Lemma and Goodness-of-Fit Tests 711--717
R. W. Farebrother Some Early Work on the Duality Between
Points and Lines . . . . . . . . . . . . 719--727
Derrick S. Tracy and
Khushnood A. Khan Comparison of Some MRPP and Standard
Rank Tests for Two Unequal Samples . . . 729--756
Saad T. Bakir Analysis of Means Using Ranks . . . . . 757--776
P. K. Tandon and
M. L. Moeschberger Comparison of Nonparametric and
Parametric Methods in Repeated Measures
Designs --- a Simulation Study . . . . . 777--792
Abdul R. Kabib and
Michael R. Harwell An empirical study of the Type I error
rate and power for some selected
normal-theory and nonparametric tests of
the independence of two sets of
variables . . . . . . . . . . . . . . . 793--826
William J. Kennedy and
James E. Gentle Algorithm Section Coeditors . . . . . . 827--827
M. R. Osborne Lad for Multiway Tables . . . . . . . . 829--834
J. P. De Los Reyes Optimizing Linear Functions of Random
Variables having a Joint Multinomial or
Multivariate Normal Distribution . . . . 835--856
Larry P. Ammann Robust Principal Components . . . . . . 857--874
Curtis N. Barton and
Elliot C. Cramer Hypothesis Testing in Multivariate
Linear Models with Randomly Missing Data 875--895
N. Sambamoorthi Information Theoretic Criterion Approach
to Dimensionality Reduction in
Multinomial Logistic Regression Models:
Part II: Some Simulations . . . . . . . 897--908
Calvin S. Y. Chun and
Olive Jean Dunn and
Mimi C. Yu Tests on the Equality of Two Multiple
Correlation Coefficients . . . . . . . . 909--928
Harald E. Krogstad Simulation of Multivariate Gaussian Time
Series . . . . . . . . . . . . . . . . . 929--941
Paul Rech and
Paul Schmidbauer and
Jamie Eng Least Absolute Regression Revisited A
Simple Labeling Method for Finding a Lar
Line . . . . . . . . . . . . . . . . . . 943--955
Cu D. Ha and
Subhash C. Narula Perturbation analysis for the minimum
sum of absolute errors regression . . . 957--970
Anant M. Kshirsagar and
Min-Chu Lin Reinforcement of Response Surface
Designs . . . . . . . . . . . . . . . . 971--984
Ronald Bremer Numerical Study of Small Sample
Variances of Estimators of Variance
Components in the Two-Way Factorial
Model . . . . . . . . . . . . . . . . . 985--1009
James J. Swain and
Bruce W. Schmeiser Control Variates for Monte Carlo
Analysis of Nonlinear Statistical
Models, I: Overview . . . . . . . . . . 1011--1036
Vijay G. Panchang and
Ramesh C. Gupta On the Determination of Three-Parameter
Weibull MLE's . . . . . . . . . . . . . 1037--1057
M. F. Hutchinson A Stochastic Estimator of the Trace of
the Influence Matrix for Laplacian
Smoothing Splines . . . . . . . . . . . 1059--1076
Lawrence M. Leemis and
Li-Hsing Shih Exponential Parameter Estimation for
Data Sets Containing Left and Right
Censored Observations . . . . . . . . . 1077--1085
John P. Klein and
Melvin L. Moeschberger The Robustness of Several Estimators of
the Survivorship Function with Randomly
Censored Data . . . . . . . . . . . . . 1087--1112
Edward E. Gbur and
Robert A. Collins Estimation of the Moment Generating
Function . . . . . . . . . . . . . . . . 1113--1134
Helmut P. Dudel and
Charles E. Hall, Jr. and
Siegfried H. Lehnigk Parameter Estimation Algorithms for the
Hyper-Gamma Distribution Class . . . . . 1135--1153
Paul S. Horn A Prediction Interval for M Estimators 1155--1167
J. M. Prada Sánchez and
X. L. Otero Cepeda The use of Smooth Bootstrap Techniques
for Estimating the Error Rate of a
Prediction Rule . . . . . . . . . . . . 1169--1186
B. N. Pandey and
H. J. Malik Estimation of the mean and the
reciprocal of the mean of the inverse
Gaussian distribution . . . . . . . . . 1187--1201
S. K. McCune and
E. D. McCune Modified Edgeworth and Cornish-Fisher
Expansions with Unknown Cumulants and no
Singularities . . . . . . . . . . . . . 1203--1221
Peter A. Lachenbruch and
Virginia F. Flack Considerations for Effective Simulation
Study Analysis . . . . . . . . . . . . . 1223--1240
Bryan F. J. Manly and
J. C. W. Rayner Comments on a Paper by Lachenbruch and
Flack . . . . . . . . . . . . . . . . . 1241--1244
Walter W. Hauck and
Sharon Anderson Comment on ``Considerations for
Effective Simulation Study Analyses'' 1245--1248
Anonymous Rejoinder . . . . . . . . . . . . . . . 1249--1250
V. Soundararajan and
V. Kuralmani Multiple Sampling Inspection Plans for
Attributes . . . . . . . . . . . . . . . 1251--1274
Jain Chung and
Terry Obert Pittman A Simple Method for Computing the ARL of
[ILM0001]-Charts with Zone Tests . . . . 1275--1293
Steven G. Rhiel An Improved Range Estimator of Sigma for
Determining Sample Sizes . . . . . . . . 1295--1309
Tej Dhakar and
T. H. Mattheiss Determining the Size of a Finite
Population of Different Objects from a
Finite Sample taken at Random with
Replacement . . . . . . . . . . . . . . 1311--1323
Andrew P. Soms Exact Confidence Intervals, Based on the
Z Statistic, for the Difference Between
Two Proportions . . . . . . . . . . . . 1325--1341
Ramesh C. Gupta and
S. N. U. A. Kirmani On predicting repair times in a minimal
repair process . . . . . . . . . . . . . 1359--1368
Ramesh C. Gupta and
S. N. U. A. Kirmani On Predicting Repair Times in a Minimal
Repair Process . . . . . . . . . . . . . 1359--1368
Udo Kamps and
Heinz Weingarten Maximum Likelihood Estimation of a
Poisson Parameter in a Model of
Equioverlapping Samples: A Simulation
Study . . . . . . . . . . . . . . . . . 1369--1379
Peter J. Danaher Simulating Media Exposure Distributions 1381--1392
M. Donegani Simulated Power Curves for some Location
Tests . . . . . . . . . . . . . . . . . 1393--1400
Larry A. Lucas and
Tim Robertson and
F. T. Wright Approximating the Level Probabilities
for a Unimodal Ordering . . . . . . . . 1401--1420
Herbert Moskowitz and
Hsien-Tsang Tsai An error-bounded polynomial
approximation for bivariate normal
probabilities . . . . . . . . . . . . . 1421--1437
Andrew T. A. Wood An F Approximation to the Distribution
of a Linear Combination of Chi-squared
Variables. . . . . . . . . . . . . . . . 1439--1456
Robert E. Bechhofer and
David M. Goldsman Truncation of the
Bechhofer--Kiefer--Sobel Sequential
Procedure for Selecting the Normal
Population which has the Largest Mean
(III): Supplementary Truncation Numbers
and Resulting Performance
Characteristics . . . . . . . . . . . . 1457--1464
Mohammed A. Shayib The Procedure for Selection of
Transformations from the Johnson System 1457--1464
M. M. Shoukri and
P. C. Consul Bayesian Analysis of a Generalized
Poisson Distribution . . . . . . . . . . 1465--1480
Samir Moustafa Shaarawy Bayesian Inferences and Forecasts With
Multiple Autoregressive Moving Average
Models . . . . . . . . . . . . . . . . . 1481--1509
R. B. Holmes On Random Correlation Matrices IL The
Toeplitz Case . . . . . . . . . . . . . 1511--1537
Denis F. Strenzwilk and
Michael P. Meredith and
Walter T. Federer A two dimensional ARMA model for the
simulation of IR backgrounds . . . . . . 1539--1555
Robert E. Odeh Simultaneous one-sided Prediction
Intervals to Contain all of $k$ Future
Means from a Normal Distribution . . . . 1557--1585
Kartik R. Patel An Extension of the Normal/Independent
Family for Studies of Robust Estimators 1587--1602
Bovas Abraham and
A. Adatia and
James Albert and
Saeid B. Amini and
Graig F. Ansley and
N. Balakrishnan and
Charles K. Bayne and
Kenneth N. Berk and
Kenneth J. Berry and
C. Champ and
John P. Chandler and
Yogendra P. Chaubey and
Peyton Cook and
Ram C. Dahiya and
Dipak Dey and
A. H. Feiveson and
William H. Fellner and
Thomas B. Fomby and
Y. Fujikoshi and
D. V. Gokhale and
Joel B. Greenhouse and
Paul A. Games and
Ramesh C. Gupta and
Irwin Guttman and
D. L. Hawkins and
W. W. Hauck and
James J. Higgins and
Paul Hinz and
C. T. Isaki and
S. Jeyaratnam and
Michael P. Jones and
Robert Keener and
R. M. Korwar and
H. K. Lam and
Kwan Lee and
Huaixiang Li and
B. D. Macpherson and
Henrick J. Malik and
B. F. J. Manly and
Edward R. Mansfield and
Nathan Mantel and
R. D. Martin and
John I. McCool and
Robert Mee and
H. Moors and
N. Mukhopadhyay and
P. B. Nagarsenker and
Peter R. Nelson and
M. R. Nenno and
S. K. Perng and
Poduri S. R. S. Rao and
J. C. W. Rayner and
Roch Roy and
R. T. Rust and
M. Anthony Schork and
Noriaki Seto and
L. R. Shenton and
G. R. Shorack and
J. J. Shuster and
D. G. Simpson and
Eric V. Slud and
L. Strijbosch and
William H. Swallow and
Georgia Thompson and
M. L. Tiku and
Steven Vardeman and
Y. Vardi and
William Warde and
Sanford Weisberg and
Thomas K. Witt and
Dennis A. Wolf and
Robert A. Wolfe and
W. A. Woodward and
Linda J. Young Referee Recognition . . . . . . . . . . 1603--1605
Anonymous Editorial Board . . . . . . . . . . . . ebi--ebii