Statistics & Probability Letters

1982 - 2025

Current editor(s): Somnath Datta and Hira L. Koul

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Volume 4, issue 6, 1986

A note on improved variance bounds for certain bounded unimodal distributions pp. 273-274

John W. Seaman, Dean M. Young and Virgil R. Marco

Approximations of weighted empirical and quantile processes pp. 275-280

Miklós Csörgóo and Lajos Horvath

Bounds for the difference between median and mean of gamma and poisson distributions pp. 281-283

Jeesen Chen and Herman Rubin

Dispersive ordering and the total time on test transformation pp. 285-288

Jaroslaw Bartoszewicz

Self orthogonal Knut Vik designs pp. 289-289

K. Afsarinejad

Optimal design for an inverse Gaussian regression model pp. 291-294

Arthur Fries and Gouri K. Bhattacharyya

Multivariate new better than used in expectation distributions pp. 295-301

A. P. Basu and Nader Ebrahimi

On robust estimation of location for arbitrarily right-censored data pp. 303-308

Stephanie J. Green and John J. Crowley

Asymptotic properties of maximum likelihood estimators from dependent observations pp. 309-311

Y. Ranakrishna Sarma

The stuttering generalized waring distribution pp. 313-318

John Panaretos and Evdokia Xekalaki

Bayesian estimation of the reliability function of the inverse gaussian distribution pp. 319-323

S. K. Sinha

The log-linear model with a generalized gamma distribution for the error: A Bayesian approach pp. 325-332

Jorge Alberto Achcar and Heleno Bolfarine

Moments of elliptically distributed random variates pp. 333-335

Maia Berkane and P. M. Bentler

A finite sample estimate of the variance of the sample median pp. 337-342

Simon J. Sheather

Some remarks on stochastic differential equations in the plane with local lipschitz coefficients pp. 343-348

Marta Sanz-Solé

Volume 4, issue 5, 1986

Inconsistency of the misspecified proportional hazards model pp. 219-222

Terence J. O'neill

Clusure of the NBUE and DMRL classes under formation of parallel systems pp. 223-225

A. Abouammoh and E. El-Neweihi

A note on some model selection criteria pp. 227-230

John J. Peterson

A note on De Moivre's limit theorems: Easy proofs pp. 231-232

Ernst Lykke Jensen and Holger Rootzén

A new proof of the approximate sufficiency of sparse order statistics pp. 233-235

Rolf-Dieter Reiss

Conditional expected durations of play given the ultimate outcome for a correlated random walk pp. 237-243

A. Mukherjea and D. Steele

Estimates for the score function under random censoring pp. 245-251

Regina Y. Liu

On minimizing chi-square distances under the hypothesis of homogeneity or independence for a two-way contingency table pp. 253-258

D. Böhning and H. Holling

A quasi-random number generator with infinite period pp. 259-259

Ryszard Zielinski

Improving multi-way block designs at the cost of nuisance parameters pp. 261-264

Friedrich Pukelsheim and D. Michael Titterington

Diagnostics for penalized least-squares estimators pp. 265-272

R. L. Eubank and R. F. Gunst

Volume 4, issue 4, 1986

Mixed estimation in covariance structure models pp. 157-159

Douglas G. Bonett

How large must be the difference between local time and mesure du voisinage of Brownian motion? pp. 161-166

Miklós Csörgo, Lajos Horvath and Pál Révész

On the renewal measure for Gaussian sequences pp. 167-171

Fima C. Klebaner

On a fundamental optimality of the maximum likelihood estimator pp. 173-178

Ping Cheng and James C. Fu

The distribution of the 'finitely many times' in the strong law of large numbers pp. 179-182

Dieudonné Razanadrakoto and Norman C. Severo

The limit behavior of an interval splitting scheme pp. 183-186

Luc Devroye, Gerard Letac and Vanamamalai Seshadri

A note on strong mixing of ARMA processes pp. 187-190

Krishna B. Athreya and Sastry G. Pantula

Central limit theorem and increment conditions pp. 191-195

WanSoo T. Rhee

Dependence structures in which uncorrelatedness implies independence pp. 197-201

Devendra Chhetry, George Kimeldorf and Hassan Zahedi

Convergence rates for partially splined models pp. 203-208

John Rice

Another characterization of multivariate normal distribution pp. 209-210

B. L. S. Prakasa Rao and M. Sreehari

Successes, runs and longest runs pp. 211-215

Andreas N. Philippou and Frosso S. Makri

Volume 4, issue 3, 1986

A note on small-sample maximum probability estimation pp. 109-111

Lionel Weiss

On the prediction of means in a finite population pp. 113-118

Hsien-Ming Hung

Relationship between strictly collapsible and perfect contingency tables pp. 119-122

Linda June Davis

An asymptotic test for redundancy of variables in the comparison of two covariance matrices pp. 123-126

Bernhard N. Flury

On M and P estimators that have breakdown point equal to pp. 127-131

Min-Te Chao

Efficient estimation of the reciprocal of the density quantile function at a point pp. 133-139

Gutti Jogesh Babu

On the optimality of balanced sampling pp. 141-144

G. M. Tallis

A note on Bayes empirical Bayes estimation by means of Dirichlet processes pp. 145-150

Lynn Kuo

On a class of asymptotic distributions in redundancy with renewals pp. 151-155

Z. Khalil

Volume 4, issue 2, 1986

Another interpretation of the EM algorithm for mixture distributions pp. 53-56

Richard J. Hathaway

An estimator for the mean of an exponential distribution with random right-censoring pp. 57-59

Wolfgang Stadje

Another conjugate family for the normal distribution pp. 61-64

K. B. Athreya

Implementing empirical characteristic function procedures pp. 65-67

A. H. Welsh

On the estimation of the quantile density function pp. 69-73

Michael Falk

Confidence intervals based on interpolated order statistics pp. 75-79

Thomas P. Hettmansperger and Simon J. Sheather

Estimation of influence functions pp. 81-85

Murray D. Burke and Lajos Horvath

The use of historical control information in modelling dose response relationships in carcinogenesis pp. 87-93

Robert T. Smythe, Daniel Krewski and Duncan Murdoch

The log-likelihood ratio for sparse multinomial mixtures pp. 95-99

D. Zelterman

Successes, runs and longest runs pp. 101-105

Andreas N. Philippou and Frosso S. Makri

Volume 4, issue 1, 1986

Modified Kent's statistics for testing goodness of fit for the Fisher distribution in small concentrated samples pp. 1-4

Louis-Paul Rivest

Martingale inequalities and the Jackknife estimate of variance pp. 5-6

WanSoo T. Rhee and Michel Talagrand

A trivariate version of 'Lévy's equivalence' pp. 7-8

Gordon Simons

A general solution for the epidemic with carriers pp. 9-15

J. Booth, J. Gani, M. -P. Malice, H. Mansouri and G. Maravankin

On admissibility in various classes of quadratic estimators pp. 17-19

Czeslaw Stepniak

Bounds for the variance of functions of random variables by orthogonal polynomials and Bhattacharya bounds pp. 21-23

T. Cacoullos and V. Papathanasiou

A stochastic Gompertz birth-death process pp. 25-28

W. Y. Tan

Proportionality of k covariance matrices pp. 29-33

Bernhard K. Flury

A note on the missing value principle and the EM-Algorithm for estimation and prediction in sampling from finite populations with a multinormal superpopulation model pp. 35-37

S. Zacks and Josemar Rodriguez

A statistic for measuring the balance of a sample pp. 39-41

Richard W. Andrews

Regular variation and domains of attraction in pp. 43-45

Mark M. Meerschaert

Lorenz ordering of means and medians pp. 47-49

Barry C. Arnold and Jose A. Villaseñor

To: On the product of symmetric random variables pp. 51-51

G. G. Hamedani and G. G. Walter