Statistics & Probability Letters

1982 - 2025

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

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On tests of independence in a trivariate exponential distribution pp. 279-284: M. Samanta
The Spearman footrule and a Markov chain property pp. 285-289: Pranab Kumar Sen and Ibrahim A. Salama
On the invariance principle for differentiable statistical functionals pp. 291-293: William C. Parr
Asymptotic normality of some kernel-type estimators of probability density pp. 295-300: Richard C. Bradley
A simple Marquardt algorithm for the nonlinear least-squares problem pp. 301-305: Masashi Okamoto and Masamori Ihara
Estimation of the radius of a circle when the coordinates of a number of points on its circumference are observed: An example of bootstrapping pp. 307-311: H. N. Linssen and P. J. A. Banens
A simple diagonals-parameter symmetry and quasi-symmetry model pp. 313-316: Alan Agresti
Admissible estimators of the population total using trimming and Winsorization pp. 317-321: Stephen Vardeman and Glen Meeden
On Kersting's proof of the central limit theorem pp. 323-326: G. Ch. Pflug
Descriptive statistics for multivariate distributions pp. 327-332: Hannu Oja

A class of minimax estimators of a normal quantile pp. 217-221: Andrew L. Rukhin
An algorithm to obtain the critical values of the t, [chi]2 and F distributions pp. 223-227: Smiley W. Cheng and James C. Fu
Simultaneous equation estimation from undersized samples pp. 229-232: Denzil Fiebig, Sartaj A. Kidwai and Henri Theil
Random sequences of binary digits in which missing values can almost certainly be restored pp. 233-238: J. V. Howard
A lower bound for the pitman efficiency of Friedman type tests pp. 239-242: Günter Rothe
Asymptotic distribution of the discriminant function pp. 243-250: Miroslaw Krzysko
On comparing survival probabilities from discrete observations under unequal censoring pp. 251-257: Agnes Berger
On the correlation of a group of rankings with an external ordering relative to the internal concordance pp. 259-263: Albert D. Palachek and William R. Schucany
On the reliability of stochastic systems pp. 265-267: A. P. Basu and Nader Ebrahimi
Characterizations of mixtures of discrete distributions by a regression point pp. 269-272: T. Cacoullos
Estimators of scale parameters in linear regression pp. 273-277: H. L. Koul and V. Susarla

Nearest neighbours to nearest neighbours pp. 161-166: Trevor F. Cox
Asymptotic exponentiality of exit times pp. 167-170: Federico Marchetti
A generalized geometric distribution and some of its properties pp. 171-175: Andreas N. Philippou, Costas Georghiou and George N. Philippou
A note on Hájek projections and the influence curve pp. 177-179: William C. Parr
A remark on the fluctuation behavior of I.I.D. Poisson random variables pp. 181-182: Andrew Rosalsky
A statistical test of unidimensionality of a parameter underlying Bernoulli trails with applications pp. 183-188: William Stout
Nonstationary Yule-Walker equations pp. 189-195: Marc Hallin and Jean-François Ingenbleek
Convergence rates of large deviations probabilities for point estimators pp. 197-202: Herman Rubin and Andrew L. Rukhin
A discrete analogue and elementary derivation of 'Lévy's equivalence' for Brownian motion pp. 203-206: Gordon Simons
Multicollinear effects of weighted least squares regression pp. 207-211: Dovalee Dorsett, Richard F. Gunst and Eugene C. Gartland
A note on spectral decomposition and maximum likelihood estimation in models with balanced data pp. 213-215: Tom Wansbeek and Arie Kapteyn

On an upper bound of Sanov's inequality for the probability of a large deviation pp. 107-113: James C. Fu
Independent scale-free spacings for the exponential and uniform distributions pp. 115-119: Trevor J. Sweeting
Unbiased estimation of finite population variance using auxiliary information pp. 121-124: R. P. Gupta
A family of minimax estimators of a multivariate normal mean pp. 125-128: Tze Fen Li
One- and two-sample match statistics pp. 129-135: J. S. Rao and Ram C. Tiwari
A note on the 'underadjustment phenomenon' pp. 137-139: Herbert Robbins and Bruce Levin
Representations for eigenfunctions of expected value operators in the Wishart distribution pp. 141-145: Donald Richards
Strong law for the bootstrap pp. 147-150: K. B. Athreya
Simple estimators for the mean life in destructive attribute life tests pp. 151-154: Meir Azor and Peter Kubat
On the convergence of sequences of stationary jump Markov processes pp. 155-160: C. Costantini, A. Gerardi and G. Nappo

A note on a theorem of Berkes and Philipp for dependent sequences pp. 53-55: AndréRobert Dabrowski
Determining classes and independence pp. 57-59: G. L. O'Brien
Hierarchical classification of mathematical structures pp. 61-67: Christophe Perruchet
A quantile domain perspective on the relationships between optimal grouping, spacing and stratification problems pp. 69-73: R. L. Eubank
On the fallacy of the likelihood principle pp. 75-78: Hirotugu Akaike
Simplicity and credibility: A counterstrategy pp. 79-83: Irwin D. J. Bross
Extremes in autoregressive processes with uniform marginal distributions pp. 85-88: Michael R. Chernick and Richard A. Davis
Estimation of a mean in the presence of an extreme observation pp. 89-96: A. Feuerverger, I. Guttman and S. K. Sinha
The use of prediction analysis to develop groupings of survey questions pp. 97-101: E. Lusk and B. Cassileth
The conditioning of the maximum entropy covariance matrix and its inverse pp. 103-106: Delores Conway and Henri Theil

Preface pp. 1-1: Richard A. Johnson
Non-Gaussian series and series with non-zero means: Practical implications for time series analysis pp. 2-6: Eward J. Lusk and Haviland Wright
Maximum entropy interpretation of autoregressive spectral densities pp. 7-11: Emanuel Parzen
Backward and forward recurrence times, and their interrelationships in Bellman-Harris branching processes pp. 12-16: James R. Taylor
Some recent and new results on the maximum entropy distribution pp. 17-22: Henri Theil
A note on contiguity and L1-norm pp. 23-25: Michael G. Akritas
A multiple divergence criterion for testing between separate hypotheses pp. 26-30: K. R. Sawyer
A characteristic property of the exponential distribution pp. 31-32: Kenneth S. Kaminsky
Poisson on the poisson distribution pp. 33-35: Stephen M. Stigler
Holdings of financial assets: A Markov chain analysis pp. 36-40: John S. Anderson and Kenneth Clements
Expected cost bounds for the selection and ordering procedures based on binary-type questions pp. 41-45: Leon Pesotchinsky
Tests for simultaneously determining numbers of clusters and their shape with multivariate data pp. 46-50: Ashis Sen Gupta