Statistics & Probability Letters

1982 - 2025

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

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Volume 23, issue 4, 1995

On the Fisher information in type-I censored and quantal response data pp. 297-306

I. Gertsbakh

A characterization of a bivariate geometric distribution pp. 307-311

Kai Sun and Asit P. Basu

On the minimum of independent geometrically distributed random variables pp. 313-326

Gianfranco Ciardo, Lawrence M. Leemis and David Nicol

On Stein-Chen factors for Poisson approximation pp. 327-332

Timothy C. Brown and Aihua Xia

On confidence regions induced by the Wilcoxon rank sum test pp. 333-338

Vibeke Horstmann

Maximum stability and a generalization pp. 339-342

M. Sreehari

Identifiability of full, marginal, and conditional factor analysis models pp. 343-350

Masamori Ihara and Yutaka Kano

Bounds for order statistics based on dependent variables with given nonidentical distributions pp. 351-358

Tomasz Rychlik

A Stochastic process arising in sequential experimentation pp. 359-365

W. Stadje

A condition for the nonexistence of ancillary statistics pp. 367-369

Arjun K. Gupta and Yining Wang

Designs through recoding of varietal and level codes pp. 371-380

M. N. Das, N. Giri and M. Ahmed

Volume 23, issue 3, 1995

A necessary and sufficient condition for the existence of the limiting probability of a tie for first place pp. 203-209

Yuliy Baryshnikov, Bennett Eisenberg and Gilbert Stengle

Bahadur and Hodges-Lehmann approximate efficiencies of tests based on spacings pp. 211-220

Jaroslaw Bartoszewicz

On the rate of convergence in the martingale CLT pp. 221-226

Alfredas Rackauskas

A note on the maximum of a random walk pp. 227-231

W. Stadje

A bound on the 1-error of a nonparametric density estimator with censored data pp. 233-238

K. B. Kulasekera

On a class of multivariate distributions closed under concomitance of order statistics pp. 239-242

K. Balasubramanian and N. Balakrishnan

A Kolmogorov inequality for the sum of independent Bernoulli random variables with unequal means pp. 243-245

Danny W. Turner, Dean M. Young and John W. Seaman

Some results on strong limit theorems for (LB)-space-valued random variables pp. 247-251

Xaingchen Wang, M. Bhaskara Rao and Deli Li

A V-optimal design for Scheffé's polynomial model pp. 253-258

Shuangzhe Liu and Heinz Neudecker

Lower limits of iterated Wiener processes pp. 259-270

Z. Shi

Discrete Mittag-Leffler distributions pp. 271-274

R. N. Pillai and K. Jayakumar

Exact behavior of Gaussian seminorms pp. 275-280

Amir Dembo, Eddy Mayer-Wolf and Ofer Zeitouni

The sample mid-range and symmetrized extremal laws pp. 281-288

N. H. Bingham

Law of the iterated logarithm and local variations at zero of the sticky Brownian motion pp. 289-295

Madjid Amir and Frank B. Knight

Volume 23, issue 2, 1995

Finite exchangeability and linear regression pp. 105-110

Bruno Bassan and Marco Scarsini

A game with four players pp. 111-115

Derek K. Chang

On combining independent tests in linear models pp. 117-122

Scott M. Jordan and K. Krishnamoorthy

A note on the bias of L-estimators and a bias reduction procedure pp. 123-127

Xiaojing Xiang

The equivalence of two conditions for weight functions for martingales pp. 129-133

Xiang Qian Chang and Charles N. Moore

Convergence of increments for cumulative hazard function in a mixed censorship-truncation model with application to hazard estimators pp. 135-139

Minggao Gu

A note on sequential estimation of the mean pp. 141-149

Chikara Uno

The strong law of U-statistics with [phi]*-mixing samples pp. 151-155

Qiying Wang

Contorted uniform and Pareto distributions pp. 157-164

Boyan Dimitrov and Elart von Collani

Inconsistent maximum likelihood estimators for the Rasch model pp. 165-170

Malay Ghosh

A generalized class of estimators in linear regression models with multivariate-t distributed error pp. 171-178

R. Karan Singh, Sheela Misra and S. K. Pandey

On the limit distributions of sums of mixing Bernoulli random variables pp. 179-182

Wieslaw Dziubdziela

ANOVA and rank tests when the number of treatments is large pp. 183-191

Dennis D. Boos and Cavell Brownie

The approximate distribution of nonparametric regression estimates pp. 193-201

P. M. Robinson

Volume 23, issue 1, 1995

Hazard rate ordering of k-out-of-n systems pp. 1-8

Moshe Shaked and Jevaveerasingam Shanthikumar

Stationarity of independent sequences pp. 9-11

B. Lacaze

Dependency measure for sets of random events or random variables pp. 13-20

Jordan Stoyanov

The smallest uniform upper bound on the distance between the mean and the median of the binomial and Poisson distributions pp. 21-25

Kais Hamza

Asymptotic normality of pseudo-LS estimator for partly linear autoregression models pp. 27-34

Jiti Gao and Hua Liang

Intrinsic losses for empirical Bayes estimation: A note on normal and Poisson cases pp. 35-44

Dominique Fourdrinier and Christian P. Robert

Estimating statistical hypotheses pp. 45-52

Colin R. Blyth and Robert G. Staudte

An example in which the Lugannani-Rice saddlepoint formula fails pp. 53-61

James G. Booth and Andrew T. A. Wood

Another proof of a slow convergence result of Birgé pp. 63-67

Luc Devroye

Detecting a change in the intercept in multiple regression pp. 69-72

G. S. Watson

Estimation of quantile density function based on regression quantiles pp. 73-78

Yadolah Dodge and Jana Jurecková

Robust recursive estimation for correlated observations pp. 79-92

Irwin Guttman and Dennis K. J. Lin

On a class of bivariate compounded Poisson distributions pp. 93-104

H. Papageorgiou and Katerina M. David