Statistics & Probability Letters

1982 - 2025

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

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A note on moments of variables summing to normal order statistics pp. 337-341: Ruiguang Song and James A. Deddens
Multivariate normal distribution and multivariate order statistics induced by ordering linear combinations pp. 343-350: N. Balakrishnan
On estimating the total rate of the unobserved processes pp. 351-354: Tapan K. Nayak
Examples of inconsistent Bayes procedures based on observations on dynamical systems pp. 355-360: L. Mark Berliner and Steven N. MacEachern
Multivariate distributions with generalized Pareto conditionals pp. 361-368: Barry C. Arnold, Enrique Castillo and José María Sarabia
Note on the Schrödinger equation and I-projections pp. 369-375: L. Rüschendorf and W. Thomsen
A simple proof for the Kalman-Bucy smoothed estimate formula pp. 377-385: Marek Rutkowski
A note on nonlinear stochastic equations in Hilbert spaces pp. 387-394: Dariusz Gatarek
On mutual independence pp. 395-398: Gary L. Wise and Eric B. Hall
A simple condition for asymptotic optimality of linear predictions of random fields pp. 399-404: Michael L. Stein
Minimal number of support points for mini-max optimal designs pp. 405-409: Weng Kee Wong
Asymptotically design-unbiased predictors for two-stage sampling pp. 411-414: Josemar Rodrigues
Kendall's [tau] is equal to the correlation coefficient for the BVE distribution pp. 415-419: Michael D. deB. Edwardes

On distributions of random closed sets and expected convex hulls pp. 253-257: Ilya S. Molchanov
A note on the multivariate Box--Cox transformation to normality pp. 259-263: Santiago Velilla
Exact fit points under simple regression with replication pp. 265-271: Clint W. Coakley and Lamine Mili
The characteristic functions of spherical matrix distributions pp. 273-279: Run-Ze Li
On the large deviation principle for a quadratic functional of the autoregressive process pp. 281-285: Wlodzimierz Bryc and Wlodzimierz Smolenski
An EDG/3 scheme having 5 associate classes pp. 287-291: Sudhir Gupta and Kishore Sinha
Hellinger distance and Akaike's information criterion for the histogram pp. 293-298: Yuichiro Kanazawa
Comments on some papers involving the integrated Cauchy functional equation pp. 299-302: E. B. Fosam, C. R. Rao and D. N. Shanbhag
A note on sufficiency and conditional inference pp. 303-305: Thomas A. Severini
On Chiang's explicit solutions for the Kolmogorov differential equations pp. 307-313: Larry Zaiqian Shen
On characterizations of exponential and gamma distributions pp. 315-319: M. H. Alamatsaz
Alternative estimators for the variance of several normal populations pp. 321-328: Mohamed T. Madi
Bivariate distributions with diatomic conditionals and stop-loss transforms of random sums pp. 329-335: Werner Hürlimann

A note on uniform laws of averages for dependent processes pp. 169-172: Andrew Nobel and Amir Dembo
Cramer-Rao bounds for posterior variances pp. 173-178: Malay Ghosh
Some remarks on compound nonhomogeneous Poisson processes pp. 179-187: C. S. Chen and T. H. Savits
On the preservation of some pure-tail orderings by reliability operations pp. 189-198: Javier Rojo
Testing the equality of nonparametric regression curves pp. 199-204: Miguel Delgado
Ratio prophet inequalities for convex functions of partial sums pp. 205-209: Michael J. Klass
A transient solution method for semi-Markov systems pp. 211-220: N. Limnios
A note on the simple random walk in the plane pp. 221-224: Stergios Fotopoulos and D. Y. Downham
Characterizations of identically distributed independent random variables using order statistics pp. 225-230: R. B. Bapat and Subhash C. Kochar
A slowly mixing Markov chain with implications for Gibbs sampling pp. 231-236: Peter Matthews
Limiting distribution of roots with differential rates of convergence pp. 237-244: Sellem Remadi and Yasuo Amemiya
Pitman's measure of closeness for symmetric stable distributions pp. 245-251: Sudip Bose, Gauri Sankar Datta and Malay Ghosh

On the characterization of a class of binary operations on distribution functions pp. 85-89: Claudi Alsina, Roger B. Nelsen and Berthold Schweizer
A central limit theorem with random indices for stationary linear processes pp. 91-95: Issa Fakhre-Zakeri and Jamshid Farshidi
Comparison of the mean per unit and ratio estimators under a simple applications-motivated model pp. 97-104: Connie Page, David Kreling and Ella Mae Matsumura
On the central limit theorem in D[0, 1] pp. 105-111: M. Bloznelis and V. Paulauskas
Estimators of slopes in linear errors-invariables regression models when the predictors have known reliability matrix pp. 113-121: Leon Jay Gleser
A combinatorial theorem for a class of residual treatment effects designs pp. 123-125: Gh. Mashouri, M. N. Vartak and M. L. Aggarwal
Analysis of structural equation models with interval and polytomous data pp. 127-137: Wai-Yin Poon and Yin-Ping Leung
Weak and strong quantile representations for randomly truncated data with applications pp. 139-148: Ülkü Gürler, Winfried Stute and Jane-Ling Wang
Limitations of the rank transform procedure: A study of repeated measures designs, Part II pp. 149-156: Michael G. Akritas
Limit theorems for symmetric statistics of exchangeable random variables pp. 157-161: V. Mandrekar and R. F. Patterson
Sensitivity of finite Markov chains under perturbation pp. 163-168: E. Seneta

Quadratic variation of the local time of a random walk pp. 1-12: Antónia Földes and Pál Révész
Limit laws for Brownian motion conditioned to reach a high level pp. 13-17: Michael Klass and Jim Pitman
Renewal and nonhomogeneous Poisson processes generated by distributions with periodic failure rate pp. 19-25: Stefanka Chukova, Boyan Dimitrov and José Garrido
A Hanson-Russo-type law of the iterated logarithm for fractional Brownian motion pp. 27-34: Charles El-Nouty
Estimation of reliability in a shock model for a two component system pp. 35-38: S. H. Kunchur and Surekha B. Munoli
UMPU test for state dependence of a parameter in a linear birth process pp. 39-41: M. V. Muddapur
Bootstrapping the mean of a symmetric population pp. 43-48: Ricardo Cao and JoséManuel Prada-Sánchez
A new look at the relationship between Edgeworth expansion and saddlepoint approximation pp. 49-52: Anna Clara Monti
An EM algorithm for a mixture model of count data pp. 53-60: Daniel Y. T. Fong and Paul Yip
A note on inference for the mean parameter of the gamma distribution pp. 61-66: Augustine C. M. Wong
Invariant tests for uniformity on the vertices of a regular polygon pp. 67-71: Geoffrey S. Watson
Multiple integrals with respect to L-mixing processes pp. 73-83: László Gerencsér