Metrika: International Journal for Theoretical and Applied Statistics

1958 - 2025

Current editor(s): U. Kamps and Norbert Henze

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Volume 15, issue 1, 1970

Transportation technique for a particular convex programming problem pp. 1-5

Shalini Aggarwal

On the power function of the exact test for ther×c contingency table pp. 6-8

B. Bennett

On a noncentral chi-square distribution in the analysis of weapon systems effectiveness pp. 9-14

M. Delhi

Testing outliers from an exponential population pp. 15-18

D. Kabe

Distribution of product statistics from a Pareto population pp. 19-22

H. Malik

A nonparametric test for relative spread ink unpaired samples pp. 23-29

H. Meyer-Bahlburg

Median unbiased estimates for M.L.R.-families pp. 30-39

J. Pfanzagl

A contribution to the theory of unique estimators for Horvitz and Thompson’s classes of linear estimators pp. 40-47

S. Ajgaonkar

The asymptotic distribution of a class of nonparametric test statistics pp. 48-58

S. Schach

On the active approach of stochastic linear programming pp. 59-70

J. Sengupta

Modified integer-estimators pp. 71-80

M. Subrahmanya

Upper bound problem in linear fractional functionals programming pp. 81-85

K. Swarup

Some extensions of discriminant function analysis pp. 86-91

G. Tallis

Estimation of correlation for a finite universe pp. 105-109

J. Koop

The stepwise regression algorithm seen from the statistician’s point of view pp. 110-125

H. Lütjohann

Estimation of the parameters of the Pareto distribution pp. 126-132

H. Malik

On a linear stochastic differential equation pp. 133-140

S. Nasr

Consistent estimation in the presence of incidental parameters pp. 141-148

J. Pfanzagl

Spherical probable error (Spe) and its estimation pp. 149-163

N. Singh

Volume 14, issue 1, 1969

A short table of the generalized hypergeometric distribution pp. 21-24

A. Mathai and R. Saxena

Optimal stopping rules for multinomial observations pp. 48-61

P. Randolph

Asymptotic normality of the maximum likelihood estimate in Markov processes pp. 62-70

G. Roussas

Balking and reneging in M/G/1 systems with post-ponable interruptions pp. 101-116

S. Rao

A reexamination of the haavelmo-bias in the least squares estimation of the keynesian consumption function pp. 164-182

E. Streissler

Efficient methods for obtaining the minres and maximum-likelihood solutions in factor analysis pp. 214-231

G. Derflinger

On the measurability and consistency of minimum contrast estimates pp. 249-272

J. Pfanzagl

Ecometrics: An ideal for economics and ecology pp. 293-301

J. Bennett

Volume 13, issue 1, 1968

On denoting arbitrary realizations pp. 1-2

E. Fels

Distributions having the gamma properties pp. 10-16

A. Mathai and R. Saxena

Note on linear fractional functionals programming pp. 72-77

Kanti Swarup

Note on the relative efficiency of a bivariate sign test pp. 81-85

B. Bennett

Some aspects of analysis of variance and covariance theory for a certain multivariate complex gaussian distribution pp. 86-97

D. Kabe

A note on estimation of variance components in a multi-stage sampling design based on interpenetrating sub-samples pp. 98-103

M. Murthy

Long-run availability of paralleled systems pp. 104-122

R. Natarajan

Inaccuracy and coding theory pp. 123-135

Prem Nath

Entropy, inaccuracy and information pp. 136-148

Prem Nath

A survey on distribution-free statistics based on distances between distribution functions pp. 149-169

W. Sahler

Some properties of the negative hypergeometric distribution and its limit distributions pp. 170-190

C. Särndal

A note on distribution-free tests whether two distributions differ only by a parameter pp. 191-195

Z. Šidák

On varying all the parameters in a linear fractional functionals programming problem pp. 196-205

K. Swarup

Volume 12, issue 1, 1967

On the identification of the significant independent variables in linear models pp. 1-15

Klaus Abt

A note on Horvitz’s and Thompson’s T 3 class of linear estimators pp. 16-21

S. Prabhu Ajgaonkar

On estimation of a ratio of multivariate means by non-parametric methods pp. 22-28

B. Bennett

Ratio cum product method of estimation pp. 34-42

M. Singh

On the positivity of a variance-estimator pp. 43-47

M. Subrahmanya

On the identification of the significant independent variables in linear models pp. 81-96

Klaus Abt

A note on quasi convex programming pp. 97-105

Shalini Aggarwal

Parametric linear fractional functionals programming pp. 106-114

Shalini Aggarwal

Minima of vector quadratic forms with applications to statistics pp. 155-160

D. Kabe

Difference of two ordered observations divided by standard deviation in the case of negatively exponential distribution pp. 161-172

J. Likeš

Queuing with balking and reneging in M|G|1 systems pp. 173-188

S. Subba Rao