1981 Technical Reports

81-1. J. Berger. Bayesian robustness and the Stein effect. Read Full Report

81-2. A. Mattenklot, K. J. Miescke, J. Sehr. A stochastic model for paired comparisons of social stimuli. Read Full Report

81-3. A. Öztürk. On the study of a probability distribution for precipitation totals. Read Full Report

81-4. P. K. Goel. On implications of credible means being exact Bayesian. Read Full Report

81-5. S. S. Gupta, P. Hsiao. Empirical Bayes rules for selecting good populations. Read Full Report

81-6. S. S. Gupta, K. J. Miescke. On the problem of finding a best population with respect to a control in two stages. Read Full Report

81-7. J. Berger, L. R. Haff. A class of minimax estimators of a normal mean vector for arbitrary quadratic loss and unknown covariance matrix. Read Full Report

81-8. B. Davis, P. Protter. Filtering with singular cumulative signals. Read Full Report

81-9. J. Jacod, P. Protter. Instantaneous feedback in point process differentials for stochastic differential equations. Read Full Report

81-10. L. A. Sun. A Bayesian approach to the symmetric multiple comparisons problem in the two-way balanced design. Read Full Report

81-11. S. K. Mitra. Simultaneous diagonalization of rectangular matrices. Read Full Report

81-12. A. L. Rukhin. Inference about permutation parameter in large samples. Read Full Report

81-13. L. J. Gleser. Exact power of generalized Kolmogorov goodness-of-fit tests. Read Full Report

81-14. H. Rubin. Mellin transforms from Fourier transforms. Read Full Report

81-15. A. L. Rukhin. Adaptive procedures for finite number of probability distribution families. Read Full Report

81-16. A. Singh. Exact distribution of Wilks' Lvc criterion and its percentage points in the complex case. Read Full Report

81-17. J. Berger, R. Wolpert. Estimating the mean function of a Gaussian process and the Stein effect. Read Full Report

81-18. W. J. Studden. Optimal designs for weighted polynomial regression using canonical moments. Read Full Report

81-19. E. Csaki. A note on the lower limit of the standardized empirical distribution function. Read Full Report

81-20. S. Ikeda. Asymptotic (Β) d joint normality of s ample quantiles. Read Full Report

81-21. T.-A. Hsu, D.-Y. Huang. Some sequential selection procedures for good regression models. Read Full Report

81-22. S. S. Gupta, D. Y. Huang. Selection procedures for a problem in analysis of variance. Read Full Report

81-23. D. Y. Huang, S. Panchapakesan. Some locally optimal subset selection rules. Read Full Report

81-24. S. S. Gupta, H. M. Yang. Isotonic procedures for selecting populations better than a control under ordering prior. Read Full Report

81-25. D. Y. Huang, S. Panchapakesan. On eliminating inferior regression models. Read Full Report

81-26. W. J. Studden. Some robust type D-optimal designs in polynomial regression (a Revised title). [Formerly: On a formulation of Stigler for optimal design in polynomial regression.] Read Full Report

81-27. J. Berger. Estimation in continuous exponential families: Bayesian estimation subject to risk restrictions and inadmissibility results. Read Full Report

81-28. R. Bartoszynski, P. S. Puri. On two classes of interacting stochastic processes arising in cancer modeling. Read Full Report

81-29. R. Bartoszynski, P. S. Puri. On the rate of convergence for the weak law of large numbers. Read Full Report

81-30. D. Y. Huang, S. Panchapakesan. On a locally optimal procedure based on ranks for comparison of treatments with a control. Read Full Report

81-31. H. Rubin. A moment inequality for martingales. (Paper was withdrawn)

81-32. P. S. Puri. A hypothetical stochastic mechanism of radiation effects in single cells. Some further thoughts and results. Read Full Report

81-33. A. Zaman. Stationarity on finite strings and shift register sequences. Read Full Report

81-34. D. Majumdar, W. I. Notz. Optimal incomplete block designs for comparing treatments to a control. Read Full Report

81-35. K. B. Constantine, W. J. Studden. Optimal exact designs for polynomial regression. Read Full Report

81-36. K. B. Constantine. Optimal restricted experimental designs. Read Full Report

81-37. R. Wolpert, J. Berger. Incorporating prior information in minimax estimation of the mean of a Gaussian process. Read Full Report

81-38. G. Campbell, A. Földes. A generalized product limit estimator for weighted distribution functions based on censored data. Read Full Report

81-39. A. Rukhin. Convergence rates of estimators of a finite parameter: How small can error probabilities be? Read Full Report

81-40. G. Campbell. Optimal selection based on relative ranks of a sequence with ties. Read Full Report

81-41. P. K. Goel. Information measures and Bayesian hierarchical models. Read Full Report

81-42. M. E. Bock. Employing vague inequality information in the estimation of normal mean vectors (estimators that shrink to convex polyhedra). Read Full Report

81-43. H. Rubin. Estimating a possibly rational mean. Read Full Report

81-44. K. C. Li. Minimax property for randomized designs - a unified approach. Read Full Report

81-45. K. C. Li. Robust regression designs when the design space consists of finitely many points. Read Full Report

81-46. A. M. Mathai, K. C. S. Pillai. Further results on the trace of a noncentral Wishart matrix. Read Full Report

81-47. H. Rubin, A. L. Rukhin. Convergence rates of large deviations probabilities for point estimators. Read Full Report

81-48. P. Protter. Stochastic differential equations with feedback in the differentials. Read Full Report

81-49. M. C. Spruill. Optimal designs using speckman's minimax linear estimator. Read Full Report

81-50. W. I. Notz, A. C. Tamhane. Balanced Treatment Incomplete Bock (BTIB) Designs for Comparing Treatments with a Control: Minimal Complete Sets of Generator Designs for k=3, p=3(1)10. Read Full Report

81-51. M. E. Bock. Minimax estimators that shift towards a hypersphere for location vectors of spherically symmetric distributions. Read Full Report

81-52. M. C. Spruill. Transversing the smallest possible corridor under energy and velocity constraints. Read Full Report

81-53. S. S. Gupta, K. J. Miescke. An essentially complete class of two-stage selection procedures with screening at the first stage. Read Full Report

81-54. G. Campbell. Asymptotic properties of several nonparametric multivariate distribution function-estimators under random censoring. Read Full Report

81-55. C.-S. Cheng, K.-C. Li. A minimax approach to sample surveys. Read Full Report

81-56. S. S. Gupta, K. J. Miescke. Sequential selection procedures - a decision theoretic approach. (see 82-6 for revised version)

81-57. K. C. Li. Minimaxity of the method of regularization on stochastic processes. Read Full Report