1987 Technical Reports

87-1. S. Lalley, H. Robbins. Stochastic Search in a Convex Region. Read Full Report

87-2. S. S. Gupta, T. Matsui. On the Least Favorable Configuration of A Selection Procedure Based on Ranks. Read Full Report

87-3. M. West. Probability Forecasting and Modelling Expert Opinion. Read Full Report

87-4. S. S. Gupta, T.-C. Liang. Selecting the Best Exponential Population Based on Type-I Censored Data: A Bayesian Approach. Read Full Report

87-5. S. S. Gupta, T.-C. Liang. On a Lower Confidence Bound for the Probability of a Correct Selection: Analytical and Simulation Studies. Read Full Report

87-6. P. Protter. A Connection Between the Expansion of Filtrations and Girsanov's Theorem. Read Full Report

87-7. A. DasGupta, A. Bose. Γ Minimax and Restricted-Bayes Estimation of Multiple Poisson Means Under e-Contaminations of the Subjective Prior. Read Full Report

87-8. T.-C. Liang.On the Convergence Rates of Empirical Bayes Rules for Two-Action Problems: Discrete Case. Read Full Report

87-9. S. N. Joshi, A. L. Rukhin. Asymptotic Estimation of Variance. Read Full Report

87-10. J. Berger.Robust Bayesian Analysis: Sensitivity to the Prior. Read Full Report

87-11. A. O'Hagan, J. O. Berger.Ranges of Posterior Probabilities for Quasi-Unimodal Priors with Specified Quantiles. Read Full Report

87-12. M. E. Bock, H. Solomon. Distributions of Quadratic Forms. Read Full Report

87-13. T. Kuczek. The Central Limit for the Right Edge of Supercritical Oriented Percolation. Read Full Report

87-14. S. Lalley, T. Sellke. Travelling Waves in Inhomogeneous Branching Brownian Motions II. Read Full Report

87-15. J. O. Berger, J. M. Bernardo. Estimating a Product of Means: Bayesian Analysis with Reference Priors. Read Full Report

87-16. K. Lu, J. O. Berger. Estimation of Normal Means: The Estimated Loss Frequentist Approach. Read Full Report

87-17. S. P. Lalley. A One-Dimensional Infiltration Game. Read Full Report

87-18. M. E. Bock. Shrinkage Estimators: Pseudo-Bayes Rules for Normal Mean Vectors. Read Full Report

87-19. S. K. Bhandari, A. Bose. Selecting the t-Best Cells in a Multinomial Distribution. Read Full Report

87-20. W. J. Studden, W. P. Wynn. An Exact Piecewise Linear Confidence Band. This paper was not finished.

87-21. K. L. Lu, J. Berger. Estimated Confidence Procedures for Multivariate Normal Means. Read Full Report

87-22. W. J. Studden. Note on Some Φp-Optimal Designs for Polynomial Regression. Read Full Report

87-23. T. N. Sriram, A. Bose. Sequential Shrinkage Estimation in the General Linear Model. Read Full Report

87-24. T.-C. Liang, S. Panchapakesan. Isotonic Selection with Respect to a Control: A Bayesian Approach. Read Full Report

87-25. A. DasGupta, D. K. Dey, A. E. Gelfand. A New Inadmissibility Theorem with Applications to Estimation of Survival and Hazard Rates and Means in the Scale Parameter Family. Read Full Report

87-26. S. Lalley. The Packing and Covering Functions of Some Self-Similar Fractals. Read Full Report

87-27. H. Rubin. Robustness in Generalized Ridge Regression and Related Topics. Read Full Report

87-28. L. Gleser. The Gamma Distribution as a Mixture of Exponential Distributions. Read Full Report

87-29. B. Davis. Conditional Brownian Motion in Planar Domains. Read Full Report

87-30. L. J. Cote. Hough Space and Confidence Intervals for Regression Lines. Read Full Report

87-31. T. Kuczek, K. Crank. On a Self-Avoiding Random Walk. Read Full Report

87-32. L. Gleser. Improved Estimators of Mean Response in Simulation when Control Variates are Used. Read Full Report

87-33. C. Ji. Estimating Functionals of One-Dimensional Gibbs States. Read Full Report

87-34. L. Gleser. Improved Estimators of Mean Response in Simulation when Control Variates with Unknown Covariance Matrix are Used. Read Full Report

87-35. S.-H. Lee. A Two-Stage Elimination Type Selection Procedure for Stochastically Increasing Distribution: With an Application to Scale Parameters Problem. Read Full Report

87-36. S. S. Gupta, K. J. Miescke. On Selecting the Best of k Lognormal Distributions. Read Full Report

87-37. A. Bose. Edgeworth Correction by Bootstrap in Autoregressions. Read Full Report

87-38. S. H. Han. Contributions to Selection and Ranking Theory with Special Reference to Logistic Populations. Read Full Report

87-39. S. S. Gupta, S. H. Han. An Elimination Type Two-Stage Procedure for Selecting the Population with the Largest Mean from k Logistic Populations. Read Full Report

87-40. S. P. Lalley. Renewal Theorems in Symbolic Dynamics, with Applications to Geodesic Flows, Noneuclidean Tessellations, and Their Fractal Limits. Read Full Report

87-41. R. Banuelos, B. Davis. Heat Kernel, Eigenfunctions, and Conditioned Brownian Motion in Planar Domains. Read Full Report

87-42. J. Shao. Estimating Heteroscedastic Variances in Linear Models I: A Resampling Empirical Bayesian Approach. Read Full Report

87-43. J. Shao. Estimating Heteroscedastic Variances in Linear Models II: Properties of the Resampling Empirical Bayes Estimators. Read Full Report

87-44. C. Robert. An Explicit Formula for the Risk of the Positive-Part James-Stein Estimator. Read Full Report

87-45. C. Robert. A Lower Bound for the Risk of Classes of Shrinkage Estimators in a General Multivariate Estimation Problem and Some Deduced Estimators. Read Full Report

87-46. D. Coster, C. S. Cheng. Minimum Cost Trend-Free Run Orders of Fractional Factorial Designs. Read Full Report

87-47. J. Shao. Consistency of Jackknife Estimators of the Variances of Sample Quantiles. Read Full Report

87-48. C. Ji. Sequential Scheduling of Priority Queues and Arm-Acquiring Bandits. Read Full Report

87-49. See #88-17.

87-50. S. M. Samuels, W. J. Studden. Bonferroni-Type Probability Bounds as an Application of the Theory of Tchebycheff Systems. Published in the Karlin Festschrift: Papers in honor of Samuel Karlin's 65th birthday, pp. 271-290, Academic Press, 1989.

87-51. C. Robert, G. Casella. Improved Confidence Sets for Spherically Symmetric Distributions. Read Full Report

87-52. C. Robert. Two Techniques of Integration by Parts and Some Applications. Read Full Report

87-53. S. S. Gupta, T. C. Liang. On Bayes and Empirical Bayes Two-Stage Allocation Procedures for Selection Problems. Read Full Report

87-54. G. J. Babu, A. Bose. Bootstrap Confidence Intervals. Read Full Report

87-55. A. Bose. Bootstrap in Moving Average Models. Read Full Report

87-56. M. L. Eaton, L. J. Gleser. Some Results on Convolutions and a Statistical Application. Read Full Report

87-57. J. Shao. Jackknifing Weighted Least Squares Estimators. Read Full Report