1989 Technical Reports

89-01. S. P. Lalley. Travelling Salesman with a Self-Similar Itinerary. Read Full Report

89-02. D. Duffie, P. Protter. From Discrete to Continuous Time Finance: Weak Convergence of the Financial Gain Process. (This paper is now #91-63.) Read Full Report

89-03. W. J. Buhler, P. S. Puri. The Linear Birth and Death Process under the Influence of Independently Occurring Disasters. Read Full Report

89-04. W.-L. Loh. Rate of Poisson Convergence in Equiprobable Allocations. Read Full Report

89-05. T. Kuczek, K. N. Crank. A Large Deviation Result for Processes. Read Full Report

89-06. S. M. Samuels. Artificial Intelligence in Statistics. Read Full Report

89-07. M. T. Barlow, P. Protter. On Convergence of Semimartingales. Read Full Report

89-08C. T.-H. Fan, J. O. Berger. Exact Convolution of t Distributions, with Applications to Bayesian Inference for a Normal Mean with t Prior Distributions. Read Full Report

89-09C. J. O. Berger. On the Inadmissibility of Unbiased Estimators. Read Full Report

89-10. A. Bose, G. J. Babu. Accuracy of the Bootstrap Approximation. Read Full Report

89-11. T. G. Kurtz, P. Protter. Weak Limit Theorems for Stochastic Integrals and Stochastic Differential Equations. Read Full Report

89-12. S. P. Lalley. Lecture Notes on Probabilistic Methods in Certain Counting Problems of Ergodic Theory. Read Full Report

89-13. T.-C. Liang. Empirical Bayes Estimation of Binomial Parameter with Symmetric Priors. Read Full Report

89-14. L.-Y. Leu, T.-C. Liang. Selection of the Best with a Preliminary Test for Two-Parameter Exponential Distributions. Read Full Report

89-15. L.-Y. Leu. A Brief Bibliography of Statistical Classification Procedures: Decision-Theoretic Approach. Read Full Report

89-16C. S. S. Gupta, L.-Y. Leu. Selecting the Fairest of k(≤2) m-sided Dice. Read Full Report

89-17C. S. S. Gupta, L.-Y. Leu, T.-C. Liang. On Lower Confidence Bounds for PCS in Truncated Location Parameter Models. Read Full Report

89-18C. T.-C. Liang. Empirical Bayes Selection for the Highest Probability of Success in Negative Binomial Distributions. Read Full Report

89-19C. M.-S. Oh, J. O. Berger. Adaptive Importance Sampling in Monte Carlo Integration. Read Full Report

89-20. A. DasGupta, W. J. Studden. Towards a Theory of Compromise Designs: Frequentist, Bayes, and Robust Bayes. Read Full Report

89-21C. S. S. Gupta, L.-Y. Leu, T.-C. Liang. Selection of the Best with a Preliminary Test for Location-Scale Parametric Models. Read Full Report

89-22C. S. S. Gupta, T.-C. Liang. On the Asymptotic Optimality of Certain Empirical Bayes Simultaneous Testing Procedures for Poisson Populations. Read Full Report

89-23C. S. S. Gupta, K. J. Miescke. On Finding the Largest Normal Mean and Estimating the Selected Mean. Read Full Report

89-24. S. P. Lalley. Brownian Motion and the Equilibrium Measure on the Julia Set of a Rational Mapping. Read Full Report

89-25. J. C. Parnami, P. S. Puri, H. Singh. Solution of an Optimization Problem Arising in Maximum Likelihood Estimation of Ordered Distributions. Read Full Report

89-26C. T.-H. Fan, J. O. Berger. Behavior of the Posterior Distribution and Inferences for a Normal Mean with t Prior Distributions. Read Full Report

89-27C. S. S. Gupta, L.-Y. Leu. On a Classification Problem: Ranking and Selection Approach. Read Full Report

89-28C. S. S. Gupta, D.-Y. Huang. On Detecting Influential Data and Selecting Regression Variables. Read Full Report

89-29. S. M. El-Krunz, W. J. Studden. Bayesian Optimal Designs in Linear Regression Models. Read Full Report

89-30. H. Rubin. Notes on Decision Theory. Read Full Report

89-31C. J. O. Berger, J. M. Bernardo. Ordered Group Reference Priors with Applications to Multinomial and Variance Components Problems. Read Full Report

89-32C. J. O. Berger, J. M. Bernardo. Reference Priors in a Variance Components Problem. Read Full Report

89-33. M. L. Samuels. Statistical Reversion Toward the Mean: More Universal Than Regression Toward the Mean. Published in the American Statistician, Vol. 45, pp. 344-346, 1991.

89-34. B. Boukai, A. Bose. Sequential Estimation Procedure for the Two-Parameter Exponential Family of Distributions. Read Full Report

89-35. T. Kuczek. Approaches to Modeling Kinetics of Colony Forming Experiments. Read Full Report

89-36. P. Protter. Weak Convergence in Stochastic Analysis. Read Full Report

89-37. L. Gleser, M. Tan. Minimax Estimation of Location Vectors in Elliptical Distribution with Unknown Scale Parameter. Read Full Report

89-38C. J. O. Berger, J. Mortera. Bayesian Analysis with Limited Communication. Read Full Report

89-39. M. Tan. Improved Estimators for the GMANOVA Problem: With Applications. Read Full Report

89-40. D. K. H. Fong, J. O. Berger. Ranking, Estimation and Hypothesis Testing in Unbalanced Models - A Bayesian Approach. Read Full Report