1995 Technical Reports

95-1. W.-L. Loh, C.-H. Zhang. On Estimating Mixing Densities in Exponential Family Models for Discrete Variables II. Read Full Report

95-2. W.-L. Loh. On the Convergence Rate to Normality of Latin Hypercube Sampling U-Statistics. Read Full Report

95-3. Z. He, W. J. Studden, D. Sun. Optimal Designs for Rational Models. Read Full Report

95-4. A. DasGupta. Review of Optimal Bayes Designs. Read Full Report

95-5. M. L. Abate, G. P. McCabe. Instrument Reliability and Power. Read Full Report

Published in Proceedings of the 1995 Social Statistics Section of the American Statistical Association, pp. 221-224, 1995.

95-6. A. DasGupta, H. Rubin. A Purely Probabilistic Method for Finding Deterministic Sums. Read Full Report

95-7C. J. Berger, L. R. Pericchi, J. Varshavsky. Bayes Factors and Marginal Distributions in Invariant Situations. Read Full Report

95-8. D. N. Politis, J. P. Romano. Multivariate Density Estimation with General Flat-Top Kernels of Infinite Order. Read Full Report

95-9. D. S. Moore. Statistics Research: The Next Ten Years. Read Full Report

Published in Statistics and Computing, Vol. 3, pp. 200-201, 1993.

95-10. D. S. Moore, G. W. Cobb, J. Garfield, W. Q. Meeker. Statistics Education Fin de Siècle. Read Full Report

Published in The American Statistician, Vol. 49, pp. 250-260, 1995.

95-11. D. S. Moore. Probability and Statistics in a Mathematics Core. Read Full Report

Published in Confronting the Core Curriculum, Editor J. Dossey, pp. 93-98, 1997.

95-12. D. S. Moore. Quality, Statisticians, and Universities. Read Full Report

Published in Statistics for Quality, Editor S. Ghosh, pp. 21-26, 1997.

95-13. P. F. Velleman, D. S. Moore. Multimedia for Teaching Statistics: Promises and Pitfalls. Read Full Report

Published in The American Statistician, Vol. 50, pp. 217-225, 1996.

95-14. D. S. Moore, V. Verma. Social Statistics: Mathematics Meets Policy. Read Full Report

Published in UMAP Journal, Vol. 20, pp. 37-56, 2000.

95-15. S. Lalley. Random series in Powers of Algebraic Integers: Hausdorff Dimension of the Limit Distribution. Read Full Report

95-16. M. Gasparini. Scale Symmetric Loss Functions for Bayesian Analysis. Read Full Report

95-17C. J. Berger. Recent Developments and Applications of Bayesian Analysis. Read Full Report

95-18C. J. Berger, L. R. Pericchi. On the Justification of Default and Intrinsic Bayes Factors. Read Full Report

95-19. D. N. Politis. A Primer on Bootstrap Methods in Statistics. Read Full Report

95-20. P. Bertail, D. N. Politis, J. P. Romano. On the Subsampling Estimates with Unknown Rate of Convergence. Read Full Report

95-21. J. Douglas Jr., J. Ma, P. Protter. Numerical Methods for Forward-Backward Stochastic Differential Equations. Read Full Report

95-22. A. DasGupta, W. E. Strawderman. All Estimates with a Given Risk, Riccati Differential Equations, and a New Proof of a Theorem of Brown. Read Full Report

95-23. J. Varshavsky. Intrinsic Bayes Factors for Model Selection with Autoregressive Data. Read Full Report

95-24. A. DasGupta. Winning at Craps with a Random Die. Read Full Report

95-25C. T. C. Liang. Empirical Bayes Test for Dependent Data: Discrete Case. Read Full Report

95-26C. T. C. Liang. Simultaneously Selecting Normal Populations Close to a Control. Read Full Report

95-27C. S. S. Gupta, T. C. Liang. Simultaneous Lower Confidence Bounds for Probabilities of Correct Selections. Read Full Report

95-28. S. P. Lalley. b-Expansions with Deleted Digits for Pisot Numbers bRead Full Report

95-29C. S. S. Gupta, S. Panchapakesan. Design of Experiments with Selection and Ranking Goals. Read Full Report

95-30. A. DasGupta. The Use and Abuse of the Q-Q Plot: Some Asymptotic Theory. Read Full Report

95-31. M. Pensky, R.S. Singh. Empirical Bayes Estimation of Reliability Characteristics for an Exponential Family. Read Full Report

95-32. P. Protter, D. Nualart. Skorohod Integral of a Product of Two Stochastic Processes. Read Full Report

95-33. K. Iwaki. Posterior Expected Marginal Likelihood for Testing Hypotheses. (This paper is now 96-13).

95-34. R. J. Serinko. Ergodic Theorems Arising in Correlation Dimension Estimation. Read Full Report

95-35. M. Beibel, H. R. Lerche. A New Look at Warrant Pricing and Related Optimal Stopping Problems. Read Full Report

95-36. H. Dette, W. J. Studden. How Many Random Walks Correspond To a Given Set of Return Probabilities to the Origin? Read Full Report

95-37. M. Penskaya. Nonparametric Empirical Bayes Estimation of the Matrix Parameter of Wishart Distribution. Read Full Report

95-38. P. Protter, D. Talay. The Euler Scheme for Levy Driven Stochastic Differential Equations. Read Full Report

95-39. J. Ma, P. Protter, J.-S. Martin. Anticipating Integrals for a Class of Martingales. Read Full Report

95-40. B. Davis. On the Equation equation Read Full Report

95-41. D. Politis, J. Romano, M. Wolf. Subsampling for Nonstationary Time Series. Read Full Report

95-42C. S. S. Gupta, T. C. Liang. On Simultaneous Selection of Good Populations. Read Full Report

95-43. S. P. Lalley, T. Sellke. Hyperbolic Branching Brownian Motion. Read Full Report

95-44C. S. S. Gupta, D. Y. Huang, S. Panchapakesan. Multiple Decision Procedures In Analysis of Variance and Regression Analysis. Read Full Report

95-45C. S. S. Gupta, K. J. Miescke. Bayesian Look-Ahead Sampling Allocations for Selecting the Best Bernoulli Population. Read Full Report

95-46. M. E. Bock, G. J. Pliego. Estimating Functions with Wavelets: Using a Daubechies Wavelet in Nonparametric Regression. Read Full Report