1986 Technical Reports

For full reports, please contact Statistics Department at (765) 494-6030.

1. P. Matthews. Covering Problems for Brownian Motion on Spheres. 

2. H.-P. Hucke. Robustness of Estimators in a Finitely Additive White Noise Model. 

3. E. Paradoux, P. Protter. A Two-Sided Stochastic Integral and Its Calculus. 

4. S. Jeyaratnam, S. Panchapakesan. Prediction Intervals in Balanced One-Factor Random Model.

5. H.-P. Hucke. Smoothness of the Nonlinear White Noise Filter. 

6. T. Sellke. Consistency of Maximum Likelihood Recursion in Stochastic Approximation. 

7. P. Protter. Reversing Gaussian Semimartingales without Gauss. 

8. J. Berger, J. Deely. A Bayesian Approach to Ranking and Selection of Related Means With Alternatives to AOV Methodology. 

9. A. Rukhin. How Much Better are Better Estimators of a Normal Variance. 

10. A. DasGupta, H. Rubin. Bayesian Estimation Subject to Minimaxity of the Mean of a Multivariate Normal Distribution in the Case of a Common Unknown Variance: A Case for Bayesian Robustness. 

11. P. S. Puri. Further Results on Testing a Poisson Hypothesis Against Compound Poisson Alternatives. 

12. A. Rukhin. Estimating the Loss of Estimators of a Binomial Parameter. 

13. S. S. Gupta, T. C. Liang. Empirical Bayes Rules for Selecting the Best Binomial Population. 

14. J. O. Berger, S.-Y. Chen. Minimaxity of Empirical Bayes Estimators Derived from Subjective Hyperpriors. 

15. D. Critchlow. A Unified Approach to Constructing Nonparametric Rank Tests. 

16. S. S. Gupta, T. C. Liang. Selecting the Best Unknown Mean from Normal Populatons Having a Common Unknown Coefficient of Variation. 

17. L. J. Gleser. New Estimators for the Mean Vector of a Normal Distribution with Unknown Covariance Matrix. 

18. J. Jacod, P. Protter. Time Reversal of Levy Processes.

19. G. P. McCabe. Prediction of Principal Components by Variable Subsets. 

20. S. P. Lalley, T. Sellke. A Conditional Limit Theorem for the Frontier of a Branching Brownian Motion. 

21. A. L. Rukhin. Loss Function for Loss Estimation. 

22. S. S. Gupta, J. K. Sohn. Isotonic Selection Procedures for Tukey's Lambda Distributions. 

23. P. Matthews. A Strong Uniform Time for Random Transpositions. 

24. T.-C. Liang, S. Panchapakesan. Inference About the Change-Point in a Sequence of Random Variables: A Selection Approach. 

25. A. DasGupta. A General Theorem on Decision Theory for Nonnegative Functionals: With Applications. 

26. M. Nalliah. Improved Estimators of Normal Tail Probabilities. 

27. S. S. Gupta, K. J. Miescke. On the Problem of Finding the Largest Normal Mean under Heteroscedasticity. 

28. T. C. Kao, G. P. McCabe. Optimal Sample Allocation for Normal Discrimination and Logistic Regression under Stratified Sampling. 

    Published in the Journal of the American Statistical Association, Vol. 86, pp. 432-436, 1991.

29. S. S. Gupta, D.-Y. Huang. Selecting Important Independent Variables in Linear Regression Models. 

30. P. S. Puri, J. Yackel. On a Generalized Stochastic Model for Estimating the Sizes of Spheres from Profiles in Thin Slices and an Associated Problem of Non-Identifiability. 

31. H. Rubin. Fallacies of Classical Statistics. 

32. B. Davis. On the Barlow-Yor Inequalities for Local Time. 

33. T. C. Kao, G. P. McCabe. Choice of Mixture and Stratified Sampling for Normal and Logistic Discrimination. 

34. S. M. Samuels. Combining the Dichotomous Opinions of Several Exchangeable Experts.

35. M. Delampady. Lower Bounds on Bayes Factors for Interval Null Hypotheses.

36. M. Delampady. Lower Bounds on Bayes Factors for Invariant Testing Situations.

37. M. Delampady, J. Berger. Lower Bounds on Bayes Factors for Multinomial and Chi Squared Tests of Fit. 

38. J. Berger, M. Delampady. Bayesian Testing of Precise Hypotheses. 

39. H. Rubin. An Efficient Method of Generating Infinite-Precision Exponential Random Variables. 

40. H. Rubin, J. Chen. Some Stochastic Processes Related to Random Density Functions.

41. S. Sivaganesan, J. Berger. Ranges of Posterior Measures for Priors with Unimodal Contaminations.

42. A. P. Basu, J. K. Ghosh, S. N. Joshi. On Estimating Change Point in a Failure Rate. 

43. S. S. Gupta, T. C. Liang. On Some Bayes and Empirical Bayes Selection Procedures. 

44. B. Davis, T. S. Salisbury. Connecting Brownian Paths. 

45. S. Lalley, H. Robbins. Asymptotically Minimax Stochastic Search Strategies in the Plane. 

46. F. T. Bruss, S. M. Samuels. A Unified Approach to a Class of Optimal Selection Problems with an Unknown Number of Options. Published in the Annals of Probability, Vol. 15, pp. 824-830, 1987.

47. H. Rubin. Some Results on Robustness in Testing. 

48. V. Anderson. Some Contributions by Purdue Industrial Engineers to Designed Experiments. 

49. Y.-B. Lim, W. J. Studden. Efficient D_s-Optimal Designs for Multivariate Polynomial Regression on the q-Cube.

50. H. Rubin, J. Chen. The Effect of Non-Normalization on the Risks of the Density Estimators. 

51. T. Sellke. Weak Convergence of the Aalen Estimator for a Censored Renewal Process.

52. S. S. Gupta, S. Panchapakesan. Statistical Selection Procedures in Multivariate Models. 

53. G. C. McDonald, W. J. Studden. Design Aspects of Regression Based Ratio Estimation.

54. S. S. Gupta, T. C. Liang. Parametric Empirical Bayes Rules for Selecting the Most Probable Multinomial Event. 

55. S. Lalley, T. Sellke. Travelling Waves in Inhomogeneous Branching Brownian Motions I. 

56. H. Rubin. A New Approach to Integration.

57. H. Rubin. Regular Extensions of Measures. 

58. H. Rubin. Generating Non-Uniform Random Variables: Infinite Precision Procedures and Computational Complexity. 

59. J. O. Berger, A. O'Hagan. Ranges of Posterior Probabilities for Unimodal Priors with Specified Quantiles.