1986 Technical Reports - Department of Statistics - Purdue University Skip to main content

1986 Technical Reports

  1. P. Matthews. Covering Problems for Brownian Motion on Spheres. Read Full Report (PDF)

  2. H.-P. Hucke. Robustness of Estimators in a Finitely Additive White Noise Model. Read Full Report (PDF)

  3. E. Paradoux, P. Protter. A Two-Sided Stochastic Integral and Its Calculus. Read Full Report (PDF)

  4. S. Jeyaratnam, S. Panchapakesan. Prediction Intervals in Balanced One-Factor Random Model. Read Full Report (PDF)

  5. H.-P. Hucke. Smoothness of the Nonlinear White Noise Filter. Read Full Report (PDF)

  6. T. Sellke. Consistency of Maximum Likelihood Recursion in Stochastic Approximation. Read Full Report (PDF)

  7. P. Protter. Reversing Gaussian Semimartingales without Gauss. Read Full Report (PDF)

  8. J. Berger, J. Deely. A Bayesian Approach to Ranking and Selection of Related Means With Alternatives to AOV Methodology. Read Full Report (PDF)

  9. A. Rukhin. How Much Better are Better Estimators of a Normal Variance. Read Full Report (PDF)

  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. Read Full Report (PDF)

  11. P. S. Puri. Further Results on Testing a Poisson Hypothesis Against Compound Poisson Alternatives. Read Full Report (PDF)

  12. A. Rukhin. Estimating the Loss of Estimators of a Binomial Parameter. Read Full Report (PDF)

  13. S. S. Gupta, T. C. Liang. Empirical Bayes Rules for Selecting the Best Binomial Population. Read Full Report (PDF)

  14. J. O. Berger, S.-Y. Chen. Minimaxity of Empirical Bayes Estimators Derived from Subjective Hyperpriors. Read Full Report (PDF)

  15. D. Critchlow. A Unified Approach to Constructing Nonparametric Rank Tests. Read Full Report (PDF)

  16. S. S. Gupta, T. C. Liang. Selecting the Best Unknown Mean from Normal Populatons Having a Common Unknown Coefficient of Variation. Read Full Report (PDF)

  17. L. J. Gleser. New Estimators for the Mean Vector of a Normal Distribution with Unknown Covariance Matrix. Read Full Report (PDF)

  18. J. Jacod, P. Protter. Time Reversal of Levy Processes. Read Full Report (PDF)

  19. G. P. McCabe. Prediction of Principal Components by Variable Subsets. Read Full Report (PDF)

  20. S. P. Lalley, T. Sellke. A Conditional Limit Theorem for the Frontier of a Branching Brownian Motion. Read Full Report (PDF)

  21. A. L. Rukhin. Loss Function for Loss Estimation. Read Full Report (PDF)

  22. S. S. Gupta, J. K. Sohn. Isotonic Selection Procedures for Tukey's Lambda Distributions. Read Full Report (PDF)

  23. P. Matthews. A Strong Uniform Time for Random Transpositions. Read Full Report (PDF)

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

  25. A. DasGupta. A General Theorem on Decision Theory for Nonnegative Functionals: With Applications. Read Full Report (PDF)

  26. M. Nalliah. Improved Estimators of Normal Tail Probabilities. Read Full Report (PDF)

  27. S. S. Gupta, K. J. Miescke. On the Problem of Finding the Largest Normal Mean under Heteroscedasticity. Read Full Report (PDF)

  28. T. C. Kao, G. P. McCabe. Optimal Sample Allocation for Normal Discrimination and Logistic Regression under Stratified Sampling. Read Full Report (PDF)

    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. Read Full Report (PDF)

  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. Read Full Report (PDF)

  31. H. Rubin. Fallacies of Classical Statistics. Read Full Report (PDF)

  32. B. Davis. On the Barlow-Yor Inequalities for Local Time. Read Full Report (PDF)

  33. T. C. Kao, G. P. McCabe. Choice of Mixture and Stratified Sampling for Normal and Logistic Discrimination. Read Full Report (PDF)

  34. S. M. Samuels. Combining the Dichotomous Opinions of Several Exchangeable Experts. Read Full Report (PDF)

  35. M. Delampady. Lower Bounds on Bayes Factors for Interval Null Hypotheses. Read Full Report (PDF)

  36. M. Delampady. Lower Bounds on Bayes Factors for Invariant Testing Situations. Read Full Report (PDF)

  37. M. Delampady, J. Berger. Lower Bounds on Bayes Factors for Multinomial and Chi Squared Tests of Fit. Read Full Report (PDF)

  38. J. Berger, M. Delampady. Bayesian Testing of Precise Hypotheses. Read Full Report (PDF)

  39. H. Rubin. An Efficient Method of Generating Infinite-Precision Exponential Random Variables. Read Full Report (PDF)

  40. H. Rubin, J. Chen. Some Stochastic Processes Related to Random Density Functions. Read Full Report (PDF)

  41. S. Sivaganesan, J. Berger. Ranges of Posterior Measures for Priors with Unimodal Contaminations. Read Full Report (PDF)

  42. A. P. Basu, J. K. Ghosh, S. N. Joshi. On Estimating Change Point in a Failure Rate. Read Full Report (PDF)

  43. S. S. Gupta, T. C. Liang. On Some Bayes and Empirical Bayes Selection Procedures. Read Full Report (PDF)

  44. B. Davis, T. S. Salisbury. Connecting Brownian Paths. Read Full Report (PDF)

  45. S. Lalley, H. Robbins. Asymptotically Minimax Stochastic Search Strategies in the Plane. Read Full Report (PDF)

  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. Read Full Report (PDF)

  48. V. Anderson. Some Contributions by Purdue Industrial Engineers to Designed Experiments. Read Full Report (PDF)

  49. Y.-B. Lim, W. J. Studden. Efficient Ds-Optimal Designs for Multivariate Polynomial Regression on the q-Cube. Read Full Report (PDF)

  50. H. Rubin, J. Chen. The Effect of Non-Normalization on the Risks of the Density Estimators. Read Full Report (PDF)

  51. T. Sellke. Weak Convergence of the Aalen Estimator for a Censored Renewal Process. Read Full Report (PDF)

  52. S. S. Gupta, S. Panchapakesan. Statistical Selection Procedures in Multivariate Models. Read Full Report (PDF)

  53. G. C. McDonald, W. J. Studden. Design Aspects of Regression Based Ratio Estimation. Read Full Report (PDF)

  54. S. S. Gupta, T. C. Liang. Parametric Empirical Bayes Rules for Selecting the Most Probable Multinomial Event. Read Full Report (PDF)

  55. S. Lalley, T. Sellke. Travelling Waves in Inhomogeneous Branching Brownian Motions I. Read Full Report (PDF)

  56. H. Rubin. A New Approach to Integration. Read Full Report (PDF)

  57. H. Rubin. Regular Extensions of Measures. Read Full Report (PDF)

  58. H. Rubin. Generating Non-Uniform Random Variables: Infinite Precision Procedures and Computational Complexity. Read Full Report (PDF)

  59. J. O. Berger, A. O'Hagan. Ranges of Posterior Probabilities for Unimodal Priors with Specified Quantiles. Read Full Report (PDF)

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