1995 Technical Reports

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

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

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

3. Z. He, W. J. Studden, D. Sun. Optimal Designs for Rational Models. 

4. A. DasGupta. Review of Optimal Bayes Designs. 

5. M. L. Abate, G. P. McCabe. Instrument Reliability and Power. 

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

6. A. DasGupta, H. Rubin. A Purely Probabilistic Method for Finding Deterministic Sums. 

7. C: J. Berger, L. R. Pericchi, J. Varshavsky. Bayes Factors and Marginal Distributions in Invariant Situations. 

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

9. D. S. Moore. Statistics Research: The Next Ten Years.

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

10. D. S. Moore, G. W. Cobb, J. Garfield, W. Q. Meeker. Statistics Education Fin de Siècle. 

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

11. D. S. Moore. Probability and Statistics in a Mathematics Core. 

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

12. D. S. Moore. Quality, Statisticians, and Universities. 

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

13. P. F. Velleman, D. S. Moore. Multimedia for Teaching Statistics: Promises and Pitfalls. 

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

14. D. S. Moore, V. Verma. Social Statistics: Mathematics Meets Policy.

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

15. S. Lalley. Random series in Powers of Algebraic Integers: Hausdorff Dimension of the Limit Distribution. 

16. M. Gasparini. Scale Symmetric Loss Functions for Bayesian Analysis. 

17. C: J. Berger. Recent Developments and Applications of Bayesian Analysis. 

18. C: J. Berger, L. R. Pericchi. On the Justification of Default and Intrinsic Bayes Factors. 

19. D. N. Politis. A Primer on Bootstrap Methods in Statistics.

20. P. Bertail, D. N. Politis, J. P. Romano. On the Subsampling Estimates with Unknown Rate of Convergence. 

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

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

23. J. Varshavsky. Intrinsic Bayes Factors for Model Selection with Autoregressive Data. 

24. A. DasGupta. Winning at Craps with a Random Die. 

25. C: T. C. Liang. Empirical Bayes Test for Dependent Data: Discrete Case. 

26. C: T. C. Liang. Simultaneously Selecting Normal Populations Close to a Control. 

27. C: S. S. Gupta, T. C. Liang. Simultaneous Lower Confidence Bounds for Probabilities of Correct Selections.

28. S. P. Lalley. b-Expansions with Deleted Digits for Pisot Numbers b. 

29. C: S. S. Gupta, S. Panchapakesan. Design of Experiments with Selection and Ranking Goals.

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

31. M. Pensky, R.S. Singh. Empirical Bayes Estimation of Reliability Characteristics for an Exponential Family. 

32. P. Protter, D. Nualart. Skorohod Integral of a Product of Two Stochastic Processes. 

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

34. R. J. Serinko. Ergodic Theorems Arising in Correlation Dimension Estimation. 

35. M. Beibel, H. R. Lerche. A New Look at Warrant Pricing and Related Optimal Stopping Problems.

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

37. M. Penskaya. Nonparametric Empirical Bayes Estimation of the Matrix Parameter of Wishart Distribution. 

38. P. Protter, D. Talay. The Euler Scheme for Levy Driven Stochastic Differential Equations.

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

40. B. Davis. On the Equation  

41. D. Politis, J. Romano, M. Wolf. Subsampling for Nonstationary Time Series. 

42. C: S. S. Gupta, T. C. Liang. On Simultaneous Selection of Good Populations. 

43. S. P. Lalley, T. Sellke. Hyperbolic Branching Brownian Motion. 

44. C: S. S. Gupta, D. Y. Huang, S. Panchapakesan. Multiple Decision Procedures In Analysis of Variance and Regression Analysis. 

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

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