Sommaire du Fascicule no. 4

Publications Received

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Publications Received

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Publications Received

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Correction to "The Wagr Sequential T-Test Reaches a Decision with Probability One"

David, Herbert T. ; Kruskal, William H.

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Acknowledgment of Priority: A $t$-Test for the Serial Correlation Coefficient

White, John S.

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Publications Received

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Correction to "Power Functions of the Gamma Distribution"

Berndt, G. D.

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Correction to "Probabilities of Hypotheses and Information-Statistics in Sampling From Exponential-Class Populations"

Kupperman, Morton

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Polya Type Distributions IV. Some Principles of Selecting a Single Procedure from a Complete Class

Karlin, Samuel

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p. 1-21

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The Use of Group Divisible Designs for Confounded Asymmetrical Factorial Arrangements

Zelen, Marvin

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p. 22-40

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Accelerated Stochastic Approximation

Kesten, Harry

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p. 41-59

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Testing the Hypothesis That Two Populations Differ Only in Location

Sukhatme, Balkrishna V.

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p. 60-78

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Estimation of Location and Scale Parameters by Order Statistics from Singly and Doubly Censored Samples: Part II. Tables for the Normal Distribution for Samples of Size $11 \leqq n \leqq 15$

Sarhan, A. E. ; Greenberg, B. G.

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p. 79-105

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Generalizations of a Gaussian Theorem

Dwyer, Paul S.

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p. 106-117

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A Central Limit Theorem for Sums of Interchangeable Random Variables

Chernoff, H. ; Teicher, H.

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p. 118-130

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Linear Estimation from Censored Data

Plackett, R. L.

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p. 131-142

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Semimartingales of Markov Chains

Kemeny, John G. ; Snell, J. Laurie

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p. 143-154

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Note on Sufficient Statistics and Two-Stage Procedures

Ghurye, S. G.

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p. 155-166

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Sampling Variances of Estimates of Components of Variance

Searle, S. R.

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p. 167-178

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On Some Distributions Related to the Statistic $D^+_n$

Birnbaum, Z. W. ; Pyke, Ronald

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p. 179-187

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On Several Statistics Related to Empirical Distribution Functions

Dwass, Meyer

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p. 188-191

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On the Efficiency of Estimates of Trend in the Ornstein Uhlenbeck Process

Striebel, Charlotte T.

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p. 192-200

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Unbiased Estimation of Certain Correlation Coefficients

Olkin, Ingram ; Pratt, John W.

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p. 201-211

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Transient Atomic Markov Chains with a Denumerable Number of States

Breiman, Leo

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p. 212-218

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A Construction for Room's Squares and an Application in Experimental Design

Archbold, J. W. ; Johnson, N. L.

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p. 219-225

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A Multivariate Tchebycheff Inequality

Olkin, Ingram ; Pratt, John W.

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p. 226-234

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On Selecting a Subset Which Contains All Populations Better Than a Standard

Gupta, Shanti S. ; Sobel, Milton

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p. 235-244

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Some Problems of Simultaneous Minimax Estimation

Trybula, Stanislaw

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p. 245-253

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A Theorem on Factorial Moments and Its Applications

Iyer, P. V. Krishna

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p. 254-261

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The Uniqueness of the Triangular Association Scheme

Connor, W. S.

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p. 262-266

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The Limiting Distribution of Brownian Motion in a Bounded Region with Instantaneous Return

Sherman, B.

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p. 267-273

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On the Distribution of a Statistic Based on Ordered Uniform Chance Variables

Gupta, Shanti S. ; Sobel, Milton

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p. 274-281

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Determining Sample Size for a Specified Width Confidence Interval

Graybill, Franklin A.

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p. 282-287

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An Extension of the Optimum Property of the Sequential Probability Ratio Test

Girshick, M. A.

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p. 288-290

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A Note on Balanced Designs

Rao, V. R.

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p. 290-294

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The Spacing of Observations in Polynomial Regression

Guest, P. G.

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p. 294-299

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Conditions That a Stochastic Process be Ergodic

Parzen, Emanuel

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p. 299-301

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Power Functions of the Gamma Distribution

Berndt, Gerald D.

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p. 302-306

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The Small Sample Distribution of $n\omega^2_n$

Marshall, A. W.

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p. 307-309

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Limiting Distributions of Homogeneous Functions of Sample Spacings

Weiss, Lionel

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p. 310-312

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Another Countable Markov Process with Only Instantaneous States

Blackwell, David

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p. 313-316

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Spacings Generated by Mixed Samples

Weiss, Lionel

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p. 316-318

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Correction to "An Extension of the Kolmogorov Distribution"

Blackman, Jerome

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p. 318-322

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Appendix

Kemperman, J. H. B.

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p. 322-324

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Abstracts

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p. 325-328

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News and Notices

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p. 328-350

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Information Theory for Mathematicians

Wolfowitz, J.

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p. 351-356

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Some Problems Connected with Statistical Inference

Cox, D. R.

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p. 357-372

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Asymptotic Distribution of Stochastic Approximation Procedures

Sacks, Jerome

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p. 373-405

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Admissibility for Estimation with Quadratic Loss

Karlin, Samuel

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p. 406-436

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On the Estimation of Parameters Restricted by Inequalities

Brunk, H. D.

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p. 437-454

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Intersection Region Confidence Procedures with an Application to the Location of the Maximum in Quadratic Regression

Wallace, David L.

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p. 455-475

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Exact Probabilities and Asymptotic Relationships for Some Statistics from $m$-th Order Markov Chains

Goodman, Leo A.

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p. 476-490

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Tests of Multiple Independence and the Associated Confidence Bounds

Roy, S. N. ; Bargmann, R. E.

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p. 491-503

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Sequential Tests for Variance Ratios and Components of Variance

Birnbaum, Allan

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p. 504-514

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Sums of Powers of Independent Random Variables

Shapiro, J. M.

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p. 515-522

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The Staircase Design: Theory

Graybill, Franklin A. ; Pruitt, William E.

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p. 523-533

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A Note on the Fundamental Identity of Sequential Analysis

Bahadur, R. R.

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p. 534-543

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On the Statistical Treatment of Stochastic Processes

Fleischer, Isidore ; Kooharian, Anthony

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p. 544-549

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Some Remarks on Sampling with Replacement

Raj, Des ; Khamis, Salem H.

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p. 550-557

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A Distribution-Free Upper Confidence Bound for $\Pr \{Y < X\}$, Based on Independent Samples of $X$ and $Y$

Birnbaum, Z. W. ; McCarty, R. C.

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p. 558-562

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On the Integrodifferential Equation of Takacs. I

Reich, Edgar

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p. 563-570

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Probabilities of Hypotheses and Information-Statistics in Sampling from Exponential-Class Populations

Kupperman, Morton

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p. 571-575

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On the Distribution of $2 \times 2$ Random Normal Determinants

Nicholson, W. L.

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p. 575-580

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A Smooth Invertibility Theorem

Tukey, John W.

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p. 581-584

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On the Inversion of the Sample Covariance Matrix in a Stationary Autoregressive Process

Siddiqui, M. M.

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p. 585-588

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A Problem of Berkson, and Minimum Variance Orderly Estimators

Tukey, John W.

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p. 588-592

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An Elementary Theorem Concerning Stationary Ergodic Processes

Breiman, Leo

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p. 592-595

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A Test of Fit for Multivariate Distributions

Weiss, Lionel

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p. 595-599

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Tables for Obtaining Non-parametric Tolerance Limits

Somerville, Paul N.

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p. 599-601

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Nonparametric Estimation of Sample Percentage Point Standard Deviation

Walsh, John E.

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p. 601-604

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A Uniqueness Property Not Enjoyed by the Normal Distribution

Steck, George P.

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p. 604-606

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Estimation of a Regression Line with Both Variables Subject to Error Under an Unusual Identification Condition

Rubin, Herman

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p. 606-608

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On the Decomposition of Certain $\chi^2$ Variables

Hogg, Robert V. ; Craig, Allen T.

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p. 608-610

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A Note on the Generation of Random Normal Deviates

Box, G. E. P. ; Muller, Mervin E.

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p. 610-611

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On a Theorem in Metric Spaces

Varadarajan, V. S. ; Rao, R. Ranga

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p. 612-613

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Abstracts of Papers

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p. 614-623

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News and Notices

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p. 624-631

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Report of the Gatlinburg, Tennessee Meeting of the Institute

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p. 631-634

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Asymptotic Approximations to Distributions

Wallace, David L.

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p. 635-654

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A Comparative Study of Several One-Sided Goodness-of-Fit Tests

Chapman, Douglas G.

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p. 655-674

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On the Nonrandomized Optimality and Randomized Nonoptimality of Symmetrical Designs

Kiefer, J.

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p. 675-699

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Distinguishability of Sets of Distributions

Hoeffding, Wassily ; Wolfowitz, J.

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p. 700-718

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The Structure of Bivariate Distributions

Lancaster, H. O.

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p. 719-736

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On Renewal Processes Related to Type I and Type II Counter Models

Pyke, Ronald

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p. 737-754

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Minimum Variance Unbiased Estimation for the Truncated Poisson Distribution

Tate, R. F. ; Goen, R. L.

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p. 755-765

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On Balancing in Factorial Experiments

Shah, B. V.

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p. 766-779

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A Table for Computing Trivariate Normal Probabilities

Steck, George P.

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p. 780-800

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Admissible and Minimax Integer-Valued Estimators of an Inter-Valued Parameter

Robson, D. S.

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p. 801-812

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Maximum-Likelihood Estimation of Parameters Subject to Restraints

Aitchison, J. ; Silvey, S. D.

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p. 813-828

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Confidence Bounds on Vector Analogues of the "Ratio of Means" and the "Ratio of Variances" for Two Correlated Normal Variates and Some Associated Tests

Roy, S. N. ; Potthoff, R. F.

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p. 829-841

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A Three-Sample Kolmogorov-Smirnov Test

David, Herbert T.

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p. 842-851

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Distribution of a Serial Correlation Coefficient Near the Ends of the Range

Siddiqui, M. M.

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p. 852-861

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Distributions of the Members of an Ordered Sample

Clark, Charles E. ; Williams, G. Trevor

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p. 862-870

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Power Function Charts for Specifying Numbers of Observations in Analyses of Variance of Fixed Effects

Feldt, Leonard S. ; Mahmoud, Moharram W.

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p. 871-877

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Limiting Distributions in Some Occupancy Problems

Weiss, Irving

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p. 878-884

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An Extension of Box's Results on the Use of the $F$ Distribution in Multivariate Analysis

Geisser, Seymour ; Greenhouse, Samuel W.

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p. 885-891

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A Property of Additively Closed Families of Distributions

Crow, Edwin L.

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p. 892-897

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Note on Relative Efficiency of Tests

Blyth, Colin R.

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p. 898-903

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A Note on Confidence Intervals in Regression Problems

Mandel, John

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p. 903-907

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A Note on Incomplete Block Designs

Kshirsagar, A. M.

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p. 907-910

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On a Minimax Property of a Balanced Incomplete Block Design

Mote, V. L.

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p. 910-914

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A Characterization of the Normal Distribution

Rao, J. N. K.

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p. 914-919

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A Note on P.B.I.B. Design Matrices

Thompson, W. A.

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p. 919-922

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On a Factorization Theorem in the Theory of Analytic Characteristic Functions

Laha, R. G.

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p. 922-926

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Bounds for Mills' Ratio for the Type III Population

Boyd, A. V.

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p. 926-929

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On the Commutativity of Operators in Stochastic Models for Learning

Kochen, Manfred

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p. 930-933

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Addenda to "Intra-Block Analysis for Factorials in Two-Associate Class Group Divisible Designs"

Bradley, Ralph Allan ; Kramer, Clyde Young

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p. 933-935

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Correction to "On the Power of Certain Tests for Independence in Bivariate Populations"

Konijn, H. S.

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p. 935-936

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Abstracts of Papers

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p. 936-939

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News and Notices

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p. 939-946

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On Mixed Single Sample Experiments

Cohen, Leonard

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p. 947-971

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Asymptotic Normality and Efficiency of Certain Nonparametric Test Statistics

Chernoff, Herman ; Savage, I. Richard

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p. 972-994

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A High Dimensional Two Sample Significance Test

Dempster, A. P.

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p. 995-1010

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On the Kolmogorov and Smirnov Limit Theorems for Discontinuous Distribution Functions

Schmid, Paul

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p. 1011-1027

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Incomplete Sufficient Statistics and Similar Tests

Wijsman, Robert A.

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p. 1028-1045

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A Method of Generating Best Asymptotically Normal Estimates with Application to the Estimation of Bacterial Densities

Ferguson, Thomas S.

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p. 1046-1062

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Families of Designs for Two Successive Experiments

Freeman, G. H.

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p. 1063-1078

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Most Economical Multiple-Decision Rules

Hall, Wm. Jackson

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p. 1079-1094

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Estimation of the Means of Dependent Variables

Dunn, Olive Jean

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p. 1095-1111

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A Markovian Function of a Markov Chain

Burke, C. J. ; Rosenblatt, M.

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p. 1112-1122

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Asymptotic Distributions of "Psi-Squared" Goodness of Fit Criteria for $m$-th Order Markov Chains

Goodman, Leo A.

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p. 1123-1133

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Efficiency Problems in Polynomial Estimation

Hoel, Paul G.

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p. 1134-1145

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On the General Canonical Correlation Distribution

Constantine, A. G. ; James, A. T.

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p. 1146-1166

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Significance Level and Power

Lehmann, E. L.

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p. 1167-1176

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Step-Down Procedure in Multivariate Analysis

Roy, J.

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p. 1177-1187

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The Limiting Distribution of the Serial Correlation Coefficient in the Explosive Case

White, John S.

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p. 1188-1197

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A Limit Theorem for the Periodogram

Bochner, Salomon ; Kawata, Tatsuo

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p. 1198-1208

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Proof of Shannon's Transmission Theorem for Finite-State Indecomposable Channels

Blackwell, David ; Breiman, Leo ; Thomasian, A. J.

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p. 1209-1220

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On the Limiting Power Function of the Frequency Chi-Square Test

Mitra, Sujit Kumar

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p. 1221-1233

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Some Exact Results for the Finite Dam

Prabhu, N. U.

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p. 1234-1243

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Minimax Estimation for Linear Regressions

Radner, R.

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p. 1244-1250

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Covariances of Least-Squares Estimates When Residuals are Correlated

Siddiqui, M. M.

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p. 1251-1256

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On a Probability Problem in the Theory of Counters

Takacs, L.

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p. 1257-1263

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Distribution of Linear Contrasts of Order Statistics

St-Pierre, Jacques

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p. 1264-1268

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Admissible One-Sided Tests for the Mean of a Rectangular Distribution

Pratt, J. W.

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p. 1268-1271

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A Method for Selecting the Size of the Initial Sample in Stein's Two Sample Procedure

Moshman, Jack

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p. 1271-1275

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On a Problem in Measure-Spaces

Varadarajan, V. S.

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p. 1275-1278

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Abstracts of Papers

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p. 1279-1291

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News and Notices

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p. 1292-1308

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