Sommaire du Fascicule no. 6

Correction Notes: Correction to "A Note on Conservative Confidence Intervals for the Mean of a Multivariate Normal"

Scott, Alastair

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On the Monotonicity of $E_p(S_t/t)$

Chow, Y. S. ; Studden, W. J.

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Correction Notes: Correction to "On the Distribution of a Multiple Correlation Matrix: Non-Central Multivariate Beta-Distributions"

Srivastava, M. S.

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Review: Winifred D. Ashton, Theory of Road Traffic Flow

Wang, Peter C. C.

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Review: D. N. Lawley, A. E. Maxwell, Factor Analysis as a Statistical Method

Rubin, Herman

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Correction Note: Correction to "On Tests of Equality of Two Covariance Matrices"

Giri, N.

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Correction Note: Correction to "Distribution of Definite and of Indefinite Quadratic Forms From a Non-central Normal Distribution"

Shah, B. K.

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Correction Notes: Corrections and Comments on "Tests for the Equality of Covariance Matrices Under the Intraclass Correlation Model"

Krishnaiah, P. R. ; Pathak, P. K.

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Review: J. Keilson, Green's Function Methods in Probability Theory

Wendel, J. G.

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Correction Notes: Correction to Abstract "Some Numerical Results to R. Borges' Approximation of the Binomial Distribution"

Gebhardt, Friedrich

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Correction Notes: Correction to "Probability Densities with Given Marginals"

Kullback, S.

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Correction Notes: Correction to "A Remark on Sequential Discrimination"

Freedman, David A.

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Review: Edward Nelson, Dynamical Theories of Brownian Motion

Doob, J. L.

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Review: J. G. Kemeny, L. J. Snell, A. W. Knapp, Denumerable Markov Chains

Orey, Steven

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Correction Notes: Correction to On the Theory of Rank Order Tests for Location in the Multivariate One Sample Problem

Sen, Pranab Kumar ; Puri, Madan Lal

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Correction Notes: Correction to A Note on the Sphericity Test

Gleser, Leon J.

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Towards a Theory of Generalized Bayes Tests

Farrell, R. H.

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p. 1-22

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On a Necessary and Sufficient Condition for Admissibility of Estimators When Strictly Convex Loss is Used

Farrell, R. H.

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Inadmissibility of the Usual Estimators of Scale parameters in Problems with Unknown Location and Scale Parameters

Brown, L.

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p. 29-48

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Designs for Regression Problems With Correlated Errors: Many Parameters

Sacks, Jerome ; Ylvisaker, Donald

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p. 49-69

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When are Gauss-Markov and Least Squares Estimators Identical? A Coordinate-Free Approach

Kruskal, William

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p. 70-75

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Estimation of the Location of the Cusp of a Continuous Density

Rao, B. L. S. Prakasa

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A Sequential Procedure for Selecting the Largest of $k$ Means

Robbins, H. ; Sobel, M. ; Starr, N.

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p. 88-92

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The General Moment Problem, A Geometric Approach

Kemperman, J. H. B.

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p. 93-122

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Convergence of Sums of Squares of Martingale Differences

Chow, Y. S.

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p. 123-133

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A Decomposition for $L^1$-Bounded Martingales

Gundy, Richard F.

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p. 134-138

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On Infinitely Divisible Laws and a Renewal Theorem for Non-Negative Random Variables

Smith, Walter L.

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p. 139-154

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Variations on a Renewal Theorem of Smith

Heyde, C. C.

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p. 155-158

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The Big Match

Blackwell, David ; Ferguson, T. S.

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p. 159-163

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Some Properties of an Algebraic Representation of Stochastic Processes

Holland, Paul W.

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p. 164-170

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Locally and Asymptotically Minimax Tests of a Multivariate Problem

Giri, N.

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p. 171-178

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An Example of Large Discrepancy Between Measures of Asymptotic Efficiency of Tests

Tsutakawa, R. K.

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p. 179-182

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Estimation of The Parameter in the Stochastic Model for Phage Attachment to Bacteria

Srivastava, R. C.

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p. 183-192

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Invariant Interval Estimation of a Location Parameter

Valand, R. S.

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p. 193-199

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Paired Comparisons for Paired Characteristics

Sen, P. K. ; David, H. A.

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p. 200-208

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On the Identifiability of Finite Mixtures

Yakowitz, Sidney J. ; Spragins, John D.

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p. 209-214

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On the Non-Central Distributions of Two Test Criteria in Multivariate Analysis of Variance

Khatri, C. G. ; Pillai, K. C. S.

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p. 215-226

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On the Distribution of a Multiple Correlation Matrix: Non-Central Multivariate Beta Distributions

Srivastava, M. S.

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p. 227-232

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The Calculation of Distributions of Kolmogorov-Smirnov Type Statistics Including a Table of Significance Points for a Particular Case

Noe, Marc ; Vandewiele, Georges

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p. 233-241

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A Tree Counting Problem

Moon, J. W.

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p. 242-245

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Construction of the Set of 256-Run Designs of Resolution $\geqq 5$ and the Set of Even 512-Run Designs of Resolution $\geqq 6$ with Special Reference to the Unique Saturated Designs

Draper, Norman R. ; Mitchell, Toby J.

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p. 246-255

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Estimating the Total Probability of the Unobserved Outcomes of an Experiment

Robbins, Herbert E.

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p. 256-257

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Some Invariant Laws Related to the Arc Sine Law

Imhof, J. P.

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p. 258-260

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A Note on the Absence of Tangencies in Gaussian Sample Paths

Ylvisaker, Donald

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p. 261-262

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An Elementary Proof of Asymptotic Normality of Linear Functions of Order Statistics

Moore, D. S.

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p. 263-265

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The Asymptotic Error of Iterations

Frank, Peter

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p. 266-269

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A Note on Stochastic Difference Equations

Miller, K. S.

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p. 270-271

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Recurrence Relations Between Moments of Order Statistics for Exchangeable Variates

David, H. A. ; Joshi, P. C.

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p. 272-274

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On Tests of the Equality of Two Covariance Matrices

Giri, N.

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p. 275-277

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Note on a Minimax Design for Cluster Sampling

Joshi, V. M.

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p. 278-281

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On a Further Robustness Property of the Test and Estimator Based on Wilcoxon's Signed Rank Statistic

Sen, Pranab Kumar

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p. 282-285

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Construction of Sequences Estimating the Mixing Distribution

Deely, J. J. ; Kruse, R. L.

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p. 286-288

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Review: Harald Cramer, M. R. Leadbetter, Stationary and Related Stochastic Processes/Sampling Function Properties and Their Applications

Ylvisaker, Donald

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p. 290-291

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Abstracts of Papers

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p. 294-312

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News and Notices

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p. 313-322

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Publications Received

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p. 322-323

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Asymptotic Normality of Simple Linear Rank Statistics Under Alternatives

Hajek, Jaroslav

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p. 325-346

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Some Results on Multitype Continuous Time Markov Branching Processes

Athreya, Krishna Balasundaram

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p. 347-357

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A Random Time Change Relating Semi-Markov and Markov Processes

Yackel, James

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p. 358-364

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A Remark on Hitting Places for Transient Stable Process

Port, Sidney C.

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p. 365-371

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Transforms of Stochastic Processes

Millar, P. Warwick

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p. 372-376

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Substitution in Conditional Expectation

Bahadur, R. R. ; Bickel, P. J.

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p. 377-378

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On Convergence in $r$-Mean of Normalized Partial Sums

Pyke, Ronald ; Root, David

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p. 379-381

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The Invariance Principle for a Lattice of Random Variables

Kuelbs, J.

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p. 382-389

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A Simpler Proof of Smith's Roulette Theorem

Dubins, Lester E.

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p. 390-393

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A Characterization of Certain Sequences of Noming Constants

Kimbleton, Stephen R.

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p. 394-397

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The Probability that the Sample Distribution Function Lies Between Two Parallel Straight Lines

Durbin, J.

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p. 398-411

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Non-Discounted Denumerable Markovian Decision Models

Ross, Sheldon M.

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p. 412-423

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On Recurrent Denumerable Decision Processes

Fisher, Lloyd

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p. 424-432

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Characterizations of Independence in Certain Families of Bivariate and Multivariate Distributions

Jogdeo, Kumar

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p. 433-441

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Asymptotically Optimal Bayes and Minimax Procedures in Sequential Estimation

Bickel, Peter J. ; Yahav, Joseph A.

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p. 442-456

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On the Choice of Design in Stochastic Approximation Methods

Fabian, Vaclav

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p. 457-465

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Concentration of Random Quotients

Lawton, William H.

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p. 466-480

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On the Numerical Representation of Qualitative Conditional Probability

Luce, R. Duncan

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p. 481-491

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Minimax Estimation of a Random Probability Whose First $N$ Moments are Known

Skibinsky, Morris

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p. 492-501

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Estimation of the Larger Translation Parameter

Blumenthal, Saul ; Cohen, Arthur

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p. 502-516

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Estimation of Two Ordered Translation Parameters

Blumenthal, Saul ; Cohen, Arthur

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p. 517-530

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A Comparison of the Most Stringent and the Most Stringent Somewhere Most Powerful Test for Certain Problems with Restricted Alternative

Schaafsma, W.

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p. 531-546

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Likelihood Ratio Tests for Restricted Families of Probability Distributions

Barlow, Richard E.

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p. 547-560

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Smoothed Estimates for Multinomial Cell Probabilities

Dickey, James M.

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p. 561-566

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Jackknifing Variances

Miller, Rupert G.

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p. 567-582

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Inference From a Knockout Tournament

Hartigan, J. A.

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p. 583-592

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The Conditional Wishart: Normal and Nonnormal

Fraser, D. A. S.

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p. 593-605

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Admissibility of the Sample Mean as Estimate of the Mean of a Finite Population

Joshi, V. M.

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p. 606-620

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Hyper-Admissibility and Optimum Estimators for Sampling Finite Populations

Hanurav, T. V.

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p. 621-642

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Relationship of Generalized Polykays to Unrestricted Sums for Balanced Complete Finite Populations

Carney, Edward J.

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p. 643-656

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On the Structure and Analysis of Singular Fractional Replicates

Banerjee, K. S. ; Federer, W. T.

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p. 657-663

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Nonparametric Discrimination Using Tolerance Regions

Quesenberry, C. P. ; Gessaman, M. P.

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p. 664-673

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An Example in Denumerable Decision Processes

Fisher, Lloyd ; Ross, Sheldon M.

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p. 674-675

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Association Matrices and the Kronecker Product of Designs

Surendran, P. U.

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p. 676-680

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A Series of Balanced Incomplete Block Designs

Yalavigi, C. C.

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p. 681-683

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Correction Notes: Correction to Asymptotically Optimal Statistics in Some Models with Increasing Failure Rate Averages

Doksum, Kjell

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p. 684-685

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Abstracts of Papers

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p. 687-708

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News and Notices

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p. 709-724

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Publications Received

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p. 724-725

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A Multi-dimensional Linear Growth Birth and Death Process

Milch, Paul R.

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p. 727-754

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Weak Convergence of a Two-sample Empirical Process and a New Approach to Chernoff-Savage Theorems

Pyke, Ronald ; Shorack, Galen R.

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p. 755-771

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Most Powerful Tests for Some Non-Exponential Families

Spjotvoll, Emil

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p. 772-784

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Estimation of Stochastic Systems: Arbitrary System Process with Additive White Noise Observation Errors

Kallianpur, G. ; Striebel, C.

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p. 785-801

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A Potential Theory for Supermartingales

Curtis, E. Count

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p. 802-814

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A System of Linear Differential Equations for the Distribution of Hotelling's Generalized $T_o^2$

Davis, A. W.

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p. 815-832

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On the Non-central Distribution of the Second Elementary Symmetric Function of the Roots of a Matrix

Pillai, K. C. Sreedharan ; Gupta, Arjun K.

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p. 833-839

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Inference Problems about Parameters which are Subjected to Changes Over Time

Mustafi, Chandan K.

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p. 840-854

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On the Distributions of Direction and Collinearity Factors in Discriminant Analysis

Kabe, D. G.

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p. 855-858

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Minimization of Eigenvalues of a Matrix and Optimality of Principal Components

Okamoto, Masashi ; Kanazawa, Mitsuyo

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p. 859-863

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Limit Theorems for the Multi-urn Ehrenfest Model

Iglehart, Donald L.

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p. 864-876

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On the Moment Generating Function of Pillai's $V^{(s)}$ Criterion

Pillai, K. C. Sreedharan

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p. 877-880

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Moment Convergence of Sample Extremes

III, James Pickands

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p. 881-889

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On the Probability Distribution of a Filtered Random Telegraph Signal

Newman, David S.

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p. 890-896

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An Extension of Rosen's Theorem to Non-identically Distributed Random Variables

Koopmans, L. H.

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p. 897-904

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Asymptotic Normality in Nonparametric Methods

Jogdeo, Kumar

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p. 905-922

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The $V_{NM}$ Two-Sample Test

Maag, Urs R. ; Stephens, M. A.

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p. 923-935

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On Continuity Properties of Infinitely Divisible Distribution Functions

Orey, Steven

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p. 936-937

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Functions of Processes with Markovian States

Fox, Martin ; Rubin, Herman

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p. 938-946

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On the Distribution of the Maximum of a Semi-Markov Process

Stone, Lawrence D.

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p. 947-956

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Upper and Lower Probabilities Generated by a Random Closed Interval

Dempster, A. P.

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p. 957-966

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On Chernoff-Savage Tests for Ordered Alternatives in Randomized Blocks

Puri, Madan Lal ; Sen, Pranab Kumar

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p. 967-972

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Bayes Sequential Design of Fractional Factorial Experiments for the Estimation of a Subgroup of Pre-Assigned Parameters

Zacks, S.

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p. 973-982

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Some Rules for a Combinatorial Method for Multiple Products of Generalized $k$-Statistics

Tracy, Derrick S.

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p. 983-998

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Common Treatments Between Blocks of Certain Partially Balanced Incomplete Block Designs

Surendran, P. U.

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p. 999-1006

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The Correlation Structure of the Output Process of Some Single Server Queueing Systems

Daley, D. J.

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p. 1007-1019

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Functions of Finite Markov Chains and Exponential Type Processes

Boudreau, Paul E.

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p. 1020-1029

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On Estimating Monotone Parameters

Robertson, Tim ; Waltman, Paul

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p. 1030-1039

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The Performance of Some Sequential Procedures for a Ranking Problem

Srivastava, M. S. ; Ogilvie, J.

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p. 1040-1047

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Bounds on the Sample Size Distribution for a Class of Invariant Sequential Probability Ratio Tests

Wijsman, R. A.

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p. 1048-1056

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Sequential Maximum Likelihood Estimation of the Size of a Population

Samuel, Ester

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p. 1057-1068

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Splitting a Single State of a Stationary Process into Markovian States

Dharmadhikari, S. W.

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p. 1069-1077

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A Clarification Concerning Certain Equivalence Classes of Gaussian Processes on an Interval

Feldman, J.

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p. 1078-1079

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An Inequality in Constrained Random Variables

Mallows, C. L.

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p. 1080-1082

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On a Simple Estimate of the Reciprocal of the Density Function

Bloch, Daniel A. ; Gastwirth, Joseph L.

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p. 1083-1085

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Abstracts of Papers

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p. 1086-1097

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News and Notices

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p. 1098-1104

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Publications Received

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p. 1104-1105

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Ergodic Theory with Recurrent Weights

Berk, Kenneth N.

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p. 1107-1114

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On a Class of Aligned Rank Order Tests in Two-way Layouts

Sen, Pranab Kumar

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p. 1115-1124

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The Estimation of Variances After Using a Gaussianating Transformation

Hoyle, M. H.

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p. 1125-1143

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The Output Process of a Stationary $M/M/s$ Queueing System

Burke, P. J.

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p. 1144-1152

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A Class of Infinitely Divisible Mixtures

Steutel, F. W.

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p. 1153-1157

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Contributions to Central Limit Theory for Dependent Variables

Serfling, R. J.

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p. 1158-1175

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Operating Characteristics of Some Sequential Design Rules

Bohrer, Robert

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p. 1176-1185

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The Geometry of an $r \times c$ Contingency Table

Fienberg, Stephen E.

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p. 1186-1190

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Monotone Convergence of Binomial Probabilities and a Generalization of Ramanujan's Equation

Jogdeo, Kumar ; Samuels, S. M.

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p. 1191-1195

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Robustness of the Wilcoxon Estimate of Location Against a Certain Dependence

Hoyland, Arnljot

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p. 1196-1201

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The Wilcoxon Two-sample Statistic on Strongly Mixing processes

Serfling, R. J.

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p. 1202-1209

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Renewal Theorems When the First or the Second Moment is Infinite

Teugels, Jozef L.

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p. 1210-1219

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An Optimality Condition for Discrete Dynamic Programming with no Discounting

Denardo, E. V. ; Miller, B. L.

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p. 1220-1227

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Existence of Optimal Stopping Rules for Rewards Related to $S_n/n$

Siegmund, David ; Simons, Gordon ; Feder, Paul

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p. 1228-1235

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Probability Densities with Given Marginals

Kullback, S.

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p. 1236-1243

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Asymptotically Optimum Properties of Certain Sequential Tests

Wong, Seok Pin

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p. 1244-1263

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Generalized Asymptotic Expansions of Cornish-Fisher Type

Hill, G. W. ; Davis, A. W.

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p. 1264-1273

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On the Moments of Elementary Symmetric Functions of the Roots of Two Matrices and Approximations to a Distribution

Khatri, C. G. ; Pillai, K. C. S.

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p. 1274-1281

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Independent Sequences with the Stein Property

Burkholder, D. L.

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p. 1282-1288

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Bayesian Estimation of Mixing Distributions

Rolph, John E.

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p. 1289-1302

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Simultaneous Tests for the Equality of Covariance Matrices Against Certain Alternatives

Krishnaiah, P. R.

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p. 1303-1309

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The $\epsilon$-Entropy of Certain Measures on $\lbrack 0, 1 \rbrack$

Pitcher, T. S.

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p. 1310-1315

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Multivariate Exponential-type Distributions

Bildikar, Sheela ; Patil, G. P.

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p. 1316-1326

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On Asymptotic Normality in Stochastic Approximation

Fabian, Vaclav

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p. 1327-1332

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Optimal Stopping in a Markov Process

Taylor, Howard M.

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p. 1333-1344

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A Borel Set Not Containing a Graph

Blackwell, David

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p. 1345-1347

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A Note on the Weak Law of Large Numbers

Katz, Melvin

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p. 1348-1349

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On the Proportion of Observations Above Sample Means in a Bivariate Normal Distribution

Mustafi, Chandan K.

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p. 1350-1353

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Construction of Joint Probability Distributions

Kemp, L. F.

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p. 1354-1357

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Correction Notes: Correction to "An Asymptotic Expansion for the Distribution of the Linear Discriminant Function"

Okamoto, Masashi

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p. 1358-1359

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Abstracts of Papers

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p. 1360-1372

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News and Notices

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p. 1378-1380

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Convolutions of Distributions Attracted to Stable Laws

Tucker, Howard G.

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p. 1381-1390

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On a Theorem by Dobrushin

Stone, Charles

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p. 1391-1401

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Large Deviations Theory in Exponential Families

Efron, Bradley ; Traux, Donald

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p. 1402-1424

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On Multivariate Normal Probabilities of Rectangles: Their Dependence on Correlations

Sidak, Zbynek

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p. 1425-1434

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Optimal Designs on Tchebycheff Points

Studden, W. J.

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p. 1435-1447

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On the Ergodicity for Non-stationary Multiple Markov Processes

Deberghes, Helene ; Bui-Trong-Lieu

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p. 1448-1462

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On Confidence Limits for the Reliability of Systems

Myhre, Janet M. ; Saunders, Sam C.

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p. 1463-1472

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Distributions Determined by Cutting a Simplex with Hyperplanes

Dempster, A. P. ; Kleyle, Robert M.

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p. 1473-1478

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Convergence Rates for the Law of the Iterated Logarithm

Davis, James Avery

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p. 1479-1485

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A Note on Robust Estimation in Analysis of Variance

Spjotvoll, Emil

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p. 1486-1492

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On the Asymptotic Normality of One-sided Stopping Rules

Siegmund, D.

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p. 1493-1497

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On a Characterization of Symmetric Stable Processes with Finite Mean

Rao, B. L. S. Prakasa

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p. 1498-1501

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Almost Sure Convergence of Quadratic Forms in Independent Random Variable

Varberg, Dale E.

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p. 1502-1506

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Cross Spectral Analysis of a Gaussian Vector Process in the Presence of Variance Fluctuations

Rao, T. Subba

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The Discrete Student's $t$ Distribution

Ord, J. K.

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Design and Analysis of Experiments with Mixtures

Murty, J. S. ; Das, M. N.

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Construction of Room Squares

Stanton, R. G. ; Mullin, R. C.

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p. 1540-1548

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Some Results on the Complete and Almost Sure Convergence of Linear Combinations of Independent Random Variables and Martingale Differences

Stout, William F.

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p. 1549-1562

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Distances of Probability Measures and Random Variables

Dudley, R. M.

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p. 1563-1572

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On Invariance and Almost Invariance

Berk, Robert H. ; Bickel, P. J.

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p. 1573-1576

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Some Examples of Multi-Dimensional Incomplete Block Designs

Causey, B. D.

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p. 1577-1590

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On a Generalized Savage Statistic with Applications to Life Testing

Basu, A. P.

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p. 1591-1604

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Some Multivariate $t$-Distributions

Miller, K. S.

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On the Trimmed Mann-Whitney Statistic

Hettmansperger, Thomas P.

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Three Multidimensional-integral Identities with Bayesian Applications

Dickey, James M.

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A Compact Table for Power of the $t$-Test

Hodges, J. L. ; Lehmann, E. L.

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p. 1629-1637

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Efficient Difference Equation Estimators in Exponential Regression

McGilchrist, C. A.

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p. 1638-1645

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Admissibility and Distribution of Some Probabilistic Functions of Discrete Finite State Markov Chains

Tsao, Chia Kuei

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p. 1646-1653

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Approach to Degeneracy and the Efficiency of Some Multivariate Tests

Bhattacharyya, G. K. ; Johnson, Richard A.

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p. 1654-1660

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The Information in a Rank-order and the Stopping Time of Some Associated SPRT'S

Berk, Robert H. ; Savage, I. Richard

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p. 1661-1674

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Weak Convergence and a Chernoff-Savage Theorem for Random Sample Sizes

Pyke, Ronald ; Shorack, Galen R.

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p. 1675-1685

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Unbiasedness of Some Test Criteria for the Equality of One or Two Covariance Matrices

Sugiura, Nariaki ; Nagao, Hisao

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p. 1686-1692

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On Slippage Tests-$(I)^1$ A Generalization of Neyman-Pearson's Lemma

Hall, Irving J. ; Kudo, Akio

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p. 1693-1699

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How to Minimize or Maximize the Probabilities of Extinction in a Galton-Watson Process and in Some Related Multiplicative Population Processes

Goodman, Leo A.

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p. 1700-1710

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Calculation of Zonal Polynomial Coefficients by Use of the Laplace-Beltrami Operator

James, A. T.

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p. 1711-1718

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Bounds on the Moments of Martingales

Dharmadhikari, S. W. ; Fabian, V. ; Jogdeo, K.

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Asymptotic Normality of Sample Quantiles for $m$-Dependent Processes

Sen, Pranab Kumar

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p. 1724-1730

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Nonparametric Tests for Shift at an Unknown Time Point

Bhattacharyya, G. K. ; Johnson, Richard A.

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p. 1731-1743

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A Note on the Admissibility of Pooling in the Analysis of Variance

Cohen, Arthur

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p. 1744-1746

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On the Robustness of Some Characterizations of the Normal Distribution

Meshalkin, L. D.

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Exact Distribution of the Product of Independent Generalized Gamma Variables with the Same Shape Parameter

Malik, Henrick John

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p. 1751-1752

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A Mixture of Recurrent Random Walks Need not be Recurrent

Mineka, J.

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Ancillary Statistics and Estimation of the Loss in Estimation Problems

Sandved, Else

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Some Results on Polya Type 2 Distributions

Alam, Khursheed

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p. 1759-1761

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An Inequality for the Ratio of Two Quadratic Forms in Normal Variates

Kadiyala, Koteswara Rao

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p. 1762-1763

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Review: Jaroslav Hajek, Zbynek Sidak, Theory of Rank Tests

Hoeffding, Wassily

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Abstracts of Papers

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Embedding of Urn Schemes into Continuous Time Markov Branching Processes and Related Limit Theorems

Athreya, Krishna B. ; Karlin, Samuel

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p. 1801-1817

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A Delicate Law of the Iterated Logarithm for Non-Decreasing Stable Processes

Breiman, Leo

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p. 1818-1824

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On a General Class of Designs for Multiresponse Experiments

Srivastava, J. N.

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p. 1825-1843

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On Dominating an Average Associated with Dependent Gaussian Vectors

Schwartz, S. C. ; Root, W. L.

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On the Distribution of Some Statistics Useful in the Analysis of Jointly Stationary Time Series

Wahba, Grace

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p. 1849-1862

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Contagion in Stochastic Models for Epidemics

Yang, Grace Lo

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p. 1863-1889

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Sequential Compound Estimation

Gilliland, Dennis C.

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p. 1890-1904

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Optimal Stopping for Functions of Markov Chains

Ruiz-Moncayo, Alberto

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p. 1905-1912

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Robustness of Some Nonparametric Procedures in Linear Models

Sen, Pranab Kumar

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p. 1913-1922

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Some Integral Transforms of Characteristic Functions

Andersen, G. ; Kawata, T.

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p. 1923-1931

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On Pseudo-Games

Banos, Alfredo

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p. 1932-1945

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On the Cost of not Knowing the Variance when Making a Fixed-Width Confidence Interval for the Mean

Simons, Gordon

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p. 1946-1952

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Sequential Selection of Experiments

Gray, K. B.

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p. 1953-1977

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On the Admissibility at $\infty$, Within the Class of Randomized Designs, of Balanced Designs

Farrell, R. H.

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p. 1978-1994

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Further Second Order Rotatable Designs

Draper, Norman R. ; Herzberg, Agnes M.

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p. 1995-2001

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A Treatment of Ties in Paired Comparisons

Singh, Jagbir ; Thompson, W. A.

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p. 2002-2015

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Convergence Rates for Probabilities of Moderate Deviations

Davis, James Avery

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p. 2016-2028

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On Slippage Tests--(II) Similar Slippage Tests

Hall, Irving J. ; Kudo, Akio ; Yeh, Neng-Che

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p. 2029-2037

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Asymptotic Shapes for Sequential Testing of Truncation Parameters

Schwarz, Gideon

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p. 2038-2043

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On the Distribution of the Log Likelihood Ratio Test Statistic When the True Parameter is "Near" the Boundaries of the Hypothesis Regions

Feder, Paul I.

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p. 2044-2055

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Information and Sufficient Sub-fields

Ghurye, S. G.

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p. 2056-2066

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An Extension of Paulson's Selection Procedure

Hoel, D. G. ; Mazumdar, M.

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p. 2067-2074

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Nonparametric Ranking Procedures for Comparison with a Control

Rizvi, M. Haseeb ; Sobel, Milton ; Woodworth, George G.

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p. 2075-2093

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On a Theorem of Skorohod

Dubins, Lester E.

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p. 2094-2097

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On Recent Theorems Concerning the Supercritical Galton-Watson Process

Seneta, E.

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p. 2098-2102

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Randomized Rules for the Two-Armed-Bandit with Finite Memory

Samuels, S. M.

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p. 2103-2107

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On a Limit Distribution of High Level Crossings of a Stationary Gaussian Process

Qualls, Clifford

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p. 2108-2113

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The Distribution of Galton's Statistic

Gross, Shulamith ; Holland, Paul W.

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p. 2114-2117

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Arbitrary State Markovian Decision Processes

Ross, Sheldon M.

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p. 2118-2122

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On the Local Behavior of Markov Transition Probabilities

Blackwell, David ; Freedman, David

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p. 2123-2127

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An Elementary Method for Obtaining Lower Bounds on the Asymptotic Power of Rank Tests

Gastwirth, Joseph L. ; Wolff, Stephen S.

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p. 2128-2130

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Representing Finitely Additive Invariant Probabilities

Olshen, Richard A.

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p. 2131-2135

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Necessary Conditions for Almost Sure Extinction of a Branching Process with Random Environment

Smith, Walter L.

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p. 2136-2140

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Comparison Tests for the Convergence of Martingales

Davis, Burgess

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p. 2141-2144

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A Generalization of Ito's Theorem Concerning the Pointwise Ergodic Theorem

Kim, Choo-Whan

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p. 2145-2148

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Weak Convergence of a Sequence of Quickest Detection Problems

Iglehart, Donald L. ; Taylor, Howard M.

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p. 2149-2153

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Bounds for the Probability of a Union, with Applications

Kounias, Eustratios G.

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p. 2154-2158

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A Note on the Weak Law

Deo, C. M. ; Truax, D. R.

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p. 2159-2160

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Review: Thomas S. Ferguson, Mathematical Statistics, A Decision Theoretic Approach

Wijsman, Robert A.

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p. 2163-2167

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Review: J. J. Martin, Bayesian Decision Problems and Markov Chains

Bhat, B. R.

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p. 2169-2170

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Abstracts of Papers

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p. 2171-2173

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News and Notices

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p. 2174-2187

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Publications Received

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p. 2187-2188

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