Sommaire du Fascicule no. 6

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Correction Note: Correction to "Sampling Entropy for Random Homogeneous Systems with Complete Connections"

Iosifescu, Marius

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Review: K. R. Parthasarathy, Probability Measures on Metric Spaces

Dudley, R. M.

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Publications Received

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Correction Note: Correction to Estimation of Location and Scale Parameters by Order Statistics from Singly and Doubly Censored Samples: Part I. The Normal Distribution up to Samples of Size 10

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

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Note on the Three Series Theorem

Isaacson, Dean

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Addendum: Addendum to "A Delicate Law of the Iterated Logarithm for Non- Decreasing Stable Processes"

Breiman, Leo

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Correction Notes: Correction to Abstract "A Generalized Estimator for the Mean of a Finite Population Using Multi-Auxiliary Information"

Srivastava, Surendra K.

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Correction Note: Correction to "Singularity in Hotelling's Weighing Designs and a Generalized Inverse"

Banerjee, K. S.

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Correction Notes: Correction to "A Central Limit Theorem for the Number of Edges in the Random Intersection of Two Graphs"

Abe, O.

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Correction Note: Correction to "New Conditions for Central Limit Theorems"

Pierre, Percy A.

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Publications Received

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A Distribution Free Version of the Smirnov Two Sample Test in the $p$-Variate Case

Bickel, P. J.

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p. 1-23

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On Robust Linear Estimators

Gastwirth, Joseph L. ; Rubin, Herman

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p. 24-39

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The Speed of Mean Glivenko-Cantelli Convergence

Dudley, R. M.

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p. 40-50

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Further Remarks on Topology and Convergence in Some Ordered Families of Distributions

Pfanzagl, J.

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p. 51-65

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On Measurable, Nonleavable Gambling Houses with a Goal

Sudderth, William D.

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p. 66-70

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On Erlang's Formula

Takacs, Lajos

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p. 71-78

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Existence of an Invariant Measure and an Ornstein's Ergodic Theorem

Metivier, Michel

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p. 79-96

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Probabilistic Functions of Finite State Markov Chains

Petrie, T.

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p. 97-115

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On Detecting Changes in the Mean of Normal Variates

Gardner, L. A.

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p. 116-126

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The Tail Field of a Markov Chain

Abrahamse, Allan F.

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p. 127-136

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The Asymmetric Cauchy Processes on the Line

Port, S. C. ; Stone, C. J.

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p. 137-143

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A Central Limit Theorem for the Number of Edges in the Random Intersection of Two Graphs

Abe, O.

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p. 144-151

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The Orthant Probabilities of Four Gaussian Variates

Cheng, M. C.

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p. 152-161

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Invariant Sets for Translation-Parameter Families of Measures

Basu, D. ; Ghosh, J. K.

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p. 162-174

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Partially Balanced Incomplete Block Designs with Two-Way Classification of Treatments

Nair, C. Ramankutty

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p. 175-187

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On Serial Correlation

Press, S. James

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p. 188-196

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Equivalence of Gaussian Stationary Processes

Chow, T. R.

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p. 197-202

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The Central Limit Problem for Generalized Random Fields

Eaves, D. M.

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p. 203-215

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On a Theorem of Karlin Regarding Admissible Estimates for Exponential Populations

Joshi, V. M.

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p. 216-223

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Simultaneous Test Procedures--Some Theory of Multiple Comparisons

Gabriel, K. R.

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p. 224-250

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Interpolation of Homogeneous Random Fields on Discrete Groups

Bruckner, L.

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p. 251-258

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Bivariate Symmetry Tests: Parametric and Nonparametric

Bell, C. B. ; Haller, H. Smith

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p. 259-269

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Invariant Proper Bayes Tests for Exponential Families

Schwartz, Richard

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p. 270-283

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Variation Quadratique Des Martingales Continues a Droite

Doleans, Catherine

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p. 284-289

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Multivariate Two Sample Tests with Dichotomous and Continuous Variables. I. The Location Model

Afifi, A. A. ; Elashoff, R. M.

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p. 290-298

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Stochastic Approximation for Smooth Functions

Fabian, Vaclav

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p. 299-302

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A Note on Characteristic Functions

Binmore, K. G. ; Stratton, H. H.

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p. 303-307

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Domains of Optimality of Tests in Simple Random Sampling

Hildebrand, David K.

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p. 308-312

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A Second-Order Approximation to Optimal Sampling Regions

Schwarz, Gideon

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p. 313-315

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A Note on Positive Dynamic Programming

Maitra, Ashok

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p. 316-318

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New Conditions for Central Limit Theorems

Pierre, Percy A.

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p. 319-321

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An Example of the Difference Between the Levy and Levy-Prokhorov Metrics

Fisher, Lloyd ; Walkup, D. W.

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p. 322-324

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Review: Frank A. Haight, Handbook of the Poisson Distribution

Johnson, Norman L.

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p. 326-327

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Abstracts of Papers

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p. 329-332

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News and Notices

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p. 333-337

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Generalized Means and Associated Families of Distributions

Brons, H. K. ; Brunk, H. D. ; Franck, W. E. ; Hanson, D. L.

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p. 339-355

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On the Admissibility of a Randomized Symmetrical Design for the Problem of a One Way Classification

Farrell, R. H.

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p. 356-365

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Discrete Dynamic Programming with a Small Interest Rate

Miller, Bruce L. ; Veinott, Arthur F.

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p. 366-370

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Distribution of Likelihood Ratio in Testing Against Trend

Boswell, M. T. ; Brunk, H. D.

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p. 371-380

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Distinguishability of Probability Measures

Fisher, Lloyd ; Ness, John W. Van

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p. 381-392

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Biorthogonal and Dual Configurations and the Reciprocal Normal Distribution

Berk, Robert H.

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p. 393-398

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Sample Path Variations of Homogeneous Processes

Sharpe, Michael

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p. 399-407

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Variances of Variance-Component Estimators for the Unbalanced 2-Way Cross Classification with Application to Balanced Incomplete Block Designs

Harville, David A.

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p. 408-416

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On an A.P.O. Rule in Sequential Estimation with Quadratic Loss

Bickel, Peter J. ; Yahav, Joseph A.

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p. 417-426

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Martingale Extensions of a Theorem of Marcinkiewicz and Zygmund

Chow, Y. S.

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p. 427-433

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On Finite Products of Poisson-Type Characteristic Functions of Several Variables

Cuppens, Roger

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p. 434-444

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Sequential Nonparametric Two-Way Classification with a Prescribed Maximum Asymptotic Error Probability

Woinsky, Melvin N. ; Kurz, Ludwik

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p. 445-455

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On the Expected Value of a Stopped Stochastic Sequence

Stout, William F. ; Chow, Y. S.

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p. 456-461

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On the Least Squares Estimation of Non-Linear Relations

Villegas, C.

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p. 462-466

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Approximation to Bayes Risk in Sequences of Non-finite Games

Gilliland, Dennis C.

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p. 467-474

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On Convergence Rates in the Central Limit Theorem

Hertz, Ellen S.

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p. 475-479

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On Some Results of N. V. Smirnov Concerning Limit Distributions for Variational Series

Mejzler, D. ; Weissman, I.

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p. 480-491

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An Approximation to the Sample Size in Selection Problems

Dudewicz, Edward J.

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p. 492-497

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Combining Elements from Distinct Finite Fields in Mixed Factorials

Raktoe, B. L.

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p. 498-504

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A Comparison Test for Martingale Inequalities

Davis, Burgess

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p. 505-508

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Sequential Interval Estimation for the Means of Normal Populations

Paulson, Edward

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p. 509-516

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An Application of the Sobolev Imbedding Theorems to Criteria for the Continuity of Processes with a Vector Parameter

Kushner, Harold J.

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p. 517-526

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On Moments of the Maximum of Normed Partial Sums

Siegmund, David

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p. 527-531

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Quasi-Stationary Behaviour of a Left-Continuous Random Walk

Daley, D. J.

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p. 532-539

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Phase Free Estimation of Coherence

Jones, Richard H.

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p. 540-548

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One-Sided Testing Problems in Multivariate Analysis

Perlman, Michael D.

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p. 549-567

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The Consistency of Certain Sequential Estimators

Loynes, R. M.

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p. 568-574

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Optimal Two-Stage Stratified Sampling

DeGroot, M. H. ; Starr, N.

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p. 575-582

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Asymptotic Distribution of Maximum Likelihood Estimators in a Linear Model With Autoregressive Disturbances

Hildreth, Clifford

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p. 583-594

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A Note on Tests for Monotone Failure Rate Based on Incomplete Data

Barlow, R. E. ; Proschan, F.

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p. 595-600

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The Remainder in the Central Limit Theorem for Mixing Stochastic Processes

Philipp, Walter

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p. 601-609

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Analysis of Covariance Based on General Rank Scores

Puri, Madan Lal ; Sen, Pranab Kumar

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p. 610-618

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Multiple Decision Procedures Based on Ranks for Certain Problems in Analysis of Variance

Puri, Madan L. ; Puri, Prem S.

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p. 619-632

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Asymptotic Properties of Non-Linear Least Squares Estimators

Jennrich, Robert I.

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p. 633-643

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The Expected Coverage to the Left of the $i$th Order Statistic for Arbitary Distributions

Margolin, Barry H. ; Mosteller, Frederick

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p. 644-647

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Some First Passage Problems for $S_n/n^{\frac{1}{2} 1}$

Olshen, R. A. ; Siegmund, D. O.

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p. 648-652

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A Note on Sequential Multiple Decision Procedures

Meilijson, Isaac

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p. 653-657

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On a Class of Conditionally Distribution-Free Tests for Interactions in Factorial Experiments

Mehra, K. L. ; Sen, P. K.

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p. 658-664

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The Asymptotic Behavior of a Certain Markov Chain

McCabe, B. J.

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p. 665-666

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An Extension of a Theorem of Chow and Robbins on Sequential Confidence Intervals for the Mean

Nadas, Arthur

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p. 667-671

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Admissibility and Bayes Estimation in Sampling Finite Populations--V

Godambe, V. P.

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p. 672-676

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An Optional Stopping Theorem

Jamison, Benton ; Orey, Steven

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p. 677-678

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A Note on Balanced Incomplete Block Designs

Mann, Henry B.

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p. 679-680

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Inequalities with Applications to the Weak Convergence of Random Processes with Multi-Dimensional Time Parameters

Wichura, Michael J.

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p. 681-687

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On a Fluctuation Theorem for Processes with Independent Increments II

Heyde, C. C.

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p. 688-691

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Note on a `Multivariate' Form of Bonferroni's Inequalities

Meyer, R. M.

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p. 692-693

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Note on Shift-Invariant Sets

Krengel, U. ; Sucheston, L.

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p. 694-696

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Properties of Power Functions of Some Tests Concerning Dispersion Matrices of Multivariate Normal Distributions

Gupta, Somesh Das

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p. 697-701

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The Sampling Distribution of an Estimator Arising in Connection with the Truncated Exponential Distribution

Hoem, Jan M.

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p. 702-703

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A General Method of Determining Fixed-Width Confidence Intervals

Khan, Rasul A.

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p. 704-709

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On Minimum Variance Unbiased Estimation of Reliability

Sathe, Y. S. ; Varde, S. D.

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p. 710-714

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The Existence of Certain Stopping Times on Brownian Motion

Root, D. H.

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p. 715-718

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Abstracts of Papers

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p. 720-727

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News and Notices

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p. 728-740

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On the Supercritical One Dimensional Age Dependent Branching Processes

Athreya, Krishna B.

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p. 743-763

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A Best Possible Kolmogoroff-Type Inequality for Martingales and a Characteristic Property

Steiger, W. L.

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p. 764-769

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Linear Functions of Order Statistics

Stigler, Stephen Mack

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p. 770-788

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Weak Approachability in a Two-Person Game

Hou, Tien-Fang

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p. 789-813

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On Branching Processes in Random Environments

Smith, Walter L. ; Wilkinson, William E.

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p. 814-827

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Hypothesis Testing with Finite Statistics

Cover, Thomas M.

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p. 828-835

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On the Exact Distributions of Votaw's Criteria for Testing Compound Symmetry of a Covariance Matrix

Consul, P. C.

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p. 836-843

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On the Distribution of the Supremum Functional for Semi-Markov Processes with Continuous State Spaces

Stone, Lawrence D.

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p. 844-853

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Efficient Estimation of a Probability Density Function

III, James Pickands

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p. 854-864

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Functions of Processes with Markovian States--II

Fox, Martin ; Rubin, Herman

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p. 865-869

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Product Entropy of Gaussian Distributions

Posner, Edward C. ; Rodemich, Eugene R. ; Rumsey, Howard

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p. 870-904

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Selection Procedures for Restricted Families of Probability Distributions

Barlow, Richard E. ; Gupta, Shanti S.

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p. 905-917

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On the Distribution of the Maximum and Minimum of Ratios of Order Statistics

Barlow, R. E. ; Gupta, S. S. ; Panchapakesan, S.

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p. 918-934

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On Limiting Distributions for Sums of a Random Number of Independent Random Vectors

Gleser, Leon Jay

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p. 935-941

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Asymptotic Expansions of the Non-Null Distributions of the Likelihood Ratio Criteria for Multivariate Linear Hypothesis and Independence

Sugiura, Nariaki ; Fujikoshi, Yasunori

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p. 942-952

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Upper and Lower Probability Inferences for Families of Hypotheses with Monotone Density Ratios

Dempster, A. P.

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p. 953-969

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Conditional Probability on $\Sigma$-Complete Boolean Algebras

Boes, Ardel J.

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p. 970-978

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Distribution of Discriminant Function When Covariance Matrices are Proportional

Han, Chien-Pai

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p. 979-985

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The Strong Ratio Limit Property for Some General Markov Processes

Jain, Naresh C.

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p. 986-992

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Explicit Solutions to Some Problems of Optimal Stopping

Shepp, L. A.

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p. 993-1010

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The Asymptotic Distribution of Some Non Linear Functions of the Two-Sample Rank Vector

Schach, Siegfried

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p. 1011-1020

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On Fixed Precision Estimation in Time Series

Blum, J. R. ; Rosenblatt, Judah

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p. 1021-1032

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Martingales with Independent Increments

Millar, P. Warwick

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p. 1033-1041

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Admissibility of the Usual Confidence Sets for the Mean of a Univariate or Bivariate Normal Population

Joshi, V. M.

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p. 1042-1067

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An $L^p$-Convergence Theorem

Chatterji, S. D.

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p. 1068-1070

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Uniform Convergence of Families of Martingales

Martin, N. F. G.

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p. 1071-1073

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The Variance of One-Sided Stopping Rules

Siegmund, David

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p. 1074-1077

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A Note on Sequences of Continuous Parameter Markov Chains

Kurtz, Thomas G.

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p. 1078-1082

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Cauchy-Distributed Functions and a Characterization of the Cauchy Distribution

Williams, E. J.

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p. 1083-1085

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A Remark on the Kolmogorov-Petrovskii Criterion

Bickel, P. J.

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p. 1086-1090

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An Inequality and Almost Sure Convergence

Kounias, Eustratios G. ; Weng, Teng-Shan

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p. 1091-1093

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On the Bayes Character of a Standard Model II Analysis of Variance Test

Farrell, R. H.

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p. 1094-1097

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On the A Priori Distribution of the Covariance Matrix

Villegas, C.

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p. 1098-1099

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Maximum Likelihood Estimation of Multivariate Covariance Components for the Balanced One-Way Layout

Klotz, Jerome ; Putter, Joseph

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p. 1100-1105

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Monotonicity of the Variance Under Truncation and Variations of Jensen's Inequality

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

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p. 1106-1108

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Infinitely Divisible Renewal Distributions

Steutel, F. W.

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p. 1109-1113

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A Short Proof of a Known Limit Theorem for Sum of Independent Random Variables with Infinite Expectations

Fristedt, Bert

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p. 1114-1115

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A Note on Chernoff-Savage Theorems

Pyke, Ronald ; Shorack, Galen R.

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p. 1116-1119

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A Characterization of the Upper and Lower Classes in Terms of Convergence Rates

Davis, James Avery

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p. 1120-1123

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Note on Weyl's Criterion and the Uniform Distribution of Independent Random Variables

Holewijn, P. J.

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p. 1124-1125

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A Uniform Operator Ergodic Theorem

Klimko, E. M.

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p. 1126-1129

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Note on Completely Monotone Densities

Steutel, F. W.

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p. 1130-1131

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Review: Leo Breiman, Probability

Kallianpur, G.

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p. 1132-1133

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Review: Arthur E. Albert, Leland A. Gardner, Stochastic Approximation and Nonlinear Regression

Fabian, Vaclav

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p. 1134-1135

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Review: M. N. Murthy, Sampling Theory and Methods

Dalenius, Tore

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p. 1136-1138

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Review: B. Ramanchandran, Advanced Theory of Characteristic Functions

Cuppens, R.

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p. 1139-1141

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Abstracts of Papers

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p. 1142-1161

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News and Notices

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p. 1162-1164

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Starshaped Transformations and the Power of Rank Tests

Doksum, Kjell

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p. 1167-1176

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Bayes' Method for Bookies

Freedman, David A. ; Purves, Roger A.

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p. 1177-1186

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Estimation of a Probability Density Function and Its Derivatives

Schuster, Eugene F.

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p. 1187-1195

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Asymptotic Theory of a Class of Tests for Uniformity of a Circular Distribution

Beran, R. J.

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p. 1196-1206

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Asymptotically Most Powerful Tests in Markov Processes

Johnson, Richard A. ; Roussas, George G.

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p. 1207-1215

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Tests for Monotone Failure Rate Based on Normalized Spacings

Bickel, Peter J. ; Doksum, Kjell A.

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p. 1216-1235

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Moments of a Stopping Rule Related to the Central Limit Theorem

Brown, Bruce M.

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p. 1236-1249

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Tests for Monotone Failure Rate II

Bickel, P. J.

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p. 1250-1260

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Unbiased Estimation of Some Multivariate Probability Densities and Related Functions

Ghurye, S. G. ; Olkin, Ingram

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p. 1261-1271

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Epsilon Entropy of Gaussian Processes

Posner, Edward C. ; Rodemich, Eugene R. ; Rumsey, Howard

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p. 1272-1296

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Some Multiple Products of Polykays

Tracy, Derrick S.

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p. 1297-1299

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On Partitioning a Set of Normal Populations by Their Locations with Respect to a Control

Tong, Yung Liang

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p. 1300-1324

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A Class of Rank Order Tests for a General Linear Hypothesis

Puri, Madan Lal ; Sen, Pranab Kumar

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p. 1325-1343

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Generalized Least-Squares Estimation of a Subvector of Parameters in Randomized Fractional Factorial Experiments

Lentner, M. M.

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p. 1344-1352

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Consistent Estimation of a Location Parameter in the Presence of an Incidental Scale Parameter

Pfanzagl, J.

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p. 1353-1357

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Testing and Estimation for a Circular Stationary Model

Olkin, I. ; Press, S. J.

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p. 1358-1373

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A Test of Equality of Two Normal Population Means Assuming Homogeneous Coefficients of Variation

Kohrding, R. K.

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p. 1374-1385

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Nonparametric Estimation of the Transition Distribution Function of a Markov Process

Roussas, George G.

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p. 1386-1400

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The Canonical Correlation Coefficients of Bivariate Gamma Distributions

Griffiths, R. C.

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p. 1401-1408

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On the Asymptotic Distribution of a Certain Functional of the Wiener Process

Wyner, A. D.

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p. 1409-1418

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A General Theory of Subjective Probabilities and Expected Utilities

Fishburn, Peter C.

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p. 1419-1429

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Quadratic Forms and Idempotent Matrices with Random Elements

Graybill, Franklin A. ; Milliken, George

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Distribution of a Product and the Structural Set Up of Densities

Mathai, A. M. ; Saxena, R. K.

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p. 1439-1448

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The Smirnov Two Sample Tests as Rank Tests

Steck, G. P.

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p. 1449-1466

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A Stable Limit Theorem for Markov Chains

Kimbleton, Stephen R.

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p. 1467-1473

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Note on a Theorem of Dynkin on the Dimension of Sufficient Statistics

Denny, J. L.

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p. 1474-1476

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Smoothing by Cheating

Dickey, James M.

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p. 1477-1482

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Inadmissibility of the Best Invariant Test When the Moment is Infinite Under One of the Hypotheses

Fox, Martin ; Perng, S. K.

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p. 1483-1485

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Some Multivariate Comparison Procedures Based on Ranks

Tamura, Ryoji

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p. 1486-1491

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Strong Consistency of Certain Sequential Estimators

Berk, Robert H.

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p. 1492-1495

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Density Estimation by Orthogonal Series

Watson, Geoffrey S.

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p. 1496-1498

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Uniform Consistency of Some Estimates of a Density Function

Moore, D. S. ; Henrichon, E. G.

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p. 1499-1502

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Zeroes of Infinitely Divisible Densities

Sharpe, Michael

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Bounds on Moments of Certain Random Variables

Dharmadhikari, S. W. ; Jogdeo, Kumar

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Abstracts of Papers

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News and Notices

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Publications Received

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Unbiased Estimation in Convex Families

Bickel, P. J. ; Lehmann, E. L.

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p. 1523-1535

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On an Extended Compound Decision Problem

Gilliland, Dennis C. ; Hannan, James F.

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p. 1536-1541

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Estimation of Parameters in a Transient Markov Chain Arising in a Reliability Growth Model

Dubman, M. ; Sherman, B.

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Admissible Designs for Polynomial Spline Regression

Studden, W. J. ; VanArman, D. J.

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p. 1557-1569

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Optimal and Efficient Designs of Experiments

Atwood, Corwin L.

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The Loose Subordination of Differential Processes to Brownian Motion

Huff, Barthel W.

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p. 1603-1609

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Stochastic Integrals and Derivatives

Isaacson, Dean

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Conditions for Optimality and Validity of Simple Least Squares Theory

Mitra, Sujit Kumar ; Rao, C. Radhakrishna

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p. 1617-1624

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Homogeneous Gauss-Markov Random Fields

Wong, E.

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p. 1625-1634

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Discrete Dynamic Programming with Sensitive Discount Optimality Criteria

Veinott, Arthur F.

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p. 1635-1660

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A Note on Estimating a Unimodal Density

Wegman, Edward J.

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On a Class of Rank Order Tests for the Parallelism of Several Regression Lines

Sen, Pranab Kumar

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p. 1668-1683

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Minimax Risk and Unbiasedness for Multiple Decision Problems of Type I

Schaafsma, Willem

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p. 1684-1720

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Characterizations of the Linear Exponential Family in a Parameter by Recurrence Relations for Functions of Cumulants

Doss, D. C.

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p. 1721-1727

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A Consistent Estimator for the Identification of Finite Mixtures

Yakowitz, S.

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Some Properties and an Application of a Statistic Arising in Testing Correlation

Mehta, J. S. ; Gurland, John

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The Maximum Variance of Restricted Unimodal Distributions

Jacobson, Harold I.

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Some Striking Properties of Binomial and Beta Moments

Skibinsky, Morris

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p. 1753-1764

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On Strong Consistency of Density Estimates

Ryzin, J. Van

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p. 1765-1772

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On Distinguishing Translates of Measures

Kanter, Marek

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p. 1773-1777

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Minimax Results for IFRA Scale Alternatives

Doksum, Kjell

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A Robust Point Estimator in a Generalized Regression Model

Rao, P. V. ; Thornby, J. I.

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p. 1784-1790

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On a Class of Nonparametric Two-Sample Tests for Circular Distributions

Schach, Siegfried

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Inadmissibility of the Best Invariant Estimator of Extreme Quantiles of the Normal Law Under Squared Error Loss

Zidek, J. V.

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p. 1801-1808

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Asymptotically Nearly Efficient Estimators of Multivariate Location Parameters

Moore, D. S.

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p. 1809-1823

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Limiting Sets and Convex Hulls of Samples from Product Measures

Fisher, Lloyd

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p. 1824-1832

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Results from the Relation Between Two Statistics of the Kolmogorov-Smirnov Type

Stephens, M. A.

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p. 1833-1837

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A Note on the Test for the Location Parameter of an Exponential Distribution

Takeuchi, Kei

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p. 1838-1839

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Near-Cyclic Representations for Some Resolution VI Fractional Factorial Plans

Preece, D. A.

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p. 1840-1843

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A Decomposition Theorem for Vector Variables with a Linear Structure

Rao, C. Radhakrishna

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p. 1845-1849

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A Branching Process Without Rebranching

Savage, I. R. ; Shimi, I. N.

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p. 1850-1851

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Divergence Properties of Some Martingale Transforms

Davis, Burgess

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Abstracts of Papers

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p. 1856-1883

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News and Notices

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Asymptotic Linearity of a Rank Statistic in Regression Parameter

Jureckova, Jana

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p. 1889-1900

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On the Matrix Renewal Function for Markov Renewal Processes

Keilson, J.

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p. 1901-1907

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On the Probability of Large Deviations and Exact Slopes

Sievers, Gerald L.

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p. 1908-1921

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Inequalities of Chebyshev Type Involving Conditional Expectations

Mallows, C. L. ; Richter, Donald

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p. 1922-1932

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Contributions to the $k$-Sample Problem: A Symmetric Statistic

Schulzer, M.

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p. 1933-1949

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Asymptotic Behavior of Wilcoxon Type Confidence Regions in Multiple Linear Regression

Koul, Hira Lal

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p. 1950-1979

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The Markov Inequality for Sums of Independent Random Variables

Samuels, S. M.

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p. 1980-1984

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The Law of the Iterated Logarithm for Mixing Stochastic Processes

Philipp, Walter

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p. 1985-1991

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Asymptotic Normality of Simple Linear Rank Statistics Under Alternatives II

Dupac, Vaclav ; Hajek, Jaroslav

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p. 1992-2017

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On Bartlett's Test and Lehmann's Test for Homogeneity of Variances

Sugiura, Nariaki ; Nagao, Hisao

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p. 2018-2032

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On the Distributions of the Ratios of the Roots of a Covariance Matrix and Wilks' Criterion for Tests of Three Hypotheses

Pillai, K. C. S. ; Al-Ani, S. ; Jouris, G. M.

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p. 2033-2040

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Asymptotic Normality of Linear Combinations of Functions of Order Statistics

Shorack, Galen R.

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p. 2041-2050

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Asymptotic Expansions of the Distributions of the Likelihood Ratio Criteria for Covariance Matrix

Sugiura, Nariaki

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Consistent Estimates of the Parameters of a Linear System

Anderson, William N. ; Kleindorfer, George B. ; Kleindorfer, Paul R. ; Woodroofe, Michael B.

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p. 2064-2075

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Jackknifing $U$-Statistics

Arvesen, James N.

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p. 2076-2100

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Rank Order Tests for Multivariate Paired Comparisons

Shane, Harold D. ; Puri, Madan L.

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p. 2101-2117

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Weak Qualitative Probability on Finite Sets

Fishburn, Peter C.

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p. 2118-2126

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Bayesian Model of Decision-Making as a Result of Learning From Experience

Shubert, Bruno O.

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p. 2127-2142

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The Relation of the Equivalence Conditions for the Brownian Motion to the Equivalence Conditions for Certain Stationary Processes

Eisenberg, Bennett

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p. 2143-2148

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Optimum Estimators for Linear Functions of Location and Scale Parameters

Mann, Nancy R.

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p. 2149-2155

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On the Optimum Rate of Transmitting Information

Kemperman, J. H. B.

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p. 2156-2177

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On Extended Rate of Convergence Results for the Invariance Principle

Heyde, C. C.

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p. 2178-2179

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A Bound for the Variation of Gaussian Densities

Kullback, S.

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p. 2180-2182

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Sufficient Conditions for a Mixture of Exponentials to be a Probability Density Function

Bartholomew, D. J.

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p. 2183-2188

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Expression of Variance-Component Estimators as Linear Combinations of Independent Noncentral Chi-Square Variates

Harville, David A.

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p. 2189-2194

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On the Rate of Convergence for the Law of Large Numbers

Wagner, Terry J.

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p. 2195-2197

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A Comparison of the Asymptotic Expected Sample Sizes of Two Sequential Procedures for Ranking Problem

Perng, S. K.

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p. 2198-2202

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The Growth of a Random Walk

Stone, Charles J.

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p. 2203-2206

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A Note on Exchangeable Processes with States of Finite Rank

Dharmadhikari, S. W.

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p. 2207-2208

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A Test for Symmetry Using the Sample Distribution Function

Butler, Calvin C.

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p. 2209-2210

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A Note on Thrifty Strategies and Martingales in a Finitely Additive Setting

Sudderth, William D.

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Abstracts of Papers

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p. 2216-2226

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News and Notices

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p. 2227-2236

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