Title | Contributions to Probability and Statistics [electronic resource] : Essays in Honor of Ingram Olkin / edited by Leon Jay Gleser, Michael D. Perlman, S. James Press, Allan R. Sampson |
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Imprint | New York, NY : Springer New York, 1989 |
Connect to | http://dx.doi.org/10.1007/978-1-4612-3678-8 |
Descript | X, 505 p. online resource |
Preface v -- I An Appreciation -- A Brief Biography and Appreciation of Ingram Olkin -- A Conversation with Ingram Olkin -- Bibliography of Ingram Olkin 35 -- II Contributions to Probability and Statistics -- A Probability Inequalities and Characterizations -- 1 A Convolution Inequality -- 2 Peakedness of Weighted Averages of Jointly Distributed Random Variables -- 3 Multivariate Majorization -- 4 Some Results on Convolutions and a Statistical Application -- 5 The X + Y, X/Y Characterization of the Gamma Distribution -- 6 A Bivariate Uniform Distribution -- 7 Multinomial Problems in Geometric Probability with Dirichlet Analysis -- 8 Probability Inequalities for n-Dimensional Rectangles via Multivariate Majorization -- 9 Minimum Majorization Decomposition -- B Multivariate Analysis and Association -- 10 The Asymptotic Distribution of Characteristic Roots and Vectors in Multivariate Components of Variance -- 11 Univariate and Multivariate Analyses of Variance for Incomplete Factorial Experiments Having Monotoqp Structure in Treatments -- 12 The Limiting Distribution of the Rank Correlation Coefficient $${R_g}$$ -- 13 Mean and Variance of Sample Size in Multivariate Heteroscedastic Method -- 14 A Comparative Study of Cluster Analysis and MANCOVA in the Analysis of Mathematics Achievement Data -- 15 Bayesian Inference in Factor Analysis -- 16 Computational Aspects of Association for Bivariate Discrete Distributions -- C Linear and Nonlinear Models, Ranking and Selection, Design -- 17 A Comparison of the Performances of Procedures for Selecting the Normal Population Having the Largest Mean when the Variances are Known and Equal -- 18 Parametric Empirical Bayes Rules for Selecting the Most Probable Multinomial Event -- 19 Bayesian Estimation in Two-Way Tables With Heterogeneous Variances -- 20 Calibrating For Differences -- 21 Complete Class Results For Linear Regression Designs Over The Multi-Dimensional Cube -- 22 A Unified Method of Estimation in Linear Models with Mixed Effects -- 23 Shrinking Techniques for Robust Regression -- 24 Asymptotic Mean Squared Error of Shrinkage Estimators -- D Approaches to Inference -- 25 Likelihood Analysis of a Binomial Sample Size Problem -- 26 Truncation, Information, and the Coefficient of Variation -- 27 Asymptotic Error Bounds for Power Approximations to Multinomial Tests of Fit -- 28 Estimating the Normal Mean and Variance Under A Publication Selection Model -- 29 Estimating Poisson Error Rates When Debugging Software -- 30 A Comparison of the Likelihood Ratio, Wald, and Rao Tests -- 31 On the Inadmissibility of the Modified Step-Down Test Based on Fisherโs Method For Combining Independent p-Values -- 32 On A Statistical Problem Involving the Measurement of Strength and Duration-of-Load for Construction Materials