Contributions to Probability and Statistics

Table of Contents

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   Book Overview
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   Chapter 1 A Brief Biography and Appreciation of Ingram Olkin
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   Chapter 2 A Conversation with Ingram Olkin
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   Chapter 3 Bibliography of Ingram Olkin
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   Chapter 4 A Convolution Inequality
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   Chapter 5 Peakedness of Weighted Averages of Jointly Distributed Random Variables
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   Chapter 6 Multivariate Majorization
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   Chapter 7 Some Results on Convolutions and a Statistical Application
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   Chapter 8 The X + Y, X/Y Characterization of the Gamma Distribution
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    Chapter 9 A Bivariate Uniform Distribution
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    Chapter 10 Multinomial Problems in Geometric Probability with Dirichlet Analysis
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    Chapter 11 Probability Inequalities for n -Dimensional Rectangles via Multivariate Majorization
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    Chapter 12 Minimum Majorization Decomposition
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    Chapter 13 The Asymptotic Distribution of Characteristic Roots and Vectors in Multivariate Components of Variance
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    Chapter 14 Univariate and Multivariate Analyses of Variance for Incomplete Factorial Experiments Having Monotone Structure in Treatments
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    Chapter 15 The Limiting Distribution of the Rank Correlation Coefficient $${R_g}$$
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    Chapter 16 Mean and Variance of Sample Size in Multivariate Heteroscedastic Method
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    Chapter 17 A Comparative Study of Cluster Analysis and MANCOVA in the Analysis of Mathematics Achievement Data
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    Chapter 18 Bayesian Inference in Factor Analysis
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    Chapter 19 Computational Aspects of Association for Bivariate Discrete Distributions
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    Chapter 20 A Comparison of the Performances of Procedures for Selecting the Normal Population Having the Largest Mean when the Variances are Known and Equal
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    Chapter 21 Parametric Empirical Bayes Rules for Selecting the Most Probable Multinomial Event
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    Chapter 22 Bayesian Estimation in Two-Way Tables With Heterogeneous Variances
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    Chapter 23 Calibrating For Differences
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    Chapter 24 Complete Class Results For Linear Regression Designs Over The Multi-Dimensional Cube
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    Chapter 25 A Unified Method of Estimation in Linear Models with Mixed Effects
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    Chapter 26 Shrinking Techniques for Robust Regression
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    Chapter 27 Asymptotic Mean Squared Error of Shrinkage Estimators
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    Chapter 28 Likelihood Analysis of a Binomial Sample Size Problem
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    Chapter 29 Truncation, Information, and the Coefficient of Variation
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    Chapter 30 Asymptotic Error Bounds for Power Approximations to Multinomial Tests of Fit
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    Chapter 31 Estimating the Normal Mean and Variance Under A Publication Selection Model
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    Chapter 32 Estimating Poisson Error Rates When Debugging Software
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    Chapter 33 A Comparison of Likelihood Ratio, Wald, and Rao Tests
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    Chapter 34 On the Inadmissibility of the Modified Step-Down Test Based on Fisher’s Method For Combining Independent p -Values
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    Chapter 35 On A Statistical Problem Involving the Measurement of Strength and Duration-of-Load for Construction Materials
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    Chapter 36 Likelihood Analysis of a Binomial Sample Size Problem