The Annals of Mathematical Statistics

Volume 42, Number 2

April, 1971

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Miscellaneous front pages, Ann. Math. Statist., Volume 42, Number 2 (1971)
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On the Construction of Certain Transition FunctionsCharles W. Lamb; 439 - 450
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Weak Convergence Results for a Class of Multivariate Markov ProcessesSiegfried Schach; 451 - 465
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Asymptotic Behavior of a Class of Confidence Regions Based on Ranks in RegressionHira Lal Koul; 466 - 476
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Markov Renewal Programs with Small Interest RatesEric V. Denardo; 477 - 496
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On Nonparametric Asymptotically Minimax TestsSture Holm; 497 - 508
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On Embedding and Enumeration of Orthogonal Latin SquaresA. Hedayat and W. T. Federer; 509 - 516
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Some Distribution Problems in the Multivariate Complex Gaussian CaseK. C. S. Pillai and G. M. Jouris; 517 - 525
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Distribution of the Canonical Correlations and Asymptotic Expansions for Distributions of Certain Independence Test StatisticsYoong-Sin Lee; 526 - 537
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Some Characteristics of Page's Two-sided Procedure for Detecting a Change in a Location ParameterJack Nadler and Naomi B. Robbins; 538 - 551
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Equiconvergence of MartingalesEdward S. Boylan; 552 - 559
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An Asymptotic Expansion of the Non-Null Distribution of Hotelling's Generalized $T_0^2$-StatisticMinoru Siotani; 560 - 571
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One-way Expected Utility with Finite Consequence SpacesPeter C. Fishburn; 572 - 577
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MatchmakingMorris H. DeGroot, Paul I. Feder, and Prem K. Goel; 578 - 593
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Marginal Homogeneity of Multidimensional Contingency TablesS. Kullback; 594 - 606
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The Law of the Iterated Logarithm for Empirical DistributionHelen Finkelstein; 607 - 615
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Projection with the wrong Inner Product and its Application to Regression with Correlated Errors and Linear Filtering of Time SeriesWilliam S. Cleveland; 616 - 624
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Strong Laws for Ruled SumsLeonard E. Baum, M. Katz, and H. H. Stratton; 625 - 629
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A Method for the Construction of Sequential Selection ProceduresDavid G. Hoel; 630 - 642
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Optimal Designs with a Tchebycheffian Spline Regression FunctionV. N. Murty; 643 - 649
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On a Class of Rank Order Tests for Regression with Partially Informed Stochastic PredictorsMalay Ghosh and Pranab Kumar Sen; 650 - 661
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Admissibility of the Usual Confidence Sets for a Class of Bivariate PopulationsV. M. Joshi; 662 - 679
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Hyperadmissibility of Estimators for Finite PopulationsV. M. Joshi; 680 - 690
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Linear Spaces and Minimum Variance Unbiased EstimationJustus Seely and George Zyskind; 691 - 703
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The Distribution of Linear Combinations of Order Statistics from the Uniform DistributionHerbert Weisberg; 704 - 709
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Quadratic Subspaces and CompletenessJustus Seely; 710 - 721
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On the Characteristic Roots of the Information Matrix of $2^m$ Balanced Factorial Designs of Resolution V, with ApplicationsJ. N. Srivastava and D. V. Chopra; 722 - 734
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Approachability in a Two-person GameTien-Fang Hou; 735 - 744
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A Moment Problem for Order StatisticsJoseph B. Kadane; 745 - 751
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Short Communications

A Note on the Reparametrization of an Exponential FamilyMichael S. Waterman; 752 - 754
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On the Multiple Autoregressive SeriesJiri Andel; 755 - 759
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An Iterated Logarithm Theorem for Some Weighted Averages of Independent Random VariablesR. James Tomkins; 760 - 763
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On the Distribution of the Sphericity Test Criterion in Classical and Complex Normal Populations Having Unknown Covariance MatricesK. C. S. Pillai and B. N. Nagarsenker; 764 - 767
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Note on Some Formulas for Weighted Sums of Zonal PolynomialsNariaki Sugiura; 768 - 772
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Discrimination of Poisson ProcessesMark Brown; 773 - 776
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A Note on Convergence of MomentsB. M. Brown; 777 - 779
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Semi Stable Laws as Limit DistributionsR. N. Pillai; 780 - 783
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Local Theorems in Strengthened Form for Lattice Random VariablesJ. David Mason; 784 - 788
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Independent Sequences with the Carefoot-flett PropertyA. Al-Hussaini; 789 - 793
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A Pseudo-Metric Space of Probability Measures and the Existence of Measurable UtilityJ. O. Ledyard; 794 - 798
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Inadmissibility of the Best Invariant Test in Three or More DimensionsStephen Portnoy and Charles Stein; 799 - 801
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Infinite Divisibility and Variance Mixtures of the Normal DistributionDouglas Kelker; 802 - 808
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On the Distribution of Linear Combinations of Non-central Chi-SquaresDavid A. Harville; 809 - 811
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On the Zeros of Infinitely Divisible DensitiesF. W. Steutel; 812 - 815
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Use of Truncated Estimator of Variance Ratio in Recovery of Inter-Block InformationK. R. Shah; 816 - 819
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Constant Coefficient Linear Differential Equations Driven by White NoiseR. V. Erickson; 820 - 823
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A Characterization of the Multivariate Normal DistributionMary R. Anderson; 824 - 827
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Optimal Designs for Multivariate Polynomial ExtrapolationW. J. Studden; 828 - 832
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Note on Bayes-Fiducial Intervals for Problems of Location and ScaleDonald A. Pierce and David A. Bogdanoff; 833 - 836
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A Characterization of the Exponential Distribution by Order StatisticsM. M. Desu; 837 - 838
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Admissibility of Arbitrary Estimates as Unbiased Estimates of Their Expectations in a Finite PopulationV. M. Joshi; 839 - 841
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Correction Note: Correction to "On Relationship Algebras of Incomplete Block Designs"J. Robinson; 842
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Abstracts of Papers843 - 846
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News and Notices847 - 854
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Publications Received854
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Miscellaneous back pages, Ann. Math. Statist., Volume 42, Number 2 (1971)
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