No.1 (1978)

On level of significance of the preliminary test in pooling means

Katuomi Hirano (**30**, 1-8)

A Bayesian analysis of the minimum AIC procedure

Hirotugu Akaike (**30**, 9-14)

Detecting optimum time of control action for a manufacturing system

Giitiro Suzuki (**30**, 15-26)

On the reduction to a complete class in multiple decision problems (2)

Masakatsu Murakami (**30**, 27-34)

The set-compound one-stage estimation in the nonregular family of distributions over the interval (0, \theta)

Yoshiko Nogami (**30**, 35-43)

Asymptotic properties of least squares estimators for discrete compound distributions

Keewhan Choi (**30**, 45-50)

The asymptotic expansion of the distribution of Anderson's statistic for testing a latent vector of a covariance matrix

Takesi Hayakawa (**30**, 51-55)

Asymptotic distributions of the latent roots with multiple population roots in multiple discriminant analysis

Yasuko Chikuse (**30**, 57-62)

Unique factorization of products of bivariate normal cumulative distribution functions

T.W. Anderson and S.G. Ghurye (**30**, 63-69)

On the asymptotic distribution of Gower's m^{2} goodness-of-fit criterion in a particular case

A.W. Davis (**30**, 71-79)

Explicit solutions, one iteration convergence and averaging in the multivariate normal estimation problem for patterned means and covariances

Ted H. Szatrowski (**30**, 81-88)

Large-sample approximations in seemingly unrelated regression equations

V.K. Srivastava and Sushama Upadhyaya (**30**, 89-96)

Constellation graphical method for representing multi-dimensional data

Kazumasa Wakimoto and Masaaki Taguri (**30**, 97-104)

f-dissimilarity : A generalization of the affinity of several distributions

L. Gyorfi and T. Nemetz (**30**, 105-113)

Reduction of the number of associate classes of hypercubic association schemes

S. Kageyama, G.M. Saha and A.D. Das (**30**, 115-123)

Betweenness for real vectors and lines, I. Basic generalities

Edward W. Barankin and Koiti Takahasi (**30**, 125-162)

On a characterization of the exponential distribution by spacings

M. Ahsanullah (**30**, 163-166)

A note on Bernstein and Muntz-Szasz theorems with applications to the order statistics

J.S. Hwang (**30**, 167-176)

Note on K-point separation measurement

Rinya Takahashi (**30**, 177-179)

A note on the Gauss-Markov theorem

Morris L. Eaton (**30**, 181-184)

Analysis of cross classified data by AIC

Yosiyuki Sakamoto and Hirotugu Akaike (**30**, 185-197)

Comparison of two types of multidimensional scaling methods - Minimum dimension analysis MDA-OR and MDA-UO -

Chikio Hayashi and Fumi Hayashi (**30**, 199-209)

No.2 (1978)

On a generalization of Gaussian distribution

Tokio Taguchi (**30**, 211-242)

The asymptotic behaviour of maximum likelihood estimators for stationary point processes

Yosihiko Ogata (**30**, 243-261)

Entropy maximization principle and selection of the order of an autoregressive Gaussian process

Ryoichi Shimizu (**30**, 263-270)

On a generation of normal pseudo-random numbers

Hirotaka Sakasegawa (**30**, 271-279)

A non-parametric test for composite hypotheses in survival analysis

H. Dennis Tolley (**30**, 281-295)

Linear statistics and exponential families

Laurie Davies and Ludwig Baringhaus (**30**, 297-314)

Regions of autocorrelation coefficients in AR(p) and EX(p) processes

Toshinao Nakatsuka (**30**, 315-319)

Density estimation for Markov processes using delta-sequences

B.L.S. Prakasa Rao (**30**, 321-328)

Some generalized methods of optimal scaling and their asymptotic theories : The case of multiple responses-multiple factors

Yutaka Tanaka (**30**, 329-348)

Corrections to 'On a spectral estimate obtained by an autoregressive model fitting' *

Mituaki Huzii (**30**, 349)

A procedure for the modeling of non-stationary time series

Genshiro Kitagawa and Hirotugu Akaike (**30**, 351-363)

No.3 (1978)

Stepwise test procedures and approximate chi-square analysis

Minoru Siotani, Dhanwant S. Gill and Christian Loschcke (**30**, 365-375)

An asymptotic expansion for the distribution of a function of latent roots of the noncentral Wishart matrix, when \Omega = O(n)

Hisao Nagao (**30**, 377-383)

The asymptotic expansion of the Stein estimators for the vector case

A.J. van der Merwe and D.J. de Waal (**30**, 385-395)

On the uniform complete convergence of density function estimates

R.L. Taylor and K.F. Cheng (**30**, 397-406)

Yates type estimators of a common mean

C.G. Bhattacharya (**30**, 407-414)

An extension of the Cramer-Rao inequality for a sequential procedure without assuming regularity conditions

Antonio Dorival Campos (**30**, 415-419)

Testing for the equality of two binomial proportions

Noel Cressie (**30**, 421-427)

Record values and the exponential distribution

M. Ahsanullah (**30**, 429-433)

A finely tuned continuity correction

Noel Cressie (**30**, 435-442)

Betweenness for real vectors and lines, II. Relatedness of betweennesses

Edward W. Barankin and Koiti Takahasi (**30**, 443-464)

On homogeneous stochastic processes on compact Abelian groups

P.A. Morettin (**30**, 465-472)

Some corrections and supplements 'On a generalization of Gaussian distribution' *

Tokio Taguchi (**30**, 473-475)

Acknowledgement of priority *

W.K. Chiu (**30**, 477)

A scheme of adaptive control

Makio Ishiguro (**30**, 479-498)

Covariance matrix computation of the state variable of a stationary Gaussian process

Hirotugu Akaike (**30**, 499-504)