No.1 (1985)

The exact and approximate distributions of linear combinations of selected order statistics from a uniform distribution

T. Matsunawa (**37**, 1-16)

Estimation of a common parameter for pooled samples from the uniform distributions

Masafumi Akahira and Kei Takeuchi (**37**, 17-26)

Limit theorems for the median deviation

Peter Hall and A.H. Welsh (**37**, 27-36)

Simple linear approximations to the likelihood equation for combining evidence in multiple 2 × 2 tables : A critique of conventional procedures

Takemi Yanagimoto and Eiji Yamamoto (**37**, 37-49)

On the rate of convergence to normality for generalized linear rank statistics

Madan L. Puri and Munsup Seoh (**37**, 51-69)

Empirical Bayes estimation in a multiple linear regression model

R.S. Singh (**37**, 71-86)

Normalizing and variance stabilizing transformations for intraclass correlations

Sadanori Konishi (**37**, 87-94)

Asymptotic expansions of the distributions of some test statistics

Takesi Hayakawa and Madan L. Puri (**37**, 95-108)

Asymptotic distribution theory of statistical functionals : The compact derivative approach for robust estimators

W. Esty, R. Gillette, M. Hamilton and D. Taylor (**37**, 109-129)

Asymptotic distribution theory for general statistical functionals

Donald C. Taylor (**37**, 131-138)

Connectedness of PBIB designs having asymmetrical association schemes

Sanpei Kageyama (**37**, 139-143)

Some constructions of PBIB designs

Shakti Banerjee, Bhagwandas and S. Kageyama (**37**, 145-150)

A study of shifting models in life tests via Bayesian approach using semi-or-used priors (SOUPS)

G.S. Lingappaiah (**37**, 151-163)

Characterizations of life distributions from percentile residual lifetimes

Harry Joe (**37**, 165-172)

The conjugate gradient method for computing all the extremal stationary probability vectors of a stochastic matrix

Kunio Tanabe (**37**, 173-187)

Global analysis of continuous analogues of the Levenberg-Marquardt and Newton-Raphson methods for solving nonlinear equations

Kunio Tanabe (**37**, 189-203)

No.2 (1985)

Discrete distributions of order k on a binary sequence

Sigeo Aki (**37**, 205-224)

Construction of multivariate distributions with given marginals

Ludger Ruschendorf (**37**, 225-233)

On estimating of the number of constituents of a finite mixture of continuous distributions

Jogi Henna (**37**, 235-240)

Asymptotically minimum variance unbiased estimation for a class of power series distributions

A. Kyriakoussis (**37**, 241-250)

On progressively truncated maximum likelihood estimators

Nobuo Inagaki and Pranab Kumar Sen (**37**, 251-269)

A penalty method for nonparametric estimation of the logarithmic derivative of a density function

Dennis D. Cox (**37**, 271-288)

Some extension on Haldane's multivariate median and its application

Takafumi Isogai (**37**, 289-301)

Subset selection for the least probable multinomial cell

Pinyuen Chen (**37**, 303-314)

The empirical Bayes rules with floating optimal sample size for exponential conditional distributions

Pekka Laippala (**37**, 315-327)

Lattice square approach to construction of mutually orthogonal F-squares

B.L. Raktoe and W.T. Federer (**37**, 329-336)

A construction of balanced arrays of strength t and some related incomplete block designs

G.M. Saha and B.K. Samanta (**37**, 337-345)

Testing whether survival function is harmonic new better than used in expectation

A.P. Basu and Nader Ebrahimi (**37**, 347-359)

Some comments on a paper on k-HNBUE life distributions

Bengt Klefsjo (**37**, 361-364)

Corrections to 'On K-order harmonic new better than used in expectation distributions' *

A.P. Basu and Nader Ebrahimi (**37**, 365-366)

Corrections to 'On the independence of interdeparture intervals from single server queueing systems' *

Toji Makino (**37**, 367)

Bayesian binary regression involving two explanatory variables

Yosiyuki Sakamoto and Makio Ishiguro (**37**, 369-387)

No.3 (1985)

Estimation of the degree of differencing of an ARIMA process

Yoshihiro Yajima (**37**, 389-408)

Some convergence theorems on a supercritical Galton-Watson process

P. Koteeswaran, K. Nanthi and K. Suresh Chandra (**37**, 409-414)

Optimal construction of a selection of a subpopulation

Kazuo Noda (**37**, 415-435)

Minimaxity of a preliminary test estimator for the mean of normal distribution

Yasushi Nagata and Taichi Inaba (**37**, 437-442)

Fourier and Hermite series estimates of regression functions

Wlodzimierz Greblicki and Miroslaw Pawlak (**37**, 443-454)

Unbiased sequential estimation of 1/p : Settlement of a conjecture

Bikas Kumar Sinha and Arup Bose (**37**, 455-460)

Mean integrated squared error of kernel estimators when the density and its derivative are not necessarily continuous

Constance van Eeden (**37**, 461-472)

Distributions of maximum likelihood estimators of Lorenz curve and Gini index of exponential distribution

T.S.K. Moothathu (**37**, 473-479)

A randomized solution for multi-Bayes estimates of the multinormal mean

D.J. de Waal, P.C.N. Groenewald, J.M. van Zyl and J.V. Zidek (**37**, 481-486)

Improved confidence set estimators of a multivariate normal mean and generalizations

Fanny Ki and Kam-Wah Tsui (**37**, 487-498)

On estimating a common multivariate normal mean vector

Wen-Jau Chiou and Arthur Cohen (**37**, 499-506)

Maximum likelihood prediction

Kenneth S. Kaminsky and Lennart S. Rhodin (**37**, 507-517)

Local powers of two-sample and multi-sample rank tests for Lehmann's contaminated alternative

Taka-aki Shiraishi (**37**, 519-527)

Approximations to the distributions of ordered distance random variables

R.-D. Reiss (**37**, 529-533)

A conditional limit construction of the normal probability density

B.S. Choi (**37**, 535-539)

The distribution of the sum of independent gamma random variables

P.G. Moschopoulos (**37**, 541-544)

Measures of location in the plane

David K. Blough (**37**, 545-555)

Some E and MV-optimal designs for the two-way elimination of heterogeneity

Mike Jacroux (**37**, 557-566)