No.1 (1980)

Functional equation with an error term and the stability of some characterizations of the exponential distribution

Ryoichi Shimizu (**32**, 1-16)

On a functional equation in the theory of linear statistics

Thomas Brandhofe and Laurie Davies (**32**, 17-23)

Multivariate digamma distribution

Masaaki Sibuya (**32**, 25-36)

Bounds on the joint distribution of T_{0}^{2} statistics

D.R. Jensen (**32**, 37-42)

Testing significance of a mean vector - A possible alternative to Hotelling's T^{2}

Govind S. Mudholkar and Perla Subbaiah (**32**, 43-52)

On a stochastic game with one-chance recovery

Giitiro Suzuki (**32**, 53-64)

A class of spectral density estimators

Gilbert G. Walter (**32**, 65-80)

On prediction of integrated moving average processes

Yoshihiro Yajima (**32**, 81-94)

Nonexistence of complete sufficient statistics for stationary k-state Markov chains, k ge 3

A.L. Wright (**32**, 95-97)

The split hypercubic association scheme

Audrey I. Duthie (**32**, 99-106)

Characterization of certain balanced n-ary block designs

Sanpei Kageyama (**32**, 107-110)

An alternative to ratio method in sample surveys

T. Srivenkataramana and D.S. Tracy (**32**, 111-120)

A note on minimum distance estimates

Constantine A. Drossos and Andreas N. Philippou (**32**, 121-123)

Comparison of time risks based on a multinomial logistic response model in longitudinal studies

Masanori Otake (**32**, 125-142)

No.2 (1980)

Further modified forms of binomial and Poisson distributions

Giitiro Suzuki (**32**, 143-159)

On a generalization of the logistic distribution

E. Olusegun George and M.O. Ojo (**32**, 161-169)

Ignorance prior distribution of a hyperparameter and Stein's estimator

Hirotugu Akaike (**32**, 171-178)

When is the pseudo-best estimator BLUE?

Wulf Rehder (**32**, 179-185)

On the uniform complete convergence of estimates for multivariate density functions and regression curves

K.F. Cheng and R.L. Taylor (**32**, 187-199)

On sequential point estimation of the mean of a normal distribution

Hisao Nagao and Michio Takada (**32**, 201-210)

On the Chernoff-Savage theorem for dependent sequences

Ibrahim A. Ahmad and Pi-Erh Lin (**32**, 211-222)

Nonparametric estimation of an affinity measure between two absolutely continuous distributions with hypotheses testing applications

Ibrahim A. Ahmad (**32**, 223-240)

Nonparametric estimation of Matusita's measure of affinity between absolutely continuous distributions

Ibrahim A. Ahmad (**32**, 241-245)

Distribution of a distance function

A.H. Khan and Mohd. Yaqub (**32**, 247-253)

Robustness of connected balanced block designs

Sanpei Kageyama (**32**, 255-261)

Characterization of equireplicated variance-balanced block designs

Sanpei Kageyama and Takumi Tsuji (**32**, 263-273)

Designs of \Phi-optimal control for second-order processes

Der-Shin Chang and Yuang-Chin Chiang (**32**, 275-281)

Perturbations of countable Markov chains and processes

R.L. Tweedie (**32**, 283-290)

Dose-response problems in drug-induced diseases after consecutive intake of long duration

Siro Yamazoe, Kazuo Fukutomi and Takemi Yanagimoto (**32**, 291-301)

Sun chart method for looking multivariate data

Kazumasa Wakimoto (**32**, 303-310)

No.3 (1980)

On the use of the predictive likelihood of a Gaussian model

Hirotugu Akaike (**32**, 311-324)

Comparison of tails of distributions in models for estimating safe doses

Takemi Yanagimoto and Masaaki Sibuya (**32**, 325-340)

Asymptotic normality of a quadratic measure of orthogonal series type density estimate

Jugal Ghorai (**32**, 341-350)

Estimating a density on the positive half line by the method of orthogonal series

Peter Hall (**32**, 351-362)

Linear prediction of record values for the two parameter exponential distribution

M. Ahsanullah (**32**, 363-368)

On stopping times of sequential estimations of the mean of a log-normal distribution

Hisao Nagao (**32**, 369-375)

The minimum probability on an interval when the mean and variance are known

Morris Skibinsky (**32**, 377-385)

Dominance of double k-class estimators in simultaneous equations

V.K. Srivastava, B.S. Agnihotri and T.D. Dwivedi (**32**, 387-392)

Fitting autoregression with regularly missed observations

Hideaki Sakai (**32**, 393-400)

On selection of the order of the spectral density model for a stationary process

Masanobu Taniguchi (**32**, 401-419)

Selection of certain dichotomous experiments

Chandra M. Gulati (**32**, 421-431)

On allocation of sample using estimates of both proportions of stratum sizes and standard deviations

Shambhu Dayal (**32**, 433-444)

Construction of partially balanced n-ary designs using difference sets

V.S.Soundara Pandian (**32**, 445-464)

Comparisons of models for estimation of safe doses using measures of the heaviness of tail of a distribution

Takemi Yanagimoto and David G. Hoel (**32**, 465-480)

Trend estimation with missing observations

Hirotugu Akaike and Makio Ishiguro (**32**, 481-488)