Advances in the Statistical Sciences: Foundations of Statistical Inference: Volume II of the Festschrift in Honor of Professor V.M. Joshi’s 70th Birthday PDF
Preview Advances in the Statistical Sciences: Foundations of Statistical Inference: Volume II of the Festschrift in Honor of Professor V.M. Joshi’s 70th Birthday
FOUNDATIONS OF STATISTICAL INFERENCE THE UNIVERSITY OF WESTERN ONTARIO SERIES IN PHILOSOPHY OF SCIENCE A SERIES OF BOOKS IN PHILOSOPHY OF SCIENCE, METHODOLOGY, EPISTEMOLOGY, LOGIC, HISTORY OF SCIENCE AND RELATED FIELDS Managing Editor ROBERT E. BUTTS Dept. of Philosophy, University of Western Ontario, Canada Editorial Board JEFFREY BUB, University of Western Ontario L. JONATHAN COHEN, Queen's College, Oxford WILLIAM DEMOPOULOS, University of Western Ontario WILLIAM HARPER, University of Western Ontario JAAKKO HINTIKKA, Florida State University, Tallahassee CLIFFORD A. HOOKER, University of Newcastle HENRY E. KYBURG, JR., University of Rochester AUSONIO MARRAS, University of Western Ontario JURGEN MITTELSTRASS, Universitdt Konstanz JOHN M. NICHOLAS, University of Western Ontario GLENN A. PEARCE, University of Western Ontario BAS C. V AN FRAASSEN, Princeton University VOLUME 35 ADVANCES IN THE STATISTICAL SCIENCES Festschrift in Honor of Professor V. M. Joshi's 70th Birthday VOLUME II FOUNDATIONS OF STATISTICAL INFERENCE Edited by IAN B. MacNEILL and GARY J. UMPHREY Department of Statistical and Actuarial Sciences, The University of Western Ontario Associate editors: M. SAFIUL HAQ Department of Statistical and Actuarial Sciences, The University of Western Ontario WILLIAM L. HARPER Department of Philosophy, The University of Western Ontario SERGE B. PROVOST Department of Statistical and Actuarial Sciences, The University of Western Ontario D. REIDEL PUBLISHING COMPANY A MEMBER OF THE KLUWER ACADEMIC PUBLISHERS GROUP DORDRECHT I BOSTON I LANCASTER I TOKYO Library of Congress Cataloging in Publication Data Foundations of statistical inference. (Advances in the statistical sciences; v. 2) (The University of Western Ontario series in philosophy of science; v. 35) 1. Mathematical statistics-Congresses. 2. Probabilities-Con· gresses. 1. MacNeill, Ian B., 1931- II. Umphrey, Gary J., 195~ . III. Series. IV. Series: University of Western Ontario series in philosophy of science; v. 35. QA276.AIA39 vol.2 519.5 s [519.5] 86-29670 ISBN· 13:978·94·010·8623·3 e· ISBN· 13 :978·94·009-4788· 7 DOl: 10.1007/978·94·009-4788· 7 Published by D. Reidel Publishing Company, P.O. Box 17, 3300 AA Dordrecht, Holland. Sold and distributed in the U.S.A. and Canada by Kluwer Academic Publishers, 101 Philip Drive, Assinippi Park, Norwell, MA 02061, U.S.A. In all other countries, sold and distributed by Kluwer Academic Publishers Group, P.O. Box 322, 3300 AH Dordrecht, Holland. All Rights Reserved © 1987 by D. Reidel Publishing Company, Dordrecht, Holland Softcover reprint of the hardcover 1s t edition 1987 No part of the material protected by this copyright notice may be reproduced or utilized in any form or by any means, electronic or mechanical including photocopying, recording or by any information storage and retrieval system, without written permission from the copyright owner TABLE OF CONTENTS Contents of the Other Volumes of the Joshi Festschrift . VB Preface Xlll Introduction to Volume II XV A. P. DEMPSTER Probability and the Future of Statistics . . . . . . . . . . 1 COLIN R. BLYTH AND JAMES V. BONDAR A Neyman-Pearson-Wald View of Fiducial Probability .... 9 M. EVANS, D. A. S. FRASER AND G. MONETTE Statistical Principles and Tangent Models 21 V. P. GODAMBE Data Based Choice of an Ancillary Statistic 31 DENNIS V. LINDLEY Bernoulli Pairs with Invariant Reversals: An Example of Partial Likelihood 39 ANDRE PLANTE A Decision-Likelihood Solution to the Problem of Comparing Two Simple Hypotheses 51 LARRY V. HEDGES AND INGRAM OLKIN Statistical Inference for the Overlap Hypothesis 63 I. GUTTMAN AND M. S. SRIVASTAVA Bayesian Method of Detecting Change Point in Regression and Growth Curve Models 73 JAMES V. BONDAR How Much Improvement Can a Shrinkage Estimator Give? 93 A. K. Md. EHSANES SALEH AND PRANAB KUMAR SEN On Shrinkage and Preliminary Test M-Estimation in a Parall~lism Problem .................. 105 Vl TABLE OF CONTENTS D. A. S. FRASER AND H. MASSAM An Algorithm for Concave Regression . . . . . . . . . . . 121 M. SAFIVL HAQ On the Prediction of the Difference Between Responses from Two Linear Models . . . . . . . . 133 D. S. TRACY AND K. G. JINADASA On Ultrastructural Relationships Models ......... 139 SERGE B. PROVOST Testing for the Nullity of the Multiple Correlation Coefficient with Incomplete Multivariate Data . . . . . 149 M. A. ALI Missing Value Problems in Multiple Linear Regression with Two Independent Variables . . . . . . . . . . . . . 163 M.M.ALI A Bound for the Tail Area of the t Distribution for Samples from a Symmetrically Truncated Normal Population . 183 CHU-IN CHARLES LEE Maximum Likelihood Estimates for Stochastically Ordered Multinomial Populations with Fixed and Random Zeros .. 189 MASAFUMI AKAHIRA AND KEI TAKEUCHI On the Definition of Asymptotic Expectation ....... 199 SHIZUHIKO NISHISATO Robust Techniques for Quantifying Categorical Data .. . . 209 HENRY E. KYBURG, JR. The Basic Bayesian Blunder . . . . . . . . . . . . . . . 219 BRIAN SKYRMS Dynamic Coherence .................. 233 JOHN L. POLLOCK Sketch of the Theory of Nomic Probability ........ 245 TEDDY SEIDENFELD Entropy and Uncertainty ................ 259 CONTENTS OF THE OTHER VOLUMES OF THE JOSm FESTSCHRIFT VOLUME I Applied Probability, Stochastic Processes, and Sampling Theory W. J. ANDERSON / Probabilistic Models of the Photographic Process D. BINDER, J. KOVAR, S. KUMAR, D. PATON &; A. VAN BAAREN / Analytic Uses of Survey Data: A Review M. BLAIS / Transience in a Queueing System with a Finite Number of Locally Interacting Servers D. R. BRILLINGER / Fitting Cosines: Some Procedures and Some Physical Examples A. CORNISH / V. M. Joshi and the Markov Oscillation Problem A. F. DESMOND / An Application of Some Curve-Crossing Results for Sta tionary Stochastic Processes to Stochastic Modelling of Metal Fatigue R. FERLAND &; G. GIROUX / The Convergence of the Solution of a Boltz- mann Type Equation Related to Quantum Mechanics W. A. FULLER / Estimators of the Factor Model for Survey Data J. GANI / Some Recent Work in Epidemic Models M. GHOSH / On Admissibility and Uniform Admissibility in Finite Popu lation Sampling M. A. HIDIROGLOU &; D. G. PATON / Some Experiences in Comput ing Estimates and Their Variances Using Data from Complex Survey Designs R. J. KULPERGER / Central Limit Theorems for Cluster Point Processes D. E. MATTHEWS, CH. E. MINDER &; I. McMILLAN / A Stochastic Model for the Effect of Incident Light Intensity on CO Uptake in Leaves 2 D. L. McLEISH &; C. G. SMALL / Likelihood Asymptotics for the Discrim ination Problem T. T. NGUYEN / On Fnkhet Bounds of Bivariate Distributions VII viii CONTENTS OF OTHER VOLUMES B. L. S. PRAKASA RAO / Asymptotic Theory of Estimation in Nonlinear Regression C. M. RAMSAY / Strong Limit Theorems for Sums of Random Variables Defined on a Finite Markov Chain R. M. ROYALL / Overlooked Correlation in Finite Population Inference A. R. SEN & P. K. SEN / Estimation of the Characteristics of Rare Animals Based on Inverse Sampling at the Second Occasion M. E. THOMPSON / Ideas from the Foundations of Sampling Applied to the One-Way Layout P. TODOROVIC / Limit Theorems Arising in Soil Erosion Modelling S. L. WARNER / Identifying Rational Opinion-Formation with the Over lapping Information Model VOLUME III Time Series and Econometric Modelling B. ABRAHAM / Outliers in Time Series H. AKAIKE / Some Re8ections on the Modelling of Time Series L. A. AROIAN / Recent Results for Time Series in M Dimensions E. B. DAGUM / Monthly versus Annual Revisions of Concurrent Seasonally Adjusted Series J .-M. DUFOUR / Linear Wald Methods for Inference on Covariances and Weak Exogeneity Tests in Structural Equations Q. P. DUONG / Model Selection and Forecasting: A Semi-Automatic Ap proach A. FEUERVERGER / On Some ECF Procedures for Testing Independence C. W. J. GRANGER / Are Economic Variables Really Integrated of Order One? E. J. HANNAN / Approximation of Linear Systems o. G. JENSEN & L. MANSINHA / Excitation of Geophysical Systems with Fractal Flicker Noise B. KEDEM / A Fast Graphical Goodness of Fit Test for Time Series Models T. S. KHEOH & A. I. McLEOD / On the Efficiency of a Strongly Consistent Estimator in ARMA Models CONTENTS OF OTHER VOLUMES IX E. MAASOUMI / The Approximate Moments of the 3SLS Reduced Form Estimator and a MELO Combination of OLS-3SLS for Prediction T. A. PETERS / The Finite Sample Moments of OLS in Dynamic Models When Disturbances are Small P. C. B. PHILLIPS / Fractional Matrix Calculus and the Distribution of Multivariate Tests S. POWER / Asymptotic Properties of Single Equation Errors in Variables Estimators in Rational Expectations Models R. S. SINGH, A. ULLAH & R. A. L. CARTER / Nonparametric Inference in Econometrics: New Applications D. S. STOFFER & T. PANCHALINGAM / A Walsh-Fourier Approach to the Analysis of Binary Time Series B. C. SUTRADHAR, I. B. MacNEILL & H. F. SAHRMANN / Time Se ries Valued Experimental Designs: One-Way Analysis of Variance with Autocorrelated Errors T. TERASVIRTA / Smoothness in Regression: Asymptotic Considerations H. TSURUMI / Use of the Mean Squared Errors of Forecasts in Testing for Structural Shift: A Comparison with the Chow Test for an Undersized Case Y. VAN HUI & W. K. 11 / Predicting Demands in a Multi-Item Environ ment M. R. VEALL / Bootstrapping and Forecast Uncertainty: A Monte Carlo Analysis H. D. VINOD / Confidence Intervals for Ridge Regression Parameters V. ZINDE-WALSH & A. ULLAH / On Robustness of Tests of Linear Re strictions in Regression Models with Elliptical Error Distributions VOLUME IV Stochastic Hydrology B. A. BODO AND T. E. UNNY / On the Outputs of the Stochasticized Nash-Dooge Linear Reservoir Cascade F. CAMACHO, A. I. McLEOD & K. W. HIPEL / The Use and Abuse of Multivariate Time Series Models in Hydrology J. P. CHANUT, M. I. EL-SABH, M. MARCHETERRE & R. ROY / A Stochastic Modelling of Tidal Current Measurements x CONTENTS OF OTHER VOLUMES N. R. DALEZIOS, P. A. TYRASKIS & B. G. LATHAM / Autoregressive Empirical Modelling of Multiple Precipitation Time Series J. KELMAN / Statistical Approach to Floods C. LABATIUK & K. ADAMOWSKI / Application of Nonparametric Den sity Estimation to Computation of Flood Magnitude/Frequency D. K. PICKARD & E. M. TORY / A Markov Model for Sedimentation: Fundamental Issues and Insights S. E. SERRANO, & T. E. UNNY / Stochastic Partial Diffp"ential Equations in Hydrology M. A. STEPHENS / Tests for the Extreme-Value and Weibull Distributions: Some Recent Developments R. M. THOMPSTONE, K. W. HIPEL & A. I. McLEOD / Simulation of Monthly Hydrological Time Series T. E. UNNY / Solutions to Nonlinear Stochastic Differential Equations in Catchment Modelling S. YAKOWITZ & M. KARLSSON / Nearest Neighbor Methods for Time Series, with Application to Rainfall/Runoff Prediction VOLUME V Biostatistics S. B. BULL & A. DONNER / Derivation of Large Sample Efficiency of Multinomial Logistic Regression Compared to Multiple Group Discrim inant Analysis J. W. CHAPMAN, J. ETEZADI-AMOLI, P. J. SELBY, N. F. BOYD & D. DALLEY / Statistical Ramifications of Linear Analogue Scales in Assessing the Quality of Life of Cancer Patients A. CIAMPI, C.-H. CHANG, S. HOGG & S. McKINNEY / Recursive Parti tion: A Versatile Method for Exploratory Data Analysis in Biostatistics A. DONALD & A. DONNER / The Effect of Clustering on the Analysis of Sets of 2 X 2 Contingency Tables W. T. FEDERER & B. R. MURTY / Uses, Limitations, and Requirements of Multivariate Analyses for Intercropping Experiments W. W. HAUCK / Estimation of a Common Odds Ratio S. KONISHI & A. K. GUPTA / Inferences about Interclass and Intraclass Correlations from Familial Data
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