THE JOURNALabe/BJPS/Texto.doc · Web viewRandomized Response Technique 93 volume 19 • number 2 • december 2005 A. GANDY, U. JENSEN AND C. LÜTKEBOHMERT A Cox Model with a Change-Point

THE JOURNAL

The Brazilian Journal of Probability and Statistics is an official publication of the Brazilian Statistical Association. It is published twice a year. The Journal publishes papers on applied statistics, computational statistics, mathematical statistics, probability theory and stochastic processes.

EDITORS

Silvia L. P. FerrariDepartment of StatisticsUniversity of São PauloRua do Matão, 101005508-090, São Paulo, SP, BrazilEmail: [email protected]

Anthony DavisonInstitut de MathématiquesÉcole Polytechnique Fédérale de Lausanne (EPFL)IMA-FSB-EPFLStation 8, CH-1015. Lausanne, SwitzerlandEmail: [email protected]

Francisco Cribari-NetoDepartment of StatisticsFederal University of PernambucoCidade Universitária50740-540, Recife, PE, BrazilEmail: [email protected]

Executive Editors:Denise A. Botter [email protected] C. Sandoval [email protected]

ASSOCIATE EDITORS

Jorge ACHCAR [email protected] Heleno BOLFARINE [email protected] Gauss CORDEIRO [email protected] Chang DOREA [email protected] Luiz Renato G. FONTES [email protected] Andrew HARVEY [email protected] Ricardo MARONNA [email protected] Hélio MIGON [email protected] Daniel PEÑA [email protected] Raquel PRADO [email protected] Michael SØRENSEN [email protected] GREEN [email protected]

mailto:[email protected]

















David BRILLINGER [email protected] GAMERMAN [email protected] LOPES [email protected]úl P. MENTZ [email protected] MORETTIN [email protected] A. PAULA [email protected] R. PERICCHI [email protected] K. SEN [email protected] E. VARES [email protected] J. YOHAI [email protected]

CONTENTS

volume 20• number 2 • december 2006

A. PINHEIRO, N. A. EL-DASH AND L. K. HOTTANon-Parametric Volatility Estimation in Continuous Time 111

A. B. CAVALCANTI AND G. M. CORDEIROAn Improved u Chart for Attributes 133

F. A. QUINTANA AND A. SILVATesting for Differences among Discrete Distributions:An Application of Model-Based Clustering 141

J. LOBO AND S. CAMBRONEROOn the Values of Optimal Stopping Problems forGeneralized Averages of Discrete Random Variables 153

J. RODRIGUESA Bayesian Inference for the Extended Skew-NormalMeasurement Error Model 179

S. TOMIZAWA AND M. SAKURAIDecomposing Independence Model Using Collapsed Tablesfor Contingency Tables Having Ordered Categories 191

volume 20 • number 1 • june 2006

M. L. MENEZES AND A. TOOMA Non-Linear Eroder in Presence of One-Sided Noise 1

S. NADARAJAH AND S. KOTZA Ф1-Beta Distribution 13

G. S. FERREIRA AND A. M. SCHMIDTSpatial Modelling of the Relative Risk of Dengue Fever in Rio de Janeirofor the Epidemic Period between 2001 and 2002 29

R. P. MENTZ AND C. I. MARTÍNEZ











Note on the Autoregressive Spectral Estimator 49

R. S. SILVA, H. F. LOPES AND H. S. MIGONThe Extended Generalized Inverse Gaussian Distribution for Log-Linear and Stochastic Volatility Models 67

H. P. SINGH AND N. MATHURAn Improved Estimation Procedure for Estimating the Proportion of aPopulation Possessing Sensitive Attribute in Unrelated QuestionRandomized Response Technique 93

volume 19 • number 2 • december 2005

A. GANDY, U. JENSEN AND C. LÜTKEBOHMERTA Cox Model with a Change-Point Applied to an Actuarial Problem 93

U. U ANJOS, N. KOLEV AND N. I. TANAKACopula Associated to Order Statistics 111

M. NIEWIADOMSKA-BUGAJ AND T. KOWALCZYKOn Grade Transformation and its Implications for Copulas 125

E. T. KOLKOVSKAExistence and Regularity of Solutions to a Stochastic Burgers-Type Equation 139

G. DARKIEWICZ, J. DHAENE AND M. GOOVAERTSRisk Measures and Dependencies of Risks 155

R. B. NELSENSome Properties of Schur-Constant Survival Models and their Copulas 179

K. I. BELTRÃO, S. SUGAHARA, D. C. SILVA AND E. V. SALLES Mortality Rates in the Brazilian Insurance Market: a Comparison 191


C. MACCILarge Deviation Results for Compound Markov Renewal Processes 1

K. L. P. VASCONCELLOS AND F. CRIBARI-NETOImproved Maximum Likelihood Estimation in a New Class of Beta RegressionModels 13S. NADARAJAH AND S. KOTZA Note on the Product of Normal and Laplace Random Variables 33

S. NADARAJAH AND S. KOTZSkewed Distributions Generated by the Cauchy Kernel 39

D. ROYCharacterization of Bivariate Discrete Distributions Based on Residual Life Properties 53

J. A. ACHCAR, E. Z. MARTINEZ AND F. LOUZADA-NETOBinary Data in the Presence of Covariates and Misclassifications:a Bayesian Approach 65

A. DOLATI AND M. ÚBEDA-FLORESA Method for Constructing Multivariate Distributions with Given Bivariate Margins 85volume 18 • number 2 • december 2004

S .S. ROY AND S. GURIARegression Diagnostics in an Autocorrelated Model 103

L. A. GIL-ALANATesting of Unit and Fractional Roots in the Context of Deterministic Trends with Weakly Autocorrelated Disturbances 113

R. SOUZA, H. P. PINHEIRO, C. Q. SILVA AND S. F. REISAnalysis of Variance for Binary Data in Unbalanced Designs 129

T.-R. TSAI, Y.-C. CHIANG AND S.-J. WUConditional Maximum Likelihood Estimation for Control Charts in the Presence of Correlation 151

D. R. BRILLINGERSome Data Analyses Using Mutual Information 163

A. I. SANHUEZA AND P. K. SENRobust M-Procedures in Univariate Nonlinear Regression Models 183


A. BISWASBivariate Ordinal Data in the Perspective of the Wisconsin Epidemiologic Study of Diabetic Retinopathy: Different Statistical Directions 1

V. L. D. TOMAZELLA, F. LOUZADA-NETO AND M. G. ANDRADEBayesian Modelling for Multivariate Lifetime Data with a Homogeneous Poisson Process with a Frailty Term 19

M. A. ARIÑO, P. A. MORETTIN AND B. VIDAKOVICWavelet Scalograms and Their Applications in Economic Time Series 37

R. DIAS AND N. L. GARCIAA Spline Approach to Nonparametric Test of Hypothesis 53

A. BRUSCATO AND C. M. C. TOLOI

Spectral Analysis of Non-Stationary Processes Using the Fourier Transform 69


A. K. BASU AND A. KUNDUOn Limit Theorems for Symmetrics of Weakly Dependent Processes 107

J. L. PALACIOSOn Hitting and Cover Times via Electric Networks 127

J. A. DÍAZ-GARCÍA, R. GUTIÉRREZ-JÁIMEZ AND R. RAMOS-QUIROGASize-and-Shape Cone, Shape Disk and Configuration Densities for the Elliptical Models 135

M. LAURETTO, C. A. B. PEREIRA, J. M. STERN AND S. ZACKS Full Bayesian Significance Test Applied to Multivariate Normal Structure Models 147

R. ASSUNÇÃOScore Tests for Pairwise Interaction Parameters of Gibbs Point Processes 169

R. P. MENTZ, A. J. VIOLLAZ AND C. I. MARTÍNEZOn Confidence Bands for Time Series Problems in the Time and Frequency Domains 179


C. A. R. DINIZ, L. A. MILAN AND J. MAZUCHELIBayesian Inference of a Linear Segmented Regression Model 1

C. Q. SILVAA Comparison of Two Models for Estimating the Size of a Population Containing Uncatchable Individuals 17

H. P. SINGH AND S. SAXENAA Class of Shrinkage Estimators for Variance of a Normal Population 41

S. MAHDI

Optimal Conditional Confidence Interval for the Shape Parameter of a Weibull Distribution 57

M. S. LORDÊLO AND G. M. CORDEIROPerformance of the Bartlett and Bartlett-type Corrections in Some Location-Scale Nonlinear Models 75

H. F. LOPESExpected Posterior Priors in Factor Analysis 91


A. V. G. LUENGO AND E. M. A. RODRÍGUEZImprovement on Estimating Current Population Ratio in Successive Sampling 107

G. S. SOUZAThe Law of Categorical Judgment Revisited 123H. P. ZACHARIAS, J. G. LEITE AND C. A. R. DINIZSome Bayesian Results on the Population Size for Capture-Recapture Models 141

R. AOKI, H. BOLFARINE AND J. M. SINGERAsymptotic Efficiency of Method of Moments Estimators Under Null Intercept Measurement Error Regression Models 157

R. H. LOSCHI AND S. WECHSLERCoherence, Bayes’s Theorem and Posterior Distributions 169R. FIERROAsymptotic Normality of Estimates for a Class of Stochastic Epidemic Models 187

R. CABALLERO-ÁGUILA, A. HERMOSO-CARAZO AND J. LINARES-PÉREZAn Estimation Algorithm for the False Alarm Probability in Systems with Uncertain Observations

205


J. MACUTEKDiscrete Probability Distributions Generated by the Generalized STER Summation 1

A. CHATURVEDI, N. TIWARI AND S. K. TOMERRobustness of the Sequential Testing Procedures for the Generalized Life Distributions

7J. ANGERS AND A. BISWASEstimation of Monotone Function for Data on Records 25MANEESHA AND R. K. SINGHRole of Regression Estimator Involving Measurement Errors 39C. BOUZASuperpopulations Models and Stratification in Diagnostic Ability Studies 47

S. YU. POPOV AND M. VACHKOVSKAIAA Note on Percolation of Poisson Sticks 59

G. S. ATUNCAR AND K. B. ATHREYAKernel Estimators for Semi-Markov Processes 69

G. L. GILARDONIOn Irrelevance of Alternatives and Opinion Pooling 87

E. SAN MARTÍN AND F. QUINTANAConsistency and Identifiability Revisited 99volume 15 • number 2 • december 2001

E. A. COLOSIMOStratification Points for the Proportional Hazards Model 107

A. FERREIRA AND N. L. GARCIASimulation Study for Misspecifications on a Frailty Model 121

A. E. GOMESCharacterization of the NPMPLE of the Disease Onset Distribution Function for a Survival-Sacrifice Model 135

F. LOUZADA-NETO AND C. S. ANDRADEDetecting Non-Identifiability on the Poly-Weibull Model 147

J. MAZUCHELI, J. A. ACHCAR, R. KASS AND R. CARTAUse of Mixture of Distributions for the Error in Regression Models for Lifetime Data 155

W. Q. MEEKER AND L. A. ESCOBARSoftware for Reliability Data Analysis and Test Planning 169

P. K. SENSurvival Analysis: Parametrics to Semiparametrics to Pharmacogenomics 201

M. H. TARUMOTO AND C. Y. WADAA Bivariate Weibull and its Competing Risks Models 221


C. A. R. DINIZ AND J. G. LEITEA Hierarchical Bayes Analysis of Data on Daily Activity Cycles 1

A. BISWAS AND K. DASSalamander Mating Experiment - A Bayesian Data Analysis 15

J. A. ACHCAR, V. C. FORTULAN AND J. MAZUCHELIMeta Analysis: A Bayesian Approach 33

S. L. P. FERRARI AND M. A. URIBE-OPAZOCorrected Likelihood Ratio Tests in Class of Symmetric Linear Regression Models 49

M. LEFEBVREHitting Parabolas and Exponential Curves with Diffusion Processes 69

F. J. A. CYSNEIROS, S. J. P. SANTOS AND G. M. CORDEIROSkewness and Kurtosis for Maximum Likelihood Estimator in One-Parameter Exponential Family Models 85


A. M. L. PORRAS, J. G. LEAL AND E. N. ÀLVAREZSimulation in a Fully Parametric Proportional Hazard Modelwith Changepoints 113

B. DIMITROV AND N. KOLEVBeta Transformation. Beta Type Self-Decomposability andRelated Characterizations 123

K. L. P. VASCONCELLOS, G. M. CORDEIRO AND L. P. BARROSOImproved Estimation for Robust Econometric Regression Models 141

R. MUKERJEE AND N. REIDOn the Bayesian Approach for Frequentist Computations 159

M. GALEA, M. RIQUELME AND G. A. PAULADiagnostic Methods in Elliptical Linear Regression Models 167

V. A. REISEN, B. ABRAHAM AND E. M. TOSCANOParametric and Semiparametric Estimations of Stationary Univariate Arfima Models 185

E. CEPEDA AND D. GAMERMANBayesian Modeling of Variance Heterogeneity in Normal Regression Models 207


U. BANDYOPADHYAY AND A. BISWASDelayed Response in Bivariate Set up Using Gibbs Sampler 1

S. C. CARMONA AND N. I. TANAKAExponential Estimates for “Not Very Large Deviations” and Wave Front Propagation for a Class of Reaction-Diffusion Equations 15

D. ROY AND M. SAFIQUZZAMANJackknifing a General Class of Estimators 47

J. ROJOProper Priors Yielding Linear Bayes Estimators for the Natural Parameter of an Exponential Family 61

R. M. ASSUNÇÃO AND I. A. REISTesting Spatial Randomness: a Comparison Between T2 Methods and Modifications of the Angle Test

71

M. H. CHEN AND D. K. DEYA Unified Bayesian Approach for Analyzing Correlated Ordinal Response Data 87


M. SØRENSENOn Asymptotics of Estimating Functions 111

A. K. BASU AND D. BHATTACHARYAAsymptotic Minimax Bounds for Sequential Estimators of Parametersin a Locally Asymptotically Quadratic Family 137

M. DELAMPADYRobust Bayesian Outlier Detection 149

R. DIASA Note on Maximum Likelihood Density Estimation Using a Proxyof the Kullback-Leibler Distance 181

M. YADLIN A.Confidence Intervals for the Subjective Value of Time ofTransportation Users 193

T. BENEZATHWiener Germ Approximation in Resampling Methods 201


M. LEFEBVREFirst Hitting Place Distributions for Two-Dimensional Wiener Processes 1

S. L. P. FERRARI AND A. F. SILVAAnalytical and Resampling-Based Bias Corrections for One-Parameter Models 13

A. CHATURVEDI AND SURINDER K.Further Remarks on Estimating the Reliability Function of Exponential Distribution under Type I and Type II Censorings

29

G. C. FRANCO, S. J. KOOPMAN AND R. C. SOUZABootstrap Tests when Parameters of Nonstationary Time Series Models Lie on the Boundary of the Parameter Space 41

F. A. QUINTANA AND M. A. NEWTONParametric Partially Exchangeable Models for Multiple Binary Sequences

55

C. A. R. DINIZ AND J. MAZUCHELIDetecting the Number of Change Points in a Poisson Sequence:a Comparative Study 77

A. BISWASStopping Rule in Delayed Response Randomized Play-the-Winner Rule 95


P. K. SENGeneralized Linear and Additive Models: Robustness Perspectives 91

D. K. DEY AND D. SINHABayesian Model Determination in Lifetime Data Analysis 113

E. C. Q. AUBIN AND G. M. CORDEIROSome Adjusted Likelihood Ratio Tests for Heteroscedastic Regression Models 131O. H. BUSTOS, A. C. FRERY AND S. M. OJEDAStrong Markov Processes in Image Modelling

149

volume 12 • number 1• june 1998

T. SÁFADI AND P. A. MORETTINA Bayesian Analysis of Asymmetric Time Series 1

J. A. ACHCARUse of Metropolis-Hastings Algorithm for a Bayesian Analysis of Complex Network Reliability Systems

17

S. GUPTA AND R. K. SINGHEstimation of Population Mean Using Coefficient of Variation and Auxiliary Information 35B. V. M. MENDES AND D. E. TYLERBias Robustness of the CM-Estimates of Location and Scale

41J. M. GONZALEZ-BARRIOSSums of Nonindependent Bernoulli Random Variables

55

E. R. RODRIGUESAn Account of a Compound Move-to-front Scheme

65

volume 11 • number 2• december 1997

B. JØRGENSENProper Dispersion Models (with discussion) 89

K. L. P. VASCONCELLOS AND G. M. CORDEIROApproximate Bias for Multivariate Nonlinear Heteroscedastic Regressions 141

C. DOREA, A. GALVES, E. KIRA AND A. P. ALENCAR.Markovian Modeling of the Stress Contours of Brazilian and European Portuguese 161L. L. HO AND J. M. SINGERRegression Models for Bivariate Counts

175


R. JIMÉNEZ AND J. L. PALACIOSEntropy of Sample Spacings and Kullback’s Information 1

S. R. MUNÕZ, S. I. BANGDIWALA AND P. K. SENGroup Sequential Methods for Censored Bivariate Survival Data 11

J. A. OROZCO, F. J. O’REILLY AND M. A. STEPHENSThe Shortlist Problem with a Threshold Value 27M. RAHMAN, R. J. BEAVER AND D. V. GOKHALEA Note on Estimating the Combining Constant in Semiparametric Density Estimation

37M. J. GARCÍA-LIGERO, A. HERMOSO AND J. LINARESPrediction and Filtering Algorithm for Distributed Parameter Systems with Multiplicative Noise in the Observations

51

M. A. R. FERREIRA, D. GAMERMAN AND H. S. MIGONBayesian Dynamic Hierarchical Models: Covariance Matrices Estimation and Nonnormality 67

M. YADLIN A.A Test of the Multinomial Logit Model against a Specified Generalization of Itself 81

volume 10 • number 2• december 1996

D. R. BRILLINGER AND B. S. STEWARTElephant Seal Movements: Some Frequency Based Studies 119

P. GUTTORP AND M. L. THOMPSONEstimation for Point Processes from Incomplete Data: a Review and Some Extensions 135

A. LOPES, S. LOPES AND R. SOUZASpectral Analysis of Chaotic Transformations

151R. V. SACHSModelling and Estimation of the Time-Varying Structure of Nonstationary Time Series

181P. DOUKHAN, J. R. LEÓN AND P. SOULIERCentral and Non Central Limit Theorems for Quadratic Forms of a Strongly Dependent Gaussian Field

205

B. JØRGENSEN AND J. R. MARTÍNEZThe Lévy-Khinchine Representation of the Tweedie Class 225

BOOK REVIEWS 235


M. B. MENDEL AND P. J. KEMPTHORNEOperational Parameters for the Use of Bayesian Methods in Engineering 1

S. L. P. FERRARI AND R. B. ARELLANO-VALLEModified Likeliood Ratio and Score Tests in Linear Regression Models Using the t Distribution

15

G. E. DEL PINOOn Identifiability and Estimability in Response Function Models

35J. M. SINGER, C. A. PERES AND C. E. HARLEPerformance of Wald’s Test for the Hardy-Weinberg Equilibrium with Fixed Sample Sizes

59

P. SOULIERNon Parametric Estimation of a Strongly Dependent Stationary Gaussian Field 69

R. S. EHLERS AND D. GAMERMANAnalytic Approximation Methods in Bayesian Dynamic Non-Linear Models

87C. TSALLIS, G. DEUTSCHER AND R. MAYNARDOn Probabilities and Information – The Envelope Game 103

volume 9 • number 2• november 1995

H. W. PEERSInvariant Hypothesis Testing in Order-Restricted Inference 99

G. M. CORDEIRO AND V. PÉREZ-ABREUBartlett Corrections for V-Statistics 119

N. K. SINGH, S. K. BHATTACHARYA AND R. C. TIWARIHierarchical Bayesian Reliability Analysis for the Pareto Failure Model

131S. K. BHATTACHARYA, D. KUMAR AND N. K. SINGHBayesian Survival Analysis of Clinical Data using a Covariate

141P. MARSHALLAlternative Likelihood Functions for a Structural Time Series Model 157

S. NORTHSHIELD AND J. L. PALACIOSOn the Commute Time of Random Walks on Graphs 169

G. E. DEL PINO AND H. GALAZStatistical Applications of the Inverse Gram Matrix: a Revisitation 177

BOOK REVIEWS197

volume 9 • number 1• may 1995

SØREN LUNDBYE-CHRISTENSEN AND MORGENS CHRISTENSENModelling the Growth of Human Placental Lactogen in Maternal Serum During Late Pregnancy

1

D. V. GOKHALE AND RUBEN KLEINAnalysis of Contingency Tables by Marginal Scores 25

JOSEMAR RODRIGUES AND SILVIA NAGIB ELIANMaximum Likelihood Prediction in Finite Populations 43

VALERI T. STEFANOVOn Efficient Sequential Estimation for the Simple Single Server Queue 55

NANCY LOPES GARCIAMaximum Likelihood Estimation and Suboptimal Stopping Time for a Poisson Point Process 67

D. V. GOKHALE AND RUBEN KLEINModels for Contingency Tables via Minimum Discrimination Information Approach and Correspondence Analysis

83


STEVEN A. JANOWSKIExact Solution of the Totally Asymmetric Simple Exclusion Process: Shock Profiles 85

C. CECI AND L. MAZLIAKControlled Trees 93

J. RODRIGUES AND M. Y. BABASimple Regression Model with Measurement Errors

107B. SANSÓ AND L. R. PERICCHIOn Near Ignorance Classes

119JOSÉ G. LEITE AND HELENO BOLFARINEEstimation of the Number of Equiprobable Classes in a Population 127

MARCOS N. MAGALHÃES AND DONALD C. MCNICKLEDeparture Processes from a Loss System with Two Stations and One Server 135


RAÚL FIERROA Large Deviation Principle for an Epidemic Model 1

SÍLVIA LOPESAnalysis for Sinusoidal FM Models 9

MARÍA EGLÉE PÉREZ AND LUIS RAÚL PERICCHIA Case Study on the Bayesian Analysis of 2 x 2 Tables with all Margins Fixed 27

JORGE ALBERTO ACHCAR AND JOSÉ CARLOS FOGOSome Useful Reparametrizations for the Reliability in the Exponential Case 39

GLADYS BOBADILHA AND JORGE BILLEKEStochastic Perturbations of a Center-Focus in R2 53

HELENO BOLFARINE AND R. B. ARELLANO-VALLERobust Modelling in Measurement Error Models Using the t Distribution 67


SAMIR K. BHATTACHARYA AND NAND KISHORE SINGHBayesian Estimation of the Lorenz Function for the PID 95

H. LUGO, I. LLATAS AND R. JIMÉNEZEstimator for the Accumulated Claim in the Cramer-Lundberg Model 111

M. MOLINA AND M. GONZALEZOn the Limit Behaviour in Galton-Watson Branching Processes with Immigration 121

JORGE ALBERTO ACHCARApproximate Bayesian Methods: Some Applications in Life Testing Problems 135

CARLOS ALBERTO DE B. PEREIRA AND SERGIO WECHSLEROn the Concept of P-Value 159

GAUSS M. CORDEIROOn Bartlett Corrections, BIAS Reduction and a New Class of Transformations 179

PEDRO ALSONLinear Minimaxity and Admissibility for Centered Bounded or Unbounded Ellipsoids 200


JULIA JARDUE, CLAUDIO SILVA AND DANA QUADERandomized Incomplete Blocks Using Weighted Rankings and Exponential Scores 1

CICILIA YUKO WADA, PRANAB KUMAR SEN AND MARIO HISSAMITSU TARUMOTORestricted Alternatives Tests in a Proportional Hazards Model with Competing Risk Data 21

PAUL DOUKHAN AND JOSÉ RAFAEL LEÓNQuadratic Deviation of Projection Density Estimates 37

PILAR IGLESIAS, MÔNICA C. SANDOVAL AND CARLOS ALBERTO DE BRAGANÇA PEREIRAPredictive Likelihood in Finite Populations

65

A. KYRIAKOUSSIS AND A.S. PAPADOPOULOSThe Zero-Truncated Poisson Failure Model from the Bayesian Approach 83


M. DELAMPADYBayesian Robustness for Elliptical Distributions 97

G. M. CORDEIRO AND H. BOLFARINEPrediction in a Finite Population under a Generalized Linear Model 121

B. R. JAMES, K. L. JAMES AND D. G. C. PESSOAAn Optimal C() Test of Average Precipitation in Randomized Cloud-Seeding Experiments

139

V. DA C. BUENO AND I. NORROSComponent Importance through Compensator Transforms 153

S. K. BAR-LEVConditioning on a Sufficient Statistic which is not Minimal: An Asymptotic Aspect 163

M. KNOTT AND M.T.ALBANESEConditional Distributions of a Latent Variable and Scoring for Binary Data 171


N. WERMUTHOn Block-Recursive Linear Regression Equations 1

A. N. IUSEMA Short Convergence Proof of the EM Algorithm for a Specific Poisson Model 57

C. W. WADA AND P. K. SENRestricted Alternatives Test in a Competing Risk Logistic Model 69

J. L. JENSENA Note on a Conjecture of H. E. Daniels 85


GUIDO DEL PINO, F. QUINTANA AND W. RODRÍGUEZParametrization in Factorial Generalized Linear Models 103

E. A. COLOSIMO AND N. L. GARCIATesting Treatment Differences in Censored Survival Data: A Small Sample Study 135

R. C. TIWARI, J. ZHANG AND S. K. BHATTACHARYAHierarchical Bayes Approach to Reliability Analysis for the Geometric Life Model 149

J. A. ACHCAR AND F. LOUZADA NETOAccelerated Life Tests with One Stress Variable: A Bayesian Analysis of the Eyring Model

169

E. SAAVEDRAOn Tightness for Non-Adapted Processes with Two Dimensional Time Parameter 181

H. BOLFARINEMaximum Likelihood Prediction in Two Stage Sampling 199


C. D. M. PAULINOAnalysis of Incomplete Categorical Data: A Survey of the Conditional Maximum Likelihood and Weighted Least Squares Approaches

1

A. PÁZMANCurvatures and the Distribution of the Maximum Likelihood Estimator in Nonlinear Exponential Models

43

A. H. CARAZO AND J. LINARES PÉRESSome Properties of the Isometric Stochastic Integral with Respect to a Hilbert-valued Martingale

65

J. A. ACHCAR, J. RODRIGUES AND H. BOLFARINEInverse Gaussian Distribution: A Bayesian Approach 81

M. N. MAGALHÃES AND N. I. TANAKAReverse Processes in M / M i j / 1 Queues 95


O. E. BARNDORFF-NIELSENp* and Laplace’s Method 89

F. VENEGAS-MARTINEZOn Regularity and Optimality Conditions for Maximum Entropy Priors 105

D. BASU AND C. A. B. PEREIRABlackwell Sufficiency and Bernoulli Experiments 137

S. R. JAMMALAMADAKA, R. C. TIWARI AND J. N. ZALKIKARTesting for Exponentiality Against IFRA Alternatives Using a U-Statistic Process 147

A. K. RATHIE, E. C. L. FILHO AND P. N. RATHIEThe Exact Distribution of the Content of a Random Simplex 161

E. MORENO BAS AND A. G. CARMONAEmpirical Bayes Analysis for -Contaminated Priors with Shape and Quantile Constraints 177


V. T. FAREWELLSome Personal Remarks on Clinical Trials 1

F. J. ARANDA-ORDAZDiscussion 15

J. M. DAMBROSIADiscussion 18

V. T. FAREWELLReplay to Discussion 23

E. S. CHRISTENSENA Model for k Normal Samples with Random Means and Variances 25

R. KLEIN AND S. J. PRESSContextual Bayesian Classification of Remotely Sensed Data When Training Data Is Part 43

of the Scene

L. R. PERICCHI AND P. WALLEYOne-Sided Hypothesis Testing with Near-Ignorance Priors 69

S. K. KATTI AND B. A. KHANDerivation of the Wishart Distribution 83


D. R. BELLHOUSE AND B. C. SUTRADHAREnd Corrections in Systematic Sampling When a Polynomial Trend is Present 67

A. C. DAVISONModel-checking I: General Regression Models 77

A. C. DAVISONModel-checking II: Binary Data 87

C. M. C. TOLOI AND P. A. MORETTINSpectral Estimation for Time Series with Amplitude Modulated Observations: A Review 97

M. DOMINGUEZRate of Convergence of the Maximal Correlation Coefficient in the Continuous Case 111

J. A. ACHCAR, H. BOLFARINE AND L. R. PERICCHISome Applications of Bayesian Methods in Analysis of Life Data 125


V. C. BUENOGeneralizing the Importance of Components for Multistate Monotone Systems 1

A. P. SANT’ANNARecursive Least Squares with Singular Design Matrices 13

J. WHITTAKERGraphical Model Selection: A Case Study 23

U. KÜCHLER AND R. REBOLLEDOContinuous Local Martingales, Local Times and Scale Processes 43

Short Communications

L. R. G. FONTESA Note On Kolmogorov Backward Equations 59


R. FIERROCentral Limit Theorems for Local Martingales Taking Values in the Space of Tempered Distributions

81

E. SAAVEDRASimple Stochastic Epidemic with Relapse as a Queue Process 91

J. B. R. DO VAL AND M. DAVISCritérios Locais de Otimalidade para Controle Estocástico de Processos Determinísticos por Partes

101

J. N. W. DACHS AND G. A. PAULATesting for Ordered Rate Ratios in Follow-up Studies with Incidence Density Data 125

H. C. SANTOSUna Revisión sobre la Estimación de una Densidad y de sus Derivadas por Medio de Núcleos

139

M. AHSANULLAHSome Characteristic Properties of the Exponential Distribution 159


S. K. KATTI AND B. A. KHANA Proof of a Characterization of Normality 1

R. P. MENTZA Note on the Use of the Sample Autocorrelogram 7

J. A. ACHCAR AND H. BOLFARINEPredictive Densities in Survival Analysis with a Generalized Gamma Regression Model 23

P. B. NAGARSENKER AND B. N. NAGARSENKERNon-null Distribution of a Statistic for Testing the Equality of Scale Parameters of Exponential Distributions

33

D. R. SHIER AND G. A. VIGNAUXAdaptive Methods for Graphing Functions 41

D. R. BRILLINGERAn Elementary Trend Analysis of Rio Negro Levels at Manaus, 1903-1985 63


P. K. SENSequential Estimation of the Size of a Finite Population 113

R. SHANMUGAMEstimating the Fraction of Population in an Income Bracket Using Pareto Distribution 139

J. M. JOBEAn Elementary Analysis of Imperfect Discrimination Among Two Competing Poisson Process Models

157

J. RODRIGUES AND H. BOLFARINEA Bayesian Shrunken Predictor in Repeated Sampling 171

P. ALSONGood Regions for Admissible Linear Estimators 179


P. K. SENSequential Shrinkage U-Statistics: General Asymptotics 1

A. C. ATKINSONDirections in Diagnostic Regression Analysis 23

B. JØRGENSENSmall Dispersion Asymptotics 59

J. G. LEITE, H. BOLFARINE AND J. RODRIGUESExact Expressions for the Posteriori Mode of a Finite Population Size: Capture-Recapture Sequential Sampling

91

R. L. EDGEMAN AND R. C. SCOTTLilliefors’s Tests for Transformed Variables 101

INSTRUCTIONS TO AUTHORS

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Documents

THE JOURNALabe/BJPS/Texto.doc · Web viewRandomized Response Technique 93 volume 19 • number 2 • december 2005 A. GANDY, U. JENSEN AND C. LÜTKEBOHMERT A Cox Model with a Change-Point