Random Walk, Sequential Analysis and Related Topics: A Festschrift in Honor of Yuan-Shih Chow

Agnes Chao Hsiung, Zhiliang Ying, Cun-Hui Zhang9789812703552, 981-270-355-1

This volume is a collection of papers in celebration of the 80th birthday of Yuan-Shih Chow, whose influential work in probability and mathematical statistics has contributed greatly to mathematics education and the development of statistics research and application in Taiwan and mainland China. The twenty-two papers cover a wide range of problems reflecting both the broad scope of areas where Professor Chow has made major contributions and recent advances in probability theory and statistics.

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Table of contents :
CONTENTS……Page 30
A Conversation with Yuan Shih Chow……Page 6
Publications of Yuan Shih Chow……Page 20
Preface……Page 28
Sequential Analysis……Page 34
Maximizing Expected Value with Two Stage Stopping Rules……Page 36
Normal Approximation for Two-Stage Winner Design……Page 61
A Restricted Minimax Determination of the Initial Sample Size in Stein’s and Related Two-Stage Procedure……Page 77
Incorporating Overrunning Data into the Analysis of Both Primary and Secondary Endpoints in a Sequential Trial……Page 89
Probability Theory……Page 102
Central Limit Theorems for Instantaneous Filters of Linear Random Fields on Z2……Page 104
A Study of Inverses of Thinned Renewal Processes……Page 118
Stochastic Games of Control and Stopping for a Linear Diffusion……Page 133
On Dirichlet Multinomial Distributions……Page 151
The Optimal Stopping Problem for Sn/n and Its Ramifcations……Page 164
Bold Play and the Optimal Policy for Vardi’s Casino……Page 183
The Upper Limit of a Normalized Random Walk……Page 190
Semiparametric Statistics……Page 202
Analysis of a Sequence of Dependent 2 x 2 Tables……Page 204
A New Test of Symmetry about an Unknown Median……Page 232
The Cox Proportional Hazards Model with a Partially Known Baseline……Page 248
Nonparametric Statistics……Page 266
The Logistic Distribution and a Rank Test for Non-Transitivity……Page 268
A Note on the Consistency in Bayesian Shape-Restricted Regression with Random Bernstein Polynomials……Page 278
A Stabilized Uniform Q-Q Plot to Detect Non-Multinormality……Page 287
Bayesian Stochastic Estimation of the Maximum of a Regression Function……Page 302
The L1-Norm Kernel Estimator of Conditional Median for Stationary Processes……Page 314
Statistical Applications……Page 330
From Microstructures to Properties: Statistical Aspects of Computational Materials Science……Page 332
The Impact of Population Stratification on Commonly Used Statistical Procedures in Population-Based QTL Association Studies……Page 344
Probability Modeling and Statistical Analysis of Standardized Test Data for Purposes of Understanding and Measuring Test Equity Latent Ability Space Multi-Dimensionality and Skills Diagnostic Assessment……Page 367