The Annals of Mathematical Statistics was published between 1930 and 1972 by the Institute of Mathematical Statistics. The journal was superseded in 1973 by The Annals of Probability and The Annals of Statistics.
Volume 41, Number 2
Publication Date: April, 1970
Miscellaneous front pages, Ann. Math. Statist., Volume 41, Number 2 (1970)
Unbiased Coin Tossing with a Biased Coin
Wassily Hoeffding and Gordon Simons; 341-352
On a Class of Infinite Games Related to Liar Dice
Thomas S. Ferguson; 353-362
Approximation of Age Dependent, Multitype Branching Processes
Thomas G. Kurtz; 363-368
A Randomized Procedure of Saturated Main Effect Fractional Replicates
U. B. Paik and W. T. Federer; 369-375
Construction of $\beta$-Content Tolerance Regions at Confidence Level $\gamma$ for Large Samples from the $k$-Variate Normal Distribution
Irwin Guttman; 376-400
Cauchy's Equation and Sufficient Statistics on Arcwise Connected Spaces
J. L. Denny; 401-411
Some Structure Theorems for the Symmetric Stable Laws
Michael Schilder; 412-421
A Duality Between Autoregressive and Moving Average Processes Concerning Their Least Squares Parameter Estimates
David A. Pierce; 422-426
The Asymptotic Distribution of the Measure of Random Sets with Application to the Classical Occupancy Problem and Suggestions for Curve Fitting
Gedalia Ailam; 427-439
On an Asymptotic Representation of the Distribution of the Characteristic Roots of $S_1S_2^{-1}$
Tseng C. Chang; 440-445
Sufficient Conditions for the Admissibility Under Squared Errors Loss of Formal Bayes Estimators
J. V. Zidek; 446-456
Maximum Likelihood Estimation of a Unimodal Density Function
Edward J. Wegman; 457-471
Functions of Processes with Markovian States--III
Martin Fox and Herman Rubin; 472-479
Integral Functionals of Birth and Death Processes and Related Limiting Distributions
Donald R. McNeil; 480-485
A Note on a Characterization of the Multivariate Normal Distribution
P. R. Fisk; 486-494
A Correspondence Between Bayesian Estimation on Stochastic Processes and Smoothing by Splines
George S. Kimeldorf and Grace Wahba; 495-502
Estimation for Distributions with Monotone Failure Rate
B. L. S. Prakasa Rao; 507-519
Gauss-Markov Estimation for Multivariate Linear Models: A Coordinate Free Approach
Morris L. Eaton; 528-538
Further Results on Minimum Variance Unbiased Estimation and Additive Number Theory
G. P. Patil and S. W. Joshi; 567-575
A System of Markov Chains with Random Life Times
Frederick W. Leysieffer; 576-584
Best Tests for Testing Hypotheses About a Random Parameter with Unknown Distribution
Glen Meeden; 585-591
A Local Limit Theorem and Recurrence Conditions for Sums of Independent Non-Lattice Random Variables
J. Mineka and S. Silverman; 592-600
Estimation for Monotone Parameter Sequences: The Discrete Case
Harold Sackrowitz; 609-620
Optimally Timing the Sale of Stock When the Tax Man is Breathing Down Your Neck
Arthur Albert; 626-641
Notes
A Family of Minimax Estimators of the Mean of a Multivariate Normal Distribution
A. J. Baranchik; 642-645
An Addendum to "Stochastic Approximation and Nonlinear Regression"
A. E. Albert and L. A. Gardner; 646-647
Joint Distribution of the Extreme Roots of a Covariance Matrix
T. Sugiyama; 655-657
Characteristic Functions, Moments, and the Central Limit Theorem
B. M. Brown; 658-664
The Order of the Minimum Variance in a Non-Regular Case
Thomas Polfeldt; 667-672
Minimum Variance Order when Estimating the Location of an Irregularity in the Density
Thomas Polfeldt; 673-679
An Extension of Wilks' Test for the Equality of Means
I. Olkin and S. S. Shrikhande; 683-687
Recursive Estimation of a Subset of Regression Coefficients
Richard H. Jones; 688-691
Distribution Theory of a Positive Definite Quadratic Form with Matrix Argument
B. K. Shah; 692-697
A Characterization of a Conditional Expectation with Respect to a $\Sigma$- Lattice
Richard L. Dykstra; 698-701
A Weak Convergence Theorem for Random Sums of Independent Random Variables
Pedro J. Fernandez; 710-712
A Multivariate Definition for Increasing Hazard Rate Distribution Functions
Robert Harris; 713-717
On Multivariate Density Estimates Based on Orthogonal Expansions
Michael Tarter and Richard Kronmal; 718-722
The Distribution of the Ratios of Means to the Square Root of the Sum of Variances of a Bivariate Normal Sample
S. A. Patil and S. H. Liao; 723-728
A Necessary and Sufficient Condition that for Regular Multiple Decision Problems of Type I Every Unbiased Procedure Has Minimax Risk
Wilhelmine Stefansky; 736-738
Extension of a Result of Seneta for the Super-Critical Galton-Watson Process
C. C. Heyde; 739-742
Book Reviews
Review: Howard Tucker, A Graduate Course in Probability
Naresh C. Jain; 748-749
Review: R. M. Blumenthal, R. K. Getoor, Markov Processes and Potential Theory
Harry Dym; 749-750
Miscellaneous back pages, Ann. Math. Statist., Volume 41, Number 2 (1970)
The Annals of Mathematical Statistics
