# Journal of Statistical Theory and Practice

Journal of Statistical Theory and Practice > 2007 > 1 > 1 > 49-72

Journal of Statistical Theory and Practice > 2007 > 1 > 1 > 31-38

Journal of Statistical Theory and Practice > 2007 > 1 > 1 > 73-88

*E*(

*Y*|

*X*) =

*X*, has numerous applications. It forms a basis and motivation for not only the regression and analysis of variance, but leads to classes of (weak) martingale problems opening up new and interesting areas. Some of these are detailed here, explaining the possibilities for future investigations.

Journal of Statistical Theory and Practice > 2007 > 1 > 1 > 1-29

Journal of Statistical Theory and Practice > 2007 > 1 > 1 > 89-99

Journal of Statistical Theory and Practice > 2007 > 1 > 1 > 39-48

Journal of Statistical Theory and Practice > 2007 > 1 > 1 > 101-115

Journal of Statistical Theory and Practice > 2007 > 1 > 1 > 117-135

Journal of Statistical Theory and Practice > 2007 > 1 > 2 > 199-204

*n*with the restriction that the intersection of any

*m*question-sets can be at most

*k*is denoted by

*N*. Given

*N, m*and

*k*we give the exact value of the biggest

*n*for which

*N*questions are still enough. We also give an almost exact formula for the smallest

*N*if we know

*n, m*and

*k*.

Journal of Statistical Theory and Practice > 2007 > 1 > 2 > 149-166

*Y*

_{i}=

*μ*(

*t*

_{i})+

*U*

_{i}where

*U*

_{i}is a stationary zero mean process with Wold decomposition

*U*

_{i}=

*C*(

*B*)

*Z*

_{i}. The innovations

*Z*

_{i}are assumed to be generated by a LARCH process, and may thus exhibit long-range correlations in volatility. The linear dependence structure, defined by the filter

*C(B)*includes short memory, long memory and antipersistence...

Journal of Statistical Theory and Practice > 2007 > 1 > 2 > 205-226

*P*

_{(α)}=

*λ*

^{α}(

*α*, being an integer) of the Inverse Gaussian distribution using prior information

*λ*

*0*

^{α}of the parameter

*P*

_{(α)}=

*λ*

^{α}under investigation. The properties of the suggested class of shrinkage estimators are studied and compared with the usual unbiased estimator, minimum mean squared...

Journal of Statistical Theory and Practice > 2007 > 1 > 2 > 227-231

Journal of Statistical Theory and Practice > 2007 > 1 > 2 > 265-278

Journal of Statistical Theory and Practice > 2007 > 1 > 2 > 233-251

Journal of Statistical Theory and Practice > 2007 > 1 > 2 > 253-264

Journal of Statistical Theory and Practice > 2007 > 1 > 2 > 167-198

*GI*

^{b}/

*G*/1, starting initially with

*i*

_{0}batches of customers, is carried out via lattice path approach. Both interarrival and service time distributions are approximated by 2-phase Cox distributions,

*C*

_{2}, that have Markovian property, amenable to the application of lattice paths combinatorial analysis. Arrivals occur in batches of size...