1st Edition

Stochastic Musings Perspectives From the Pioneers of the Late 20th Century

Edited By John Panaretos Copyright 2003
    240 Pages
    by Psychology Press

    240 Pages
    by Psychology Press

    This new edited volume features contributions from many of the leading scientists in probability and statistics from the latter part of the 20th century. It is the only book to assemble the views of these leading scientists--the pioneers in their respective fields.

    Stochastic Musings features contributions by:
    *Sir David Cox on statistics and econometrics;
    *C.R. Rao, M.B. Rao, and D.N. Shanbhag on convex sets of multivariate distributions and their extreme points;
    *Bradley Efron on the future of statistics;
    *David Freedman on regression association and causation;
    *Vic Barnett on sample ordering for effective statistical inference with particular reference to environmental issues;
    *David Bartholomew on a unified statistical approach to some measurement problems in the social sciences;
    *Joe Gani on scanning a lattice for a particular pattern;
    *Leslie Kish on new paradigms for probability sampling (his last paper);
    *Samuel Kotz and Norman L. Johnson on limit distributions of uncorrelated but dependent distributions on the unit square;
    *Samuel Kotz and Saralees Nadarajah on some new elliptical distributions;
    *Jef Teugels on the life span of a renewal;
    *Wolfgang Urfer and Katharina Emrich on maximum likelihood estimates of genetic effects; and
    **Vladimir M. Zolotarev on convergence rate estimates in functional limit theorems.

    The volume also includes the following contributions by faculty members of the Department of Statistics, Athens University of Economics and Business:
    *J. Panaretos, E. Xekalaki, and S. Psarakis on a predictive model evaluation and selection approach--the correlated gamma ratio distribution;
    *J. Panaretos and Z. Tsourti on extreme value index estimators and smoothing alternatives;
    *E. Xekalaki and D. Karlis on mixtures everywhere; and
    * Ir. Moustaki on latent variable models with covariates.

    Stochastic Musings will appeal to researchers, professionals, and students interested in the history and development of statistics and probability as well as in related areas, such as physics, biometry, economics, and mathematics. Academic and professional statisticians will benefit from the book's coverage of the latest developments in the field, as well as reflections on the future directions of the discipline.

    Contents: Preface. V. Barnett, Sample Ordering for Effective Statistical Inference With Particular Reference to Environmental Issues. D. Bartholomew, A Unified Statistical Approach to Some Measurement Problems in the Social Sciences. D.R. Cox, Some Remarks on Statistical Aspects of Econometrics. B. Efron, The Statistical Century. D. Freedman, From Association to Causation: Some Remarks on the History of Statistics. J. Gani, Scanning a Lattice for a Particular Pattern. D. Karlis, E. Xekalaki, Mixtures Everywhere. L. Kish, New Paradigms (Models) for Probability Sampling. S. Kotz, N.L. Johnson, Limit Distributions of Uncorrelated but Dependent Distributions on the Unit Square. I. Moustaki, Latent Variable Models With Covariates. S. Nadarajah, S. Kotz, Some New Elliptical Distributions. J. Panaretos, Z. Tsourti, Extreme Value Index Estimators and Smoothing Alternatives: A Critical Review. R.C. Rao, B.M. Rao, D.N. Shanbhag, On Convex Sets of Multivariate Distributions and Their Extreme Points. J. Teugels, The Lifespan of a Renewal. W. Urfer, K. Emrich, Maximum Likelihood Estimates of Genetic Effects. E. Xekalaki, J. Panaretos, S. Psarakis, A Predictive Model Evaluation and Selection Approach--The Correlated Gamma Ratio Distribution. V.M. Zolotarev, Convergence Rate Estimates in Functional Limit Theorems.


    John Panaretos

    "...recommend the book to any new graduate student of statistics, wishing to get an idea of the breadth of the disipline, as seen by the masters."
    International Statistical Institute

    "The volume features 17 contributions from leading scientists in probability and statistics from the latter part of the 20th century."
    ZDM & Mathematical Didactics