I first met exponential families as a beginning graduate student. The previous summer I had
written a short research report under the direction of Richard Bellman at the RAND …

The exponential distribution is one of the most significant and widely used distribution in
statistical practice. It possesses several important statistical properties, and yet exhibits great …

This book is written in the hope that it will serve as a companion volume to my first
monograph. The first monograph was largely devoted to the probabilistic aspects of the …

In multi-parameter models, reference priors typically depend on the parameter or quantity of
interest, and it is well known that this is necessary to produce objective posterior …

Interactively Run Simulations and Experiment with Real or Simulated Data to Make
Sequential Analysis Come AliveTaking an accessible, nonmathematical approach to this …

Probability matching priors, ensuring frequentist validity of posterior credible sets up to the
desired order of asymptotics, are of substantial current interest. They can form the basis of …

Let $ X_1,\cdots, X_n $ be iidrv's having common distribution belonging to a family
$\mathscr {F}=\{F_\theta:\theta\in\Theta\subset R\} $ indexed by a parameter $\theta …

By generalizing the inverse Gaussian distribution function, we obtain a new three-parameter
family of distributions which includes as special cases the inverse Gaussian and the …

In this note, noninformative priors for two-parameter Weibull distributions are investigated.
For one of the Weibull models, Berger and Bernardo's (J. Amer. Statist. Assoc. 84 (1989) …

In this chapter, the authors find extensive coverage of various types of estimation problems.
Recently, Mukhopadhyay and Sen suggested implementing the larger experiment via …