In a recent study of the socio-economic effects of the disease bilharzia on the population of
the Caribbean island of St. Lucia, Weisbrod et al.(1973) make abundant use of regression …

Motivation: Periodic patterns in time series resulting from biological experiments are of great
interest. The commonly used Fast Fourier Transform (FFT) algorithm is applicable only when …

The purpose of this paper is to describe a pseudo-random number generator that uses the
full capacity of the 32-bit registers of IBM SYSTEM/360 computers, and to briefly report on …

This paper proposes a method of testing whether a time series is a martingale. A general
asymptotic theory is developed for the spectral distribution function of the first differences …

A well-known procedure for testing for serial correlation is to plot out the sample path of the
cumulated periodogram and to compare the resulting graph with the Kolmogorov-Smirnov …

This paper presents a method for deriving a confidence interval for a population mean from
the output of a simulation run. The method groups the observations on a run into batches …

Probability paper was used as early as 1896, and was mentioned in the literature more than
30 times before 1950, mainly by hydrologists, most of whom used the plotting position (i …

In the last two decades a vast amount of research has been conducted on price movements
in capital markets. A problem of continuing interest in financial economics analysis is that of …

Benchmarking heuristic algorithms is vital to understand under which conditions and on
what kind of problems certain algorithms perform well. Most benchmarks are performance …

Methodology drawn from the fields of probability. statistics and decision making plays an
increasingly important role in the atmosphericsciences. both in basic and applied research …