Random walk, sequential analysis and related topics : a Festschrift in honor of Yuan-Shih Chow : Fudan University, Shanghai, China, 18-19 July 2004

This volume is a collection of papers in celebration of the 80th birthday of Yuan-Shih Chow, whose influential work in probability and mathematical statistics has contributed greatly to mathematics education and the development of statistics research and application in Taiwan and mainland China. The twenty-two papers cover a wide range of problems reflecting both the broad scope of areas where Professor Chow has made major contributions and recent advances in probability theory and statistics. Sample Chapter(s) Chapter 1: Maximizing Expected Value with Two Stage Stopping Rules (64 CONTENTS......Page 30 A Conversation with Yuan Shih Chow......Page 6 Publications of Yuan Shih Chow......Page 20 Preface......Page 28 Sequential Analysis......Page 34 Maximizing Expected Value with Two Stage Stopping Rules......Page 36 Normal Approximation for Two-Stage Winner Design......Page 61 A Restricted Minimax Determination of the Initial Sample Size in Stein's and Related Two-Stage Procedure......Page 77 Incorporating Overrunning Data into the Analysis of Both Primary and Secondary Endpoints in a Sequential Trial......Page 89 Probability Theory......Page 102 Central Limit Theorems for Instantaneous Filters of Linear Random Fields on Z2......Page 104 A Study of Inverses of Thinned Renewal Processes......Page 118 Stochastic Games of Control and Stopping for a Linear Diffusion......Page 133 On Dirichlet Multinomial Distributions......Page 151 The Optimal Stopping Problem for Sn/n and Its Ramifcations......Page 164 Bold Play and the Optimal Policy for Vardi's Casino......Page 183 The Upper Limit of a Normalized Random Walk......Page 190 Semiparametric Statistics......Page 202 Analysis of a Sequence of Dependent 2 x 2 Tables......Page 204 A New Test of Symmetry about an Unknown Median......Page 232 The Cox Proportional Hazards Model with a Partially Known Baseline......Page 248 Nonparametric Statistics......Page 266 The Logistic Distribution and a Rank Test for Non-Transitivity......Page 268 A Note on the Consistency in Bayesian Shape-Restricted Regression with Random Bernstein Polynomials......Page 278 A Stabilized Uniform Q-Q Plot to Detect Non-Multinormality......Page 287 Bayesian Stochastic Estimation of the Maximum of a Regression Function......Page 302 The L1-Norm Kernel Estimator of Conditional Median for Stationary Processes......Page 314 Statistical Applications......Page 330 From Microstructures to Properties: Statistical Aspects of Computational Materials Science......Page 332 The Impact of Population Stratification on Commonly Used Statistical Procedures in Population-Based QTL Association Studies......Page 344 Probability Modeling and Statistical Analysis of Standardized Test Data for Purposes of Understanding and Measuring Test Equity Latent Ability Space Multi-Dimensionality and Skills Diagnostic Assessment......Page 367 A conversation with Yuan Shih Chow -- Publications of Yuan Shih Chow -- Preface -- Sequential analysis. Maximizing expected value with two stage stopping rules / D. Assaf, L. Goldstein and E.S. Cahn. Normal Approximation for two-stage winner design / K.K.G. Lan, Y. Soo and Z. Shun. A restricted minimax determination of the initial sample size in Stein's and related two-stage procedure / J.S. Lee and M. Woodroofe. Incorporating overrunning data into the analysis of both primary and secondary endpoints in a sequential trial / A. Liu, C. Wu and K.F. Yu -- Probability theory. Central limit theorems for instantaneous filters of linear random fields on Zø / T.-L. Cheng and H.C. Ho. A study of inverses of thinned renewal processes / W.-J. Huang and C.-D. Huang. Stochastic games of control and stopping for a linear diffusion / I. Karatzas and W. Sudderth. On Dirichlet multinomial distributions / R.W. Keener and W.B. Wu. The optimal stopping problem for Sn/n and its ramifications / T.L. Lai and Y.-C. Yao. Bold play and the optimal policy for Vardi's casino / L. Shepp. The upper limit of a normalized random walk / C.-H. Zhang -- Semiparametric statistics. Analysis of a sequence of dependent 2 x 2 tables / S.G. Kou and Z. Ying. A new test of symmetry about an unknown median / W. Miao, Y.R. Gel and J.L. Gastwirth. The Cox proportional hazards model with a partially known baseline / M. Zhou -- Nonparametric statistics. The logistic distribution and a rank test for non-transitivity / B.M. Brown, R.H. Hettmansperger and T.P. Hettmansperger. A note on the consistency in Bayesian shape-restricted regression with random Bernstein polynomials / I.-S. Chang [und weitere]. A stabilized uniform Q-Q plot to detect non-multinormality / K.-T. Fang [und weitere]. Bayesian stochastic estimation of the maximum of a regression function / C.-D. Fuh and I. Hu. The L[symbol]-Norm kernel estimator of conditional median for stationary processes / Z. Lin and D. Li -- Statistical applications. From microstructures to properties: statistical aspects of computational materials science / C. Ji. The impact of population stratification on commonly used statistical procedures in population-based QTL association studies / H. Qin, H. Zhang and Z. Li. Probability modeling and statistical analysis of standardized test data for purposes of understanding and measuring test equity, latent ability space multi-dimensionality, and skills diagnostic assessment / W. Stout Features a collection of papers of Yuan-Shih Chow, whose influential work in probability and mathematical statistics has contributed greatly to mathematics education and the development of statistics research and application in Taiwan and mainland China. These 22 papers cover a range of problems.