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Technical Reports from 1966

National Science Foundation Series

These reports are identified by the Principal Investigator on the supporting NSF award(s).


Report
Number		 Author(s) Title
CHE NSF 15 H. Chernoff Sequential Models for Clinical Trials
CHE NSF 16 G. Elfving A Persistency Problem Connected with a Point Process
CHE NSF 17 H. Chernoff A Note on Risk and Maximal Regular Generalized Submartingales in Stopping Problems
CHE NSF 18 T. Stroud
P. Feder		 Sequential Decisions in the Control of a Space-Ship (Terminal Cost Proportional to Magnitude of Miss Distance)
LIE NSF 11 M.M. Connors Controllability of Discrete, Linear, Random Dynamical Systems
LIE NSF 12 F.S. Hillier Efficient Suboptimal Algorithms for Integer Linear Programming with an Interior
LIE NSF 13 F.S. Hillier An Optimal Bound-and-Scan Algorithm for Integer Linear Programming
LIE NSF 14 C. Derman
G.J. Lieberman		 A Markovian Decision Model for a Joint Replacement and Stocking Problem
OLK NSF 21 L.J. Gleser
I. Olkin		 Linear Models in Multivariate Analysis
OLK NSF 22 M.L. Eaton Some Optimal Properties of Ranking Procedures with Applications in Multivariate Analysis
OLK NSF 23 A.W. Marshall
I. Olkin		 A Multivariate Exponential Distribution
PAR NSF 14 G.R. Hext A New Approach to Time Series with Mixed Spectra
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Public Health Service Series

These reports are identified by the Principal Investigator on the supporting PHS award(s).


Report
Number		 Author(s) Title
MOS PHS 12 B. Efron The Two-Sample Problem with Censored Data
[not present in the Archive]
MOS PHS 13 G.R. Chase An Empirical Bayes Approach in Routine Bioassay [not present in the Archive]
MOS PHS 14 R.M. Royall A Class of Non-Parametric Estimates of a Smooth Regression Function
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Army Research Office Series

These reports are identified by the Principal Investigator on the supporting ARO award(s).

While none of the reports in the PAR series for this year are presently available, those entries are included below in the interest of sharing whatever information exists.


Report
Number		 Author(s) Title
PAR ARO 16 M. Woodroofe
J. Van Ness		 The Maximum Deviation of Sample Spectral Densities [not present in the Archive; also issued as SOL 116 in the ONR series]
PAR ARO 17 G.R. Hext A New Approach to Time Series with Mixed Spectra [not present in the Archive]
PAR ARO 18 J. Van Ness Empirical Nonlinear Prediction and Polyspectra
[not present in the Archive]
PAR ARO 19 E. Sobel Prediction of a Noise-Distorted, Multi-variate, Non-stationary Signal [not present in the Archive]
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Office of Naval Research Series

These reports are identified by the Principal Investigator on the supporting ONR award(s).


Report
Number		 Author(s) Title
CHE ONR 55 C. Morris Admissible Bayes Procedures and Classes of Epsilon Bayes Procedures for Testing Hypotheses in a Multinomial Distribution
LIE ONR 86 C. Derman Denumerable State Markovian Decision Processes -- Average Cost Criterion
LIE ONR 87 M.V. Johns, Jr. Two-Action Compound Decision Problems
LIE ONR 88 F.S. Hillier
R.W. Boling		 Finite Queues in Series with Exponential or Erlang Service Times
LIE ONR 89 C. Derman
A.F. Veinott, Jr.		 A Solution to a Countable System of Equations Arising in Markovian Decision Processes
LIE ONR 90 G.J. Lieberman
R.G. Miller, Jr.
M.A. Hamilton		 Unlimited Simultaneous Discrimination Intervals in Regression
LIE ONR 91 R.M. Royall A Class of Non-Parametric Estimates of a Smooth Regression Function
[also issued as MOS 14 in the PHS series]
LIE ONR 92 F.S. Hillier Chance-Constrained Programming with 0-1 or Bounded Decision Variables
LIE ONR 93 C. Derman
G.J. Lieberman		 A Markovian Decision Model for a Joint Replacement and Stocking Problem
[also issued as LIE 14 in the NSF series]
PAR ONR 04 E. Parzen Analysis and Synthesis of Linear Models for Time Series
PAR ONR 05 N. Nettheim The Estimation of Coherence
PAR ONR 06 E. Parzen Time Series Analysis for Models of Signal Plus White Noise
SOL ONR 114 M. Woodroofe On the Maximum Deviation of the Sample Density
SOL ONR 115 J.L. Dolby Some Statistical Aspects of Character Recognition
SOL ONR 116 M. Woodroofe
J.W. Van Ness		 The Maximum Deviation of Sample Spectral Densities
SOL ONR 117 S. Zacks Bayes Sequential Strategies for Crossing a Field Containing Absorption Points
SOL ONR 118 M. Woodroofe Asymptotic Expansions and Large Deviations in Many Dimensions
SOL ONR 119 M. Woodroofe Unbiased Hypothesis Tests for Free-Recall Verbal Learning
SOL ONR 120 K.T. Wallenius Sequential Rectifying Inspection of Finite Lots
SOL ONR 121 J. Van Ryzin A Stochastic a Posteriori Updating Algorithm for Pattern Recognition
SOL ONR 122 G. Elfving Robustness of Bayes Decisions Against the Choice of Prior
SOL ONR 123 S.L. Sclove Multivariate Multiple Regression with Stochastic Predictor Variables
SOL ONR 124 S.L. Sclove Multivariate Regression with One Stochastic Predictor Variable
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