Selected Tables in Mathematical Statistics. by H. L. Harter; D. B.

Owen
Review by: Joseph McKean
Journal of the American Statistical Association, Vol. 72, No. 359 (Sep., 1977), pp. 691-692
Published by: American Statistical Association
Stable URL: http://www.jstor.org/stable/2286251 .
Accessed: 14/06/2014 13:06

Your use of the JSTOR archive indicates your acceptance of the Terms & Conditions of Use, available at .
http://www.jstor.org/page/info/about/policies/terms.jsp

.
JSTOR is a not-for-profit service that helps scholars, researchers, and students discover, use, and build upon a wide range of
content in a trusted digital archive. We use information technology and tools to increase productivity and facilitate new forms
of scholarship. For more information about JSTOR, please contact support@jstor.org.

American Statistical Association is collaborating with JSTOR to digitize, preserve and extend access to Journal
of the American Statistical Association.

http://www.jstor.org

This content downloaded from 91.229.229.205 on Sat, 14 Jun 2014 13:06:19 PM

All use subject to JSTOR Terms and Conditions
Book Reviews 691

Thereis a standardchapteron matrixalgebrawithsome verynice Selected Tables in MathematicalStatistics,Volume Ill.

examples.In the chapteron the multivariatenormaldistribution, H.L. Harter and D).B. Owen. Providence,11.I.: American
theauthorincludesa discussionofthejustification forthenormality MathematicalSociety,1975.viii + 419 pp. $21.50.
assumptionand methodsofcheckingthisassumption. This emphasis
is not oftenfoundin multivariate texts. The contentsofthethirdvolumeofSelectedTablesin Mathematical
Chapter4 discussesleast-squaresestimation,using polynomial Statistics are:
regressionto illustratethe methods.It is the one chapterI have
1. "Tables of the Two Factor and Three Factor Generalized Incomplete
seriousreservations about.Too manystudentswilltakethismaterial ModifiedBessel Distributions,"B. Harris and A.P. Soms.
and startfitting sixthdegreepolynomialswithoutworrying about 2. "Sample Size Requirement:Singleand Double ClassificationExperiments,"
thepracticalproblems, suchas theeffect ofa smallerrorinmeasuring K.O. Bowman and M.A. Kastenbaum.
the independent variable.In myexperience, such modelsare useful 3. "Passage Time Distributionsfor Gaussian Markov (Ornstein-Uhlenbeck)
for predictingand rarely,if ever, for explainingthe underlying StatisticalProcesses,"J. Keilson and H.F. Ross.
process.I am sorrynotto have seenanywarnings ofthis.In fairness 4. "Exact Probability Levels for the Kruskal-Wallis Test," R.R. Iman,
to Bock, thereis a sectionon the dangersof overfitting. A rather D. Quade, and D.A. Alexander.
extensivesectionon confidence intervalsforregression coefficients is 5. "Tables of ConfidenceLimits for Linear Functions of the Normal Mean
and Variance," C.E. Land.
included.Thereis a discussionofindividualconfidence intervalsand
ofjoint confidence regions.Multivariate(morethanone dependent These tables will have applicationsin stochasticprocesses,K-
variable)regression is givenratherextensivetreatment. sample problems,and transformations of randomvariables.Thus
Chapter5 considersanalysisof data fromdesignedexperiments. the thirdvolume covers several areas. The followingis a brief
It is a completecoveragewhichI enjoyedreading.In discussing summaryofeach table.
estimationoftheeffects ofnewvariables,the authornotesthatone The tableprovidedby Harrisand Soms containsthe distribution
shouldeliminatewellunderstood explanatory variablesto place functionsof the two and threefactormodifiedBessel distribution.
on the investigatorthe burdenof demonstrating that the new sourceexplains The definition of the k-factor modifiedBessel function, along with
variationin the dependentvariable that is not already accounted forby the thetabulationparameter, can be foundin theaccompanying article.
establishedvariable (p. 289). The asymptotic distribution, alongwithmodifications forimproved
approximation,are discussed and compared with the actual
Thispieceofadviceis wellknownto statisticians butcanbe forgotten distribution.
all too easilyby novices. The authorsspend considerabletime on severalexamplesillus-
Chapter6 is an excellentsurveyof methodsforuse in nonexperi- tratingthe use and applicationsof the distribution and table. One
mentalstudies.This chapteris theone thatshouldbe turnedto for exampleis a confidenceintervalfor the failureprobabilityof a
manyepidemiological studies.Topics includemultivariate multiple parallelsystemoftwoor threecomponents. Anotheris on sequential
regression,canonicalcorrelation,classification(as in discriminant testingforthe reliability ofparallelsystems.
analysisratherthan clustering), comparativestudies,and surveys. The tablesof Bowmanand Kastenbaumcan be used to determine
Chapter7 coversanalysisofrepeatedmeasurements. Thesedesigns the necessarysamplesize in one-and two-waydesigns.This deter-
are becoming more popular in the medicalfield, and a variety of new minationrequiresknowledgeof the noncentrality parameterX of
methodsare beingproposed.The one sampleand n samplecases are the F statistic.As the authorspointout, the experimenter may be
covered.Analysisof covarianceof repeatedmeasurements is also moreable to ascertainthestandardized maximum difference between
discussed. any two treatment means, that is, r = (umax - 4 min)/lo. For
The concludingchapter is on multivariatequalitative data thesetwodesigns,Tis boundedabovebya function ofX.Forexample,
analysis.Recentdevelopments have made availablenewtechniques in theone-waylayout,theboundis 2 (X/N)l,whereN is thesample
forqualitativedata analysis.This chaptergivesa briefintroduction size. The authorshave tabulatedtheseboundsforvariousvalues
to thesemodels. of N, the probabilities of typeI and typeII errors,the numberof
Few, if any, multivariateanalysisbooks are easy reading.This treatments, and, in the case of the two-waylayout,the numberof
one is no exception.It is well written, fullof usefultechniquesand blocks.
commonsense. It should be popular in the areas of psychology, The tables are extensive.Otheruses of the table,such as Latin
education,and human development,the fieldsfor which it was squares, are discussedand numericalexamplesare given. These
writtenand at whichall examplesare aimed. It is not directcom- tablesshouldproveusefulin designing experiments.
petitionforAnderson'sbook (1958) or Morrison'sbook (1967). The tablesof Keilsonand Ross are concernedwithpassage time
P.A. LACHENBRUCH randomvariablesof the Ornstein-Uhlenbeck process.More specifi-
University ofIowa cally,tworandomvariablesarediscussed. The firstis thepassagetime
oftheprocessfroma sourceto a singleabsorbingbarrier.The other
Anderson, T. W. (1958), An Introduction to Multivariate Statistical Analysis, is the passage timefroma sourceto a doublesymmetric, absorbing
New York: JohnWiley & Sons. barrier.The firstand secondmomentsoftheserandomvariablesfor
Morrison, D. F. (1967), Multivariate Statistical Methods, New York: McGraw-Hill.
variousvaluesofthesourcesand boundaries aretabulated.Relations
to findthe momentsfor othervalues of sourcesand barriersare
given. The distributionfunctionsof these randomvariablesare
Statistics: A Guideto Business and Economics. also tabled,and somegraphsillustrating thesetablesare presented.
J.M.Tanur,F. Mosteller,Wm.Kruskal,R.F. Link,R.S. Pieters, The authorsreviewthebasic theoryofthisprocessand thetime-
G.R. Rising,and E.L. Lehmann(eds.). San Francisco,Calif.: of-passagerandomvariables. Computationalproceduresfor long
Holden-Day,Inc., 1976.xii + 132pp. $3.50 (paperback). and short times are discussed.Transformations, includingscale
In 1972, a book of essays,describingimportantapplicationsof changes, are also considered. While no specificexamples are given,
statisticsand probabilityin a varietyof fieldsof endeavor,was theauthorsciteamplereferences to applications in theirfirst section.
published. That volume was the product of the efforts of the Joint The table of Iman, Quade, and Alexander give the upper 10 percent
Committeeon the Curriculum in Statisticsand Probabilityof the of the exact probabilitydistributionof the Kruskal-Wallistest
AmericanStatistical Associationand the National Council of statistic.Most of the existingtablesare coveredby thistable. The
Teachersof Mathematics,and it was reviewedin JASA (1973,68, cases of 3, 4, or 5 samplesare tabulated.In the 3-samplecase, the
747-8). table containsvalues forall combinations of samplesizes less than
The presentvolumeconsistsof a selectionof twelvearticlesfrom 7 and,in addition,thetwocaseswhenall samplesare ofsizes7 or 8.
Statistics: A Guide to the Unknown,dealingwithtopicsspecifically of In the 4- and 5-samplecases, all samplecombinations of size less
interest to students studying business and economics. A new feature than 5 and 4, respectively, are tabled.
notpresentin thelargervolumeis thesetsofproblemsgivenat the The tablesare readilyunderstandable. Numericalillustrations of
end ofeach essay.These problemsshouldproveespeciallyusefulto theiruse are given.Besidesthe asymptoticdistribution of the test
the teacherwho plans to use this book as a supplementary text statistic,otherapproximations to theteststatisticare cited.
foran introductory statisticscourse. UsingLand's tables,the experimenter can findexact upperand
STEPHEN E. FIENBERG lowerone-sidedconfidence intervalsforg ? iv2 based on sample
Universityof Minnesota mean and samplevariancefroma normal(u., aT2) distribution. For

This content downloaded from 91.229.229.205 on Sat, 14 Jun 2014 13:06:19 PM

All use subject to JSTOR Terms and Conditions
692 StatisticalAssociation,
Journalof the American 1977
September

instance,if log X is normal(,u,a2), thenthistable can be used to make theirapproachfairlyrigorouswhilegivinggood insightand

findexactupperconfidence intervalsforE (X) = ,u + ja2. Two-sided motivationand supplyingpracticalexamples.This makesthe book
symmetric confidence intervalscan also be obtained,although,as of interestto studentsat or near the beginninggraduatelevel in
Land pointsout, thesewill not be optimum.Uppervalues of con- mathematicsand information sciences departmentsand also to
fidence,.9, .95, .975,.99, .995,.9975,alongwithcorresponding lower workersin applied areas. A backgroundin elementary probability
confidence values,are presented. theory,advanced calculus, and basic matrix manipulationsis
Land also discussesthe case wheref(X) is normalbut f is not recommended forfollowing thebookfully,buta nicereviewofmany
equal to log. A procedurebased on a linearapproximation of E(X), of theneededresultsis givenin thefirstchapter.
a contourmap ofE(X), and use ofthetablesis described.Examples The authorsuse the terminology, stationaryMarkov chain,to
in boththelognormal andnonlogsituationsaregiven.Computational mean a Markovchainwithstationarytransition probabilities, and
proceduresand information on interpolationare also discussed. althoughthismay not have universalapproval,I will do the same
here.
JOSEPH McKEAN Oneofthetwomainchaptersgivestheclassicalapproachto study-
University ofTexasat Dallas ing discrete-time stationaryMarkov chains.A studyof the con-
vergenceoftheelementsof thek-steptransition matrixas k -* oo is
NormalApproximations and Asymptotic Expansions. meantbythis.Thisis donein detailforbotha finiteand a countably
numberofstates.
infinite
It.N. Bhattacharyaand R.R. Rao. New York: JohnWiley& In thenextchapter,someoftheseclassicalproperties are discussed
Sons,Inc., 1976. xiv + 274 pp. $21.95. whenthenumberofstatesis finite.The use ofdifferent
algebraically
This attractivemonographby two competentmathematicians approachesis commendable, but thischapteris verybriefand even
presentsa unifiedand up-to-datetreatmentof generalresultson a littlemisleading, in thatthereis no distinction (pp. 122-3)between
normalapproximations and asymptoticexpansionsforthe distribu- thealgebraicand geometric multiplicities ofan eigenvalue.
tionsof sumsof independent randomvectors.The tractconsistsof The othermain chapterintroducesthe ergodiccoefficient, a(P),
five chapters and an appendix (in four sections). Chapter 1 lucidly
presentsthe basic conceptsof weak convergenceof probability a(P) = inf 2; min (Pij, Pki)
i,k j-1
measures(on separablemetricspaces),alongwiththeuniformity of
convergence. Chapter2 is devotedto Fouriertransformations and to studyquestionsof ergodicityof nonstationary Markov chains.
expansionsof the characteristic functions;theseare the basic tools This containssomeadvancedmaterialup to researchlevel.
employedin Chapters3, 4, and 5 forthe mainthemeof the mono- Thereis a chapteron thecomputer analysisoffinitestateMarkov
graph.The so-calledBerry-Essen and relatedboundsforthe errors chains.This mentionsdifferent approachesand presentsa method
of normalapproximations in the generalmultidimensional cases are based on the ergodiccoefficient for determining if the transition
consideredin Chapter 3. Asymptoticexpansionsof distributions matrixis ergodic.The authorsrealizethisapproachis less efficient
relatingto thenormalapproximations in the cases ofnonlatticeand thanthemoreusual approachbased on thedirectedgraphrelatedto
latticedistributions are studiedin Chapters4 and 5, respectively. the transition matrixP, but presentthe ideas forpossibleimprove-
The Appendixdeals withthe notionsof randomvectors,functions ment.Thereis also a chapterintroducing somebasicproperties and
ofboundedvariations,absolutecontinuity, singularity and discrete- applicationsof continuous-time Markovchains.
ness of probabilitymeasuresand the generalmultivariateformof The authorsare lucid writersand have producedan interesting
theEuler-Maclaurin series. textof a practicallength.Understanding is the mainaim,and care
Convergenceto normalityand asymptoticexpansionsoccupya has been takento presentmotivations for,and illustrations of,the
verycentralpositionin largesampletheoryin statisticsand proba- important ideas. Thereare manyusefulexamplesand exercises, and
bility.The past decade has witnesseda fundamentalgrowthof the textis largelyfreeof typographical errors.All thesecontribute
literaturein thisfieldand continuedto be an area of activeresearch to enjoyablereading.
work.Normalapproximations orasymptotic expansionsarenolonger CHRIS PAIGE
confinedonly to seriesof independentrandomvectors.They are McGillUniversity
equally applicableto martingales, strongor +-mixingprocessesand
to otherformsof dependentrandomvariables,includingthe cases
rankstatistics,
of U statistics, and linearfunctions oforderstatistics.
The authorshave not really dealt with these situations,mainly Operations
Research:Principles and Practice.
becauseofthespace restrictions. Nevertheless, a shortdescription of Don T. Phillips,A. Ravindran,and JamesSolberg.New York:
themaindifficulties inpassingfromtheindependent to thedependent JohnWiley& Sons,Inc., 1976.xvii+ 585 pp. $16.95.
cases wouldhave beenverybeneficial in thiscontext.In particular, If thesecondhalfofthistextmetthestandardsof
in a conditionalset-up set by the firsthalf,thiswouldindeedbe a remarkable clarityand style
the expansionof the characteristic functions book. The
remainsa possibility.Parallel results for the invariance principles authorssetoutto producea textbookin operations research, suitable
are also of considerable interest.It is the hope of the reviewerthat both forgraduatestudentsand forundergraduates, whichwould
the presentvolumewill stimulategreaterinterestin this general "presentthematerialin a way thatwouldimmediately makesense
area ofresearch. to a beginning student." To do this,majortopicsare developedas
The revieweralso feelsthat had the firstthreesectionsof the generalizations ofspecificexamples,ratherthanusingexamplesonly
Appendixbeen includedin Chapter1, priorto the definition and to illustrateabstractconcepts. This heuristicapproachsucceedsin
preliminaries of weak convergence of probabilitymeasureson sepa- thefirsteightchapters,and does so withoutomitting difficult
reader would have a more topics
rable metricspaces,the unsophisticated and withoutresorting to condescending language. The expositions of
intuitiveunderstanding.Nevertheless,the presentationof the dynamicprogramming and nonlinearprogramming (Chapters10
materialthroughout thetractis precise,clear,and substantive.The and 11,respectively) abandontheidea ofbeginning withan example,
monographis a valuable additionto the set of reference books on however,and theresultis totalconfusion. Chapter9, on simulation
probability and statisticsforresearchworkerswho wishto develop and randomnumbergeneration, suffersfroman utterlack of care,
similarresultsformoreadvancedsituationsor wantto applythese whichwillbe discussedmorefullylater.
resultsin the so-calledlargesampletheory of statisticalinference. Chapter1 is theobligatory philosophical essayon "The Natureof
P.K. SEN OperationsResearch."A sectionon the principlesof modelingis
University ofNorthCarolina particularly noteworthy. Chapter2 containsthe fundamentals of
linearprogramming. Chapter3, "NetworkAnalysis,"presentstrans-
portationproblems,assignmentproblems,least-timetransport
Markov Chains,Theory andApplications. problems,maximalflow problems,and shortest-route problems.
Specializedsolutionsas well
Dean L. Isaacson and RichardW. Madsen. New York: John discussed.The PERT and as linearprogramming formulations are
x 256 $18.95. cPM modelsare examinedat length,albeit
&
Wiley Sons,Inc., 1976. + pp. uncritically.
Chapter4, "AdvancedTopicsin LinearProgramming,"
The studyofMarkovchainsproducesinteresting resultswhichare includestherevisedsimplexmethod,dualitytheoryand applications,
immediately applicablein manypracticalareas. The authorstryto the dual simplexmethod,sensitivity analysis,parametric program-

This content downloaded from 91.229.229.205 on Sat, 14 Jun 2014 13:06:19 PM

All use subject to JSTOR Terms and Conditions