Norman L. Johnson

Continuous Multivariate Distributions

In this article, we present a concise review of developments on various continuous multivariate distributions. We first present some basic definitions and notations. Then, we present several important continuous multivariate distributions and list their significant properties and characteristics. Keywords: generating function; moments; conditional distribution; truncated distribution; regression; bivariate normal; multivariate normal; multivariate exponential; multivariate gamma; dirichlet; inverted dirichlet; liouville; multivariate logistic; multivariate pareto; multivariate extreme value; multivariate t; wishart translated systems; multivariate exponential families

Distributional and Inferential Properties of Process Capability Indices

In this paper we survey and critically comment on some basic concepts and notions relevant to the methodology dealing with process capability indices (PCIs). The emphasis is on distributional and inferential aspects. The intent is to contribute to the ..

Process Capability Indices—A Review, 1992–2000

We provide a compact survey and brief interpretations and comments on some 170 publications on process capability indices which appeared in widely scattered sources during the years 1992 to 2000. An assessment of the most widely used process capability indices is also presented.

A vector multivariate hazard rate

A vector definition of multivariate hazard rate, and associated definitions of increasing and decreasing multivariate hazard rate distributions are presented. Consequences of these definitions are worked out in a number of special cases. Relationships between hazard rate and orthant dependence are established.

On some generalized farlie-gumbel-morgenstern distributions

A multivariate generalization of the farlie-Gumbel-Morgenstern bivariate system of distribution is described. Certain properties, particularly those concerning orthant dependence, are investigated.

Breakthroughs in statistics

1.Introduction by R.E.Fancher. Galton, F.(1889) Co-relations and their measurement, chiefly from anthropometric data 2.Introduction by K.Dietz. McKendrick, A.G.(1926) Applications of mathematics to medical problems 3.Introduction by D.R.Cox. Yates,F.and Cochran,W.G.(1938) The analysis of groups of experiments 4.Introduction by P.K.Sen. Rao,C.R.(1948) Large sample tests of statistical hypotheses concerning several parameters with application to problems of estimation 5.Introduction by M.H.Gail. Cornfield,J.(1951) A method of estimating comparative rates from clinical data. Applications to cancer of the lung, breast and cervix 6.Introduction by M.Calder and R.A. Davis. Whittle,P.(1953) The analysis of multiple stationary time series 7.Introduction by E.Ronchetti. Daniels,H.E.(1954) Saddlepoint approximations in statistics 8.Introduction by I.J.Good. Cooley, J.W.and Turkey,J.W.(1965) An algorithm for the machine calculation of complex Fourier series 9.Introduction by R.J.Beran. H jek J.(1970) A characterization of limiting distributions of regular estimates 10.Introduction by T.L. Lai. Hastings, W.K.(1970) Monte Carlo sampling methods using Markov chains and their applications 11. Introduction

Some Process Capability Indices are More Reliable than One Might Think

SUMMARY In this paper we obtain formulae for exact expected values and standard deviations of estimators of certain process capability indices discussed by Bissell. In particular, we show that for the index Cpk Bissells formula gives values for the standard deviation which are too high especially when the actual population mean value is close to (or equal to) the average of the upper and lower specification limits.

On Some Generalized Farlie-Gumbel-Morgenstern Distributions - II. Regression, Correlation and Further Generalizations.

Regression and correlation properties of the generalized Farlie-Gumbel-Morgenstem distributions introduced in Johnson and Kotz (1975) are studied. Further generalizations of these distributions are considered.

Leading personalities in statistical sciences : from the seventeenth century to the present

Forerunners. Statistical Inference. Statistical Theory. Probability Theory. Government and Economic Statistics. Applications in Medicine and Agriculture. Applications in Science and Engineering. Appendix. Indexes. List of Series Titles.

Comparisons of the percentage points of distributions with the same first four moments, chosen from eight different systems of frequency curves

Probability integrals and percentage points of univariate distributions from up to eight different families, having common first four moments are compared. Among interesting observations is the remarkable consistency in the standardized upper and lower 5% points over considerable regions of the √β1, β2 plane; also the closeness of agreement between the log-normal and non-central t distributions and the Pearson Type VI and Type IV curves respectively.