Refereed Journal Articles Published

1. Sequential estimation of regression parameters in Gauss-Markoff setup. Journal of Indian Statistical Association (1974), 12, 39-43.

2. Sequential estimation of location parameter in exponential distributions. Calcutta Statistical Association Bulletin (1974), 23, 85-95.

3. Some results on sequential prediction. Calcutta Statistical Association Bulletin (1974), 23, 97-106 (with B. K. Sinha).

4. Almost sure convergence of sums of maxima and minima of positive random variables. Zeitschrift Wahrscheinlichkeitstheorie Verw. Gebiete (1975), 33, 49-54 (with M. Ghosh and G. J. Babu).

5. Sequential point estimation of the parameter of a rectangular distribution. Calcutta Statistical Association Bulletin (1975), 24, 117-122 (with M. Ghosh).

6. Sequential estimation of a linear function of means of three normal populations. Journal of American Statistical Association (1976), 71, 149-153.

7. Multivariate sequential point estimation. Journal of Multivariate Analysis (1976), 6, 281-294 (with M. Ghosh and B. K. Sinha).

8. Sequential estimation of a bivariate normal mean vector. Sankhya (1976), Series B, 38, 219-230 (with B. K. Sinha).

9. On two fundamental problems of sequential estimation. Sankhya (1976), Series B, 38, 203-218 (with M. Ghosh).

10. Remarks on sequential estimation of a linear function of two means: The normal case. Metrika (1977), 24, 197-201.

11. Sequential point estimation of the mean when the distribution is unspecified. Communications in Statistics (1979), Series A, 8, 637-652 (with M. Ghosh).

12. Some comments on two-stage selection procedures. Communications in Statistics (1979), Series A, 8, 671-683.

13. Fixed size simultaneous confidence region for mean vector and dispersion of a multinormal distribution. Calcutta Statistical Association Bulletin (1979), 28, 147-150.

14. Sequential point estimation of the difference of two normal means. Annals of Statistics (1980), 8, 221-225 (with M. Ghosh).

15. Sequential procedures in indentification. Communications in Statistics (1980), Series A, 9, 1625-1639 (with J. K. Ghosh).

16. A consistent and asymptotically efficient two-stage procedure to construct fixed-width confidence intervals for the mean. Metrika (1980), 27, 281-284.

17. Sequential approach to simultaneous estimation of the mean and variance. Metrika (1981), 28, 133-136.

18. Convergence rates of sequential confidence intervals and tests for the mean of a U-statistic. Communications in Statistics (1981), Series A, 10, 2231-2244.

19. Consistency and asymptotic efficiency of two-stage and sequential procedures. Sankhya (1981), Series A, 43, 220-227 (with M. Ghosh).

20. Sequential fixed-width intervals for the common location parameters of two normal or two negative exponential distributions. Journal of Indian Society of Statistics and Operations Research (1981), 2, 1-15 (with P. Narayan).

21. Optimal sequential estimation procedures for the normal mean when the variance is known. Journal of Statistical Planning and Inference (1982), 6, 131-134.

22. Stein's two-stage procedure and exact consistency. Skandinavisk Aktuarietdskrift (1982), 110-122.

23. Selecting the smallest normal variance through the comparisons of several likelihoods. Sequential Analysis (1982), 1, 121-144 (with Wen-Shen Chou).

24. A study of the asymptotic regret while estimating the location of an exponential distribution. Calcutta Statistical Association Bulletin (1982), 31, 207-213.

25. Selecting the largest mean through likelihoods. Statistics & Decisions (1983), 1, 171-182.

26. Theoretical investigations of some sequential and two-stage procedures to select the larger mean. Sankhya (1983), Series A, 45, 346-356.

27. Sequential and two-stage point estimation for the range in a power family distribution. Sequential Analysis (1983), 2, 259-288 (with H. I. Hamdy, M. Ghosh and D. Wackerly).

28. A note on selecting the better treatment. Journal of Indian Society of Statistics and Operations Research (1983), 4, 37-40.

29. Sequential and two-stage procedures for selecting the better exponential population covering the case of unknown and unequal scale parameters. Journal of Statistical Planning and Inference (1984), 9, 33-43.

30. On selecting the best component of a multivariate normal population. Sequential Analysis (1984), 3, 1-22 (with Wen-Shen Chou).

31. Two-stage procedures for selecting the best exponential population when the scale parameters are unknown and unequal. Sequential Analysis (1984), 3, 51-74 (with H. I. Hamdy).

32. On estimating the difference of location parameters of two negative exponential distributions. Canadian Journal of Statistics (1984), 12, 67-76 (with H. I. Hamdy).

33. Nonparametric two-sample sequential problems for truncation parameters of unknown distributions. Calcutta Statistical Association Bulletin (1984), 33, 27-34.

34. Two-Stage sampling for estimating the mean of a negative binomial distribution. Sequential Analysis (1985), 4, 1-18 (with J. Diaz).

35. Asymptotic results for stopping times based on U-statistics. Sequential Analysis (1985), 4, 83-110 (with G. Vik).

36. A note on three-stage and sequential point estimation procedures for a normal mean. Sequential Analysis (1985), 4, 311-320.

37. Asymptotic considerations for selecting the best component of a multivariate normal population. Metrika (1985), 32, 363-374.

38. A further study on selecting the smaller variance: The correlated case. Journal of Indian Statistical Association (1985), 23, 45-58 (with W. S. Chou).

39. A note on two-stage James-Stein estimators for two-sample problems. Journal of Indian Statistical Association (1985), 23, 19-26.

40. Fixed-size confidence regions for the mean vector of a multinormal distribution. Sequential Analysis (1986), 5, 139-168 (with J. S. Al-Mousawi).

41. Fixed-size confidence regions for the difference of means of two multinormal populations. Sequential Analysis (1986), 5, 169-191 (with A. D. Abid).

42. On selecting the best exponential population. Journal of Indian Statistical Association (1986), 24, 31-41.

43. Sequential simultaneous estimation of the mean and variance: The convergence rate. Metrika (1986), 33, 291-297 (with G. Vik).

44. On fixed-size confidence regions for the regression parameters. Metron (1986), 44, 297-306 (with A. D. Abid).

45. Two-stage and sequential procedures for estimating the location parameter of a negative exponential distribution. South African Statistical Journal (1986), 20, 117-136 (with G. F. Hilton).

46. Three-stage estimation for the negative exponential distributions. Metrika (1987), 34, 83-93 (with A. Mauromoustakos).

47. Three-stage point estimation procedures for a normal mean. Sequential Analysis (1987), 6, 21-36 (with H. I. Hamdy, M. Al-Mahmeed and M. C. Costanza).

48. Three-stage procedures for selecting the best exponential population. Journal of Statistical Planning and Inference (1987), 16, 345-352.

49. Minimum risk point estimation of the mean of a negative exponential distribution. Sankhya, Series A (1987), 49, 105-112.

50. A note on estimating the range of a uniform distribution. South African Statistical Journal (1987), 21, 27-38.

51. Sequential estimation problems for the scale parameter of a Pareto distribution. Scandinavian Actuarial Journal (1987), 83-103 (with M. E. Ekwo).

52. A note on minimum risk point estimation of the shape parameter of a Pareto distribution. Calcutta Statistical Association Bulletin (1987), 36, 69-78 (with M. E. Ekwo).

53. Convergence rates for two-stage confidence intervals based on U-statistics. Annals of Institute of Statistical Mathematics (1988), 40, 111-117 (with G. Vik).

54. Sequential estimation problems for negative exponential populations. Communications in Statistics (1988), Theory and Methods (Reviews Section), 17, 2471-2506.

55. Bounded risk estimation of a finite population mean: Optimal strategies. Sequential Analysis (1988), 7, 91-110 (with P. K. Sen and B. K. Sinha).

56. Simultaneous estimation after selection and ranking and other procedures: The negative exponential case. Metrika (1988), 35, 275-286 (with H. I. Hamdy and S. Darmanto).

57. Triple stage point estimation for the exponential location parameter. Annals of Institute of Statistical Mathematics (1988), 40, 785-797 (with H. I. Hamdy, M. C. Costanza and M. S. Son).

58. Sequential estimation of the difference of means of two negative exponential populations. Sequential Analysis (1988), 7, 165-190 (with S. Darmanto).

59. Fixed-width interval estimations of the largest location of k negative exponential populations. Sequential Analysis (1988), 7, 321-332 (with L. Kuo)

60. Fixed precision estimation of a positive location parameter of a negative exponential population. Calcutta Statistical Association Bulletin (1988), 37, 101-104.

61. Triple sampling to construct fixed-width confidence intervals for estimable parameters based on U-statistics. Metron (1988), 46, 165-174 (with G. Vik).

62. Stopping rules, permutation invariance and sufficiency principle. Annals of Institute of Statistical Mathematics (1989), 41, 121-138. (with P. K. Sen and B. K. Sinha).

63. Sequential estimation of a linear function of mean vectors. Sequential Analysis (1989), 8, 381-395 (with S. Liberman).

64. Second-order expansions for a sequential selection procedure. Sankhya, Series A (1989), 51, 318-327 (with J. Judge).

65. Sequential estimation of the percentiles of exponential and normal distributions. South African Statistical Journal (1989), 23, 251-268 (with M. Ghosh).

66. Multi-stage point and interval estimation of the largest mean of k normal populations and the associated second-order properties. Metrika (1990), 37, 291-300 (with L. Kuo).

67. Point estimation of the largest location of k negative exponential populations. Sequential Analysis (1990), 9, 297-304 (with L. Kuo).

68. A note on a permutation-invariant sequential selection procedure. Sequential Analysis (1990), 9, 81-88 (with J. Judge).

69. Sequential likelihood rules for selecting the negative exponential population having the smallest scale parameter. Calcutta Statistical Association Bulletin (1990), 39, 31-44 (with D. S. Miller).

70. Sequential estimation of the location parameter of an exponential distribution. Sankhya, Series A (1990), 52, 303-313 (with M. Ghosh).

71. Some properties of a three-stage procedure with applications in sequential analysis. Sankhya, Series A (1990), 52, 218-231.

72. Likelihood based sequential procedures for selecting the best exponential population. Metron (1990), 48, 255-282 (with D. S. Miller).

73. Comparing several populations by means of accelerated sequential procedures. Statistics & Decisions (1991), 8, 331-355 (with M. Moreno).

74. Second order properties of accelerated stopping times with applications in sequential estimation. Sequential Analysis (1991), 10, 99-123 (with T. K. S. Solanky).

75. Research - How to do it: A panel discussion. Statistical Science (1991), 6, 149-162 (with P. Kempthorne, P. K. Sen and S. Zacks).

76. Multistage and sequential minimum risk point estimation procedures for the means of generalized U-statistics. Sankhya, Series A (1991), 53, 220-254 (with M. Moreno).

77. Multistage point estimation procedures for the mean of a U-statistic and some associated moderate sample size comparisons. Calcutta Statistical Association Bulletin (1991), 40 (H.K. Nandi Memorial Volume), 283-298 (with M. Moreno).

78. Sequential methodologies for comparing exponential mean survival times. Sequential Analysis (1991), 10, 139-148 (with S. Chattopadhyay).

79. Improved sequential and accelerated sequential procedures for estimating the scale parameter in a uniform distribution. Sequential Analysis (1991), 10, 235-246 (with L. Kuo and T. K. S. Solanky).

80. Three-stage procedures for selecting the largest normal mean. Modern Sequential Statistical Analysis (1991), Robbins Volume, Govindarajulu, ed., 241-261 (with J. Judge).

81. Accelerated sequential procedure for selecting the best exponential population. Journal of Statistical Planning and Inference (1992), 32, 347-361 (with T. K. S. Solanky).

82. Accelerated sequential procedure for selecting the largest mean. Sequential Analysis (1992), 11, 137-148 (with T. K. S. Solanky).

83. Sequential sampling methodologies for comparing strata means. Communications in Statistics, Theory and Methods (1992), 21, 485-500 (with A. D. Abid).

84. Efficient sequential sampling strategies for environmental monitoring. Water Resources Research (1992), 28, 2245-2256 (with B. Bendel, N. Nikolaidis and S. Chattopadhyay).

85. On sequential comparisons of means of first-order autoregressive models. Metrika (1992), 39, 155-164 (with T. N. Sriram).

86. Simultaneous point estimation problems for two-parameter negative exponential populations. Journal of Indian Statistical Association (1992), 30, 33-41.

87. Replicated piecewise stopping numbers and sequential analysis. Sequential Analysis (1993), 12, 179-197 (with P. K. Sen).

88. A note on three-stage confidence intervals for the difference of locations: The exponential case. Metrika (1993), 40, 121-128 (with A. R. Padmanabhan).

89. A nonparametric accelerated sequential procedure for selecting the largest center of symmetry. Nonparametric Statistics (1993), 3, 155-166 (with T. K. S. Solanky).

90. Further developments in estimation of the largest mean of k normal populations. Metrika (1993), 40, 173-183 (with S. Chattopadhyay and S. K. Sahu).

91. Simultaneous estimation of proportions for a finite population. Calcutta Statistical Association Bulletin (1993), 43, 65-73 (with S. Chattopadhyay).

92. On the admissibility of some sequential confidence intervals for the negative exponential location parameter. Sequential Analysis (1993), 12, 289-296 (with R. Mukerjee).

93. Multistage subset selection procedures and associated second-order asymptotics. Metron (1993), 51, 25-42 (with S. Panchapakesan).

94. Sequential estimation via replicated piecewise stopping number in a two-parameter exponential family of distributions. Sequential Analysis (1994), 13, 1-10 (with A. Bose).

95. Comparing means by combining individual sequential estimators available from independent studies. Sankhya, Series A (1994), 56, 128-143 (with S. Chattopadhyay).

96. On sequential estimation of the difference of means. Statistics & Decisions (1994), 12, 41-52 (with S. Purkayastha).

97. Sequential estimation by accelerated stopping times in a two-parameter exponential family of distributions. Statistics & Decisions (1994), 12, 281-291 (with A. Bose).

98. Improved sequential estimation of means of exponential distributions. Annals of Institute of Statistical Mathematics (1994), 46, 509-519.

99. Replicated piecewise multistage sampling with applications. Sequential Analysis (1994), 13, 253-276 (with S. Datta).

100. Comparing exponential clinical trials by combining individual sequential experiments available from independent studies. Metron (1994), 52, 17-40 (with S. Chattopadhyay).

101. On fine-tuning a purely sequential procedure and associated second-order properties. Sankhya, Series A (1995), 57, 100-117 (with S. Datta).

102. A note on accelerated sequential estimation of the mean of NEF-PVF distributions. Annals of Institute of Statistical Mathematics (1995), 47, 99-104 (with A. Bose).

103. Sequential estimation of the mean of an exponential distribution via replicated piecewise stopping number. Statistics & Decisions (1995), 13, 351-361 (with A. Bose).

104. Second-order approximations in the time-sequential point estimation methodologies for the mean of an exponential distribution. Sequential Analysis (1995), 14, 133-142.

105. On fine-tuned bounded risk sequential point estimation of the mean of an exponential distribution. South African Statistical Journal (1995), 29, 9-27 (with S. Datta).

106. On a two-stage selection procedure for the largest mean when the between group variances are unknown and unequal. Journal of Statistical Research (1995), 29, 15-20.

107. Sequential estimation of means of linear processes. Metrika (1995), 42, 279-290.

108. Sequential interval estimation via replicated piecewise stopping times in a class of two-parameter exponential family of distributions. Sequential Analysis (1995), 14, 287-305 (with A. Bose).

109. An alternative formulation of accelerated sequential procedures with applications to parametric and nonparametric estimation. Sequential Analysis (1996), 15, 253-269.

110. On sequential fixed-width confidence intervals for the mean and second-order expansions of the associated coverage probabilities. Annals of Institute of Statistical Mathematics (1996), 48, 497-507 (with S. Datta).

111. Estimation after sequential selection and ranking. Metrika (1997), 45, 95-106 (with T. K. S. Solanky).

112. A conversation with Sujit Kumar Mitra. Statistical Science (1997), 12, 61-75.

113. Can a two-stage procedure enjoy second-order properties? Sankhya, Series A (1997), 59, 435-448 (with W. T. Duggan).

114. On estimating the reliability after sequentially estimating the mean: The exponential case. Metrika (1997), 45, 235-252 (with A. R. Padmanabhan and T. K. S. Solanky).

115. Multi-stage fixed-width confidence intervals in the two-sample problem: The normal case. Journal of Statistical Research (1997), 65th Birthday Festschrift for Dr. Saleh, 31, 1-20 (with Basil M. de Silva).

116. On sequential fixed-size confidence regions for the mean vector. Journal of Multivariate Analysis (1997), 60, 233-251 (with S. Datta).

117. Multistage partial piecewise sampling and its applications. Sequential Analysis (1998), 17, 63-90 (with Basil M. de Silva).

118. An overview of sequential nonparametric density estimation. Nonlinear Analysis, Theory, Methods & Applications (1998), 30, 4395-4402.

119. Second-order asymptotics for multistage methodologies in partitioning a set of normal populations having a common unknown variance. Statistics & Decisions (1998), 16, 191-205 (with S. Datta).

120. Multistage methodology for fixed-width simultaneous confidence intervals for all pairwise comparisons. Journal of Statistical Planning and Inference (1998), 73, 163-176 (with T. K. S. Solanky).

121. Fixed-width simultaneous confidence intervals for multinormal means in several intraclass correlation models. Journal of Multivariate Analysis (1998), 66, 46-63 (with M. Aoshima).

122. Multivariate multistage methodologies for simultaneous all pairwise comparisons. Metrika (1998), 47, 185-201 (with M. Aoshima).

123. A look at piecewise sequential sampling under allocation. Calcutta Statistical Association Bulletin (1998), 48, 29-44.

124. Nonparametric sequential procedures for selecting the largest center of symmetry and some associated second-order properties. Journal of Statisticsl Research (1998), 32, 1-14 (with S. Datta).

125. Second-order properties of a two-stage fixed-size confidence region for the mean vector of a multivariate normal distribution. Journal of Multivariate Analysis (1999), 68, 250-263.

126. A robust methodology for selecting the smaller variance. Nonparametric Statistics (1999), 11, 361-376 (with A. R. Padmanabhan and T. K. S. Solanky).

127. Second-order properties of a two-stage confidence region when the covariance matrix has a structure. Communications in Statistics, Theory & Methods (1999), 28 (N. Sugiura Festschrift Special Volume), 839-855 (with M. Aoshima).

128. Higher than second-order approximations via two-stage sampling. Sankhya, Series A (1999), 61, 254-269.

129. Accelerated sequential shrinkage estimation. Metron (1999), 57,159-171 (with A. D. Abid).

130. Accelerated sequential sampling for generalized linear and AR(p) models. Stochastic Modelling & Applications (1999), 2, 1-15 (with A. D. Abid).

131. Comment on Deena L. Duranleau=s ARandom sampling of regional populations: A field test.@ Field Methods (formerly Cultural Anthropology Methods) (1999), 11, 61-70.

132. On a two-stage procedure having second-order properties with applications. Annals of Institute of Statistical Mathematics (2000), 51, 621-636.

133. A conversation with Milton Sobel. Statistical Science (2000), 15, 168-190.

134. Two-stage estimation of the mean of an exponential distribution and second-order results. Statistics & Decisions (2001), 19, 155-171 (with W. T. Duggan).

135. Multistage methodologies for comparing several treatments with a control. Journal of Statistical Planning & Inference (2002), 100, 209-220 (with T. K. S. Solanky).

136. A conversation with Kanti Mardia. Statistical Science (2002), 17, 113-148.

137. Two-stage estimation of a linear function of normal means with second-order approximations. Sequential Analysis (2002), 21, 109-144 (with M. Aoshima).

138. Second-order properties of a two-stage point estimation procedure for the range in a power family distribution. Calcutta Statistical Association Bulletin (2002), Proceedings of 4^th Triennial Calcutta Symposium on Probability and Statistics, December 26-28, 2000, 52, 219- 234 (with G. Cicconetti).

139. Multi-step sequential and accelerated sequential methodologies for a replicated linear model. Sequential Analysis (2003), 22, 167-201 (with G. Cicconetti, M. S. Son, and Y. C. Ko).

140. Percentage points of the largest among Student’s t random variable. Methodology and Computing in Applied Probability (2004), 6, 161-179 (with M. Aoshima).

141. A new two-stage sampling design for estimating the maximum average time to flower. Journal of Agricultural, Biological, and Environmental Statistics (2004), 9, 479-514 (with M. S. Son and Y. C. Ko.).

142. Celebrating Abraham Wald’s birth centenary. Sequential Analysis (2004), 23, 1-9.

143. Discussion on "Likelihood Ratio Identities and Their Applications to Sequential Analysis" by Tze L. Lai. Sequential Analysis (2004), 23, 503-506.

144. Applications of sequentially estimating the mean in a normal distribution having equal mean and variance. Sequential Analysis (2004), 23, 625-665 (with G. Cicconetti).

145. Two-stage estimation of mean in a negative binomial distribution with applications to Mexican bean beetle data. Sequential Analysis (2005), 24, 99-137 (with B. M. de Silva).

146. On some one-parameter families where maximal invariants do not distinguish hypothesized models. Communications in Statistics, Theory & Methodology (2005), 34, 23-36.

147. A new approach to determine the pilot sample size in two-stage sampling. Communications in Statistics, Theory & Methodology, Special Sobel Memorial Issue (2005), 34, 1275-1295.

148. A conversation with Shelemyahu Zacks. Statistical Science (2005), 20, 89-110.

149. Estimating perception of distance: Applied sequential methodologies in experimental psychology. Calcutta Statistical Association Bulletin, Special 5^th Calcutta Triennial Symposium Volume (2005), 56, 35-55.

150. Exact bounded risk estimation when the terminal sample size and estimator are dependent: The exponential case. Sequential Analysis (2006), 25, 85-101 (with W. Pepe).

151. MVUE for the mean with one observation: Normal with same mean and variance. The American Statistician (2006), 60, 71-74. Comments in a letter to the editor by John A Nelder with N. Mukhopadhyay’s responses, The American Statistician (2006), 60, 297.

152. Some comments on Hassairi et al.’s "Implicit Distributions and Estimation". Communications in Statistics-Theory & Methods (2006), 35, 293-297.

153. A personal tribute to Milton Sobel: Selecting the best treatment. Sequential Analysis (2006), 25, 119-143.

154. Exact risks of sequential point estimators of the exponential parameter. Sequential Analysis, Milton Sobel Memorial Issue-Part I (2006), 25, 203-226 (with S. Zacks).

155. A conversation with Ulf Grenander. Statistical Science (2006), 21, 404-426.

156. A discussion on "Detection of Intrusions in Information Systems by Sequential Change-Point Methods" by Tartakovsky, Rozovskii, Blazek, and Kim. Statistical Methodology (2006), 3, 296-298.

157. Bounded risk estimation of the exponential parameter in a two-stage sampling. Sequential Analysis (2006), 25, 437-452 (with S. Zacks). 

158. Discussion on "Sequential Design and Estimation in Heteroscedastic Nonparametric Regression" by Sam Efromovich. Sequential Analysis (2007), 26, 37-39.

159. Comments in a letter to the editor on "Rosalsky, A. (The American Statistician, 2007, 61, 161-162): A Simple and Probabilistic Proof of the Binomial Theorem," with A. Rosalsky’s responses, The American Statistician (2007), 61, 283-284.

160. Bounded risk estimation of linear combinations of the location and scale parameters in exponential distributions under two-stage sampling. Journal of Statistical Planning & Inference (2007), S. N. Roy Centennial Volume, 137, 3672-3686 (with S. Zacks).

161. Distributions of sequential and two-stage stopping times for fixed-width confidence intervals in Bernoulli trials: Application in reliability. Sequential Analysis (2007), 26, 425-441 (with S. Zacks).

162. Theory and applications of a new methodology for the random sequential probability ratio test. Statistical Methodology (2008), 5, 424-453 (with B. de Silva).

163. Comments in a letter to the editor on "De Paula, A. (The American Statistician, 2008, 62, 219-221): Conditional Moments and Independence." The American Statistician (2009), 63, 102-103.

164. Plug-in two-stage normal density estimation under MISE loss: Unknown variance. Sequential Analysis (2009), 28, 251-280 (with W. Pepe).

165. On px1 dependent random variables having each (p-1)x1 sub-vector made up of IID observations with examples. Statistics and Probability Letters (2009), 79, 1585-1589.

166. Approximations for two-stage selection of the best signal-to-noise ratio. Proceedings of the Sixth Calcutta Triennial Statistics Symposium, Calcutta Statistical Association Bulletin (2009), eds. N. Mukhopadhyay and M. Pal, 61, 61-86 (with M. Aoshima and K. Yata).

167. On exact and asymptotic properties of two-stage and sequential estimation of the normal mean under LINEX loss. Communications in Statistics, Theory & Methods (2009), Special Issue Honoring S. Zacks, ed. N. Mukhopadhyay, 38, 2992-3014 (with S. Zacks).

168. On two-stage selection of the best negative exponential population with applications. American Journal of Mathematical and Management Sciences (2009), Special Milton Sobel Memorial Issue, ed. Tumulesh K. S. Solanky, 29, 91-108. 

169. Stirling’s formula and its extensions: Heuristic approaches. Communications in Statistics, Theory & Methods (2010), 39, 1046-1053 (with Debanjan Bhattacharjee).

170. A note on minimum variance unbiased estimation. Communications in Statistics, Theory & Methods (2010), Special issue honoring M. Akahira, ed. M. Aoshima, 39, 1466-1476 (with Debanjan Bhattacharjee).

171. On two-stage confidence interval procedures and their comparisons for estimating the difference of normal means. Sequential Analysis (2010), 29, 44-68 (with B. de Silva and V. Waikar).

172. Discussion on "Life and Work of Bhaskar Kumar Ghosh" by Pranab Kumar Sen. Sequential Analysis (2010), 29, 30-35.

173. On a new sharper lower bound for a percentile of a Student’s t distribution with an application. Methodology and Computing in Applied Probability (2010), 12, 609-622.

174. On asymptotic and strict monotonicity of a sharper lower bound for Student’s t percentiles. Methodology and Computing in Applied Probability (2010), 12, 647-657 (with Allan Gut).

175. When finiteness matters: Counterexamples to notions of covariance, correlation, and independence. American Statistician (2010), 64, 231-233.

176. Discussion on "Quickest Detection Problems: Fifty Years Later" by Albert N. Shiryaev. Sequential Analysis. (2010), 29, 415-419.

177. A convolution identity and more with illustrations. Statistics and Probability Letters (2010), 80, 1980-1984.

178. On the covariance between the sample mean and sample variance. Communications in Statistics, Theory & Methods (2011), 40, 1142-1148 (with Mun Son).

179. On sharp Jensen’s inequality and some unusual applications. Communications in Statistics, Theory & Methods (2011), 40, 1283-1297.

180. Two-stage procedures for estimating the difference of means when the sampling cost is different. Sequential Analysis (2011), 30, 160-171 (with M. Aoshima and Yuko Kobayashi).

 

Last Revised: May 17, 2011

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