Staggered nested experimental designs are the most popular class of unbalanced nested designs in practical fields. The most important features of the staggered nested design are that it has a very simple open-ended structure and each sum of squares in the analysis of variance has almost the same...

This paper considers various unresolved inference problems for the skewnormal distribution. We give reasons as to why the direct parameterization should not be used as a general basis for estimation, and consider method of moments and maximum likelihood estimation for the distribution's centred...

This study applies extreme-value theory to daily international stock-market returns to determine (1) whether or not returns follow a heavy-tailed stable distribution, (2) the likelihood of an extreme return, such as a 20% drop in a single day, and (3) whether or not the likelihood of an extreme...

A 2 2 2 contingency table can often be analysed in an exact fashion by using Fisher's exact test and in an approximate fashion by using the chi-squared test with Yates' continuity correction, and it is traditionally held that the approximation is valid when the minimum expected quantity E is E S...

The present study suggests the use of the normalized Johnson transformation trimmed t statistic in the one-sample case when the assumption of normality is violated. The performance of the proposed method was evaluated by Monte Carlo simulation, and was compared with the conventional Student t...

Major sources of information for the estimation of the size of the fish stocks and the rate of their exploitation are samples from which the age composition of catches may be determined. However, the age composition in the catches often varies as a result of several factors. Stratification of...

The impact of guessing auxiliary population attributes, as opposed to relying on actual values from a prior survey, was quantified for three unequal probability sampling methods of tree stem volume (biomass). Reasonable prior guesses (no-list sampling) yielded, in five populations and 35...

The estimation of the variance function of a linear regression model used in the asymptotic quasi-likelihood approach is considered. It is shown that the variance function used in the determination of the asymptotic quasi-likelihood estimates encompasses the variance functions commonly found in...

This paper addresses the distribution and interpolation of time series that have been subject to various data transformations. Monte Carlo experiments are performed, which suggest that failure to account for these data transformations may lead to serious errors in estimation.

Models described as using quasi-likelihood (QL) are often using a different approach based on the normal likelihood, which I call pseudo-likelihood. The two approaches are described and contrasted, and an example is used to illustrate the advantages of the QL approach proper.