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Applied Sequential
Methodologies
 STATISTICS: Textbooks and Monographs

D.B.Owen
Founding Editor, 1972-1991

Associate Editors

Statistical Computing/ Multivariate Analysis

Nonparametric Statistics Professor Anant M. Kshirsagar
Professor William R. Schucany University ofMichigan
Southern Methodist University

Probability Quality ControllReliability

Professor Marcel F. Neuts Professor Edward G. Schilling
University ofArizona Rochester Institute ofTechnology

Editorial Board

Applied Probability Statistical Distributions

Dr. Paul R. Garvey Professor N. Balakrishnan
The MITRE Corporation McMaster University

Economic Statistics Statistical Process Improvement

Professor David E. A. Giles Professor G. Geoffrey Vining
University of Victoria Virginia Polytechnic Institute

Experimental Designs Stochastic Processes

Mr. Thomas B. Barker Professor V. Lakshmikantham
Rochester Institute of Technology Florida Institute of Technology

Multivariate Analysis Survey Sampling

Professor Subir Ghosh Professor Lynne Stokes
University ofCalifornia-Riverside Southern Methodist University

Time Series
Sastry G. Pantula
North Carolina State University
 1. The Generalized Jackknife Statistic, H. L. Gray and W. R. Schucany
2. Multivariate Analysis, Anant M. Kshirsagar
3. Statistics and Society, Walter T. Federer
4. Multivariate Analysis: A Selected and Abstracted Bibliography, 1957-1972, Kocher..
lakota Subrahmaniam and Kathleen Subrahmaniam
5. Design of Experiments: A Realistic Approach, Virgil L. Anderson and Robert A.
McLean
6. Statistical and Mathematical Aspects of Pollution Problems, John W Pratt
7. Introduction to Probability and Statistics (in two parts), Part I: Probability; Part II:
Statistics, Narayan C. Giri
8. Statistical Theory of the Analysis of Experimental Designs, J. Ogawa
9. Statistical Techniques in Simulation (in two parts), Jack P. C. Kleijnen
10. Data Quality Control and Editing, Joseph I. Naus
11. Cost of Living Index Numbers: Practice, Precision, and Theory, Kali S. Banerjee
12. Weighing Designs: For Chemistry, Medicine, Economics', Operations Research,
Statistics, Kali S. Banerjee
13. The Search for Oil: Some Statistical Methods and Techniques, edited by D. B. Owen
14. Sample Size Choice: Charts for Experiments with Linear Models, Robert E. Odeh and
Martin Fox
15. Statistical Methods for Engineers and Scientists, Robert M. Bethea, Benjamin S.
Duran, and Thomas L. Boullion
16. Statistical Quality Control Methods, Irving W BUff
17. On the History of Statistics and Probability, edited by D. B. Owen
18. Econometrics, Peter Schmidt
19. Sufficient Statistics: Selected Contributions, Vasant S. Huzurbazar (edited by Anant M.
Kshirsagar)
20. Handbook of Statistical Distributions, Jagdish K. Patel, C. H. Kapadia, and D. B. Owen
21. Case Studies in Sample Design, A. C. Rosander
22. Pocket Book of Statistical Tables, compiled by R. E. Odeh, D. B. Owen, Z. W
Birnbaum, and L. Fisher
23. The Information in Contingency Tables. D. V. Gokhale and Solomon Kullback
24. Statistical Analysis of Reliability and Life-Testing Models: Theory and Methods, Lee J.
Bain
25. Elementary Statistical Quality Control, Irving W BUff
26. An Introduction to Probability and Statistics Using BASIC. Richard A. Groeneveld
27. Basic Applied Statistics, B. L. Raktoe and J. J. Hubert
28. A Primer in Probability, Kathleen Subrahmaniam
29. Random Processes: A First Look, R. Syski
30. Regression Methods: A Tool for Data Analysis, Rudolf J. Freund and Paul D. Minton
31. Randomization Tests, Eugene S. Edgington
32. Tables for Normal Tolerance Limits, Sampling Plans and Screening, Robert E. Odeh
and D. B. Owen
33. Statistical Computing, William J. Kennedy, Jr., and James E. Gentle
34. Regression Analysis and Its Application: A Data-Oriented Approach, Richard F. Gunst
and Robert L. Mason
35. Scientific Strategies to Save Your Life. I. D. J. Bross
36. Statistics in the Pharmaceutical Industry, edited by C. Ralph Buncher and Jia-Yeong
Tsay
37. Sampling from a Finite Population, J. Hajek
38. Statistical Modeling Techniques, S. S. Shapiro and A. J. Gross
39. Statistical Theory and Inference in Research. T. A. Bancroft and C.-P. Han
40. Handbook of the Normal Distribution, Jagdish K. Patel and Campbell B. Read
41. Recent Advances in Regression Methods, Hrishikesh D. Vinod and Aman U/lah
42. Acceptance Sampling in Quality Control, Edward G. Schilling
43. The Randomized Clinical Trial and Therapeutic Decisions, edited by Niels Tygstrup,
John M Lachin, and Erik Juhl
44. Regression Analysis of Survival Data in Cancer Chemotherapy, Walter H. Carler, Jr.,
Galen L. Wampler, and Donald M. Stablein
45. A Course in Linear Models, Anant M. Kshirsagar
46. Clinical Trials: Issues and Approaches, edited by Stanley H. Shapiro and Thomas H.
Louis
47. Statistical Analysis of DNA Sequence Data, edited by B. S. Weir
48. Nonlinear Regression Modeling: A Unified Practical Approach, David A. Ratkowsky
49. Attribute Sampling Plans, Tables of Tests and Confidence Limits for Proportions, Rob-
erl E. Odeh and D. B. Owen
50. Experimental Design, Statistical Models, and Genetic Statistics, edited by Klaus
Hinkelmann
51. Statistical Methods for Cancer Studies, edited by Richard G. Cornell
52. Practical Statistical Sampling for Auditors, Arlhur J. Wilburn
53. Statistical Methods for Cancer Studies, edited by Edward J. Wegman and James G.
Smith
54. Self-Organizing Methods in Modeling: GMDH Type Algorithms, edited by Stanley J.
Farlow
55. Applied Factorial and Fractional Designs, Robert A. McLean and Virgil L. Anderson
56. Design of Experiments: Ranking and Selection, edited by Thomas J. Santner and Ajit
C. Tamhane
57. Statistical Methods for Engineers and Scientists: Second Edition, Revised and Ex-
panded, Robert M. Bethea, Benjamin S. Duran, and Thomas L. Boullion
58. Ensemble Modeling: Inference from Small-Scale Properties to Large-Scale Systems,
Alan E. Gelfand and Crayton C. Walker
59. Computer Modeling for Business and Industry, Bruce L. Bowennan and Richard T.
O'Connell
60. Bayesian Analysis of Linear Models, Lyle D. Broemeling
61. Methodological Issues for Health Care Surveys, Brenda Cox and Steven Cohen
62. Applied Regression Analysis and Experimental Design, Richard J. Brook and Gregory
C.Amold
63. Statpal: A Statistical Package for Microcomputers-PC-DOS Version for the IBM PC
and Compatibles, Bruce J. Chalmer and David G. Whitmore
64. Statpal: A Statistical Package for Microcomputers-Apple Version for the II, 11+, and
lie, David G. Whitmore and Bruce J. Chalmer
65. Nonparametric Statistical Inference: Second Edition, Revised and Expanded, Jean
Dickinson Gibbons
66. Design and Analysis of Experiments, Roger G. Petersen
67. Statistical Methods for Pharmaceutical Research Planning, Sten W. Bergman and
John C. Gittins
68. Goodness-of-Fit Techniques, edited by Ralph B. D'Agostino and Michael A. Stephens
69. Statistical Methods in Discrimination Litigation, edited by D. H. Kaye and Mikel Aickin
70. Truncated and Censored Samples from Normal Populations, Helmut Schneider
71. Robust Inference, M. L. Tiku, W. Y. Tan, and N. Balakrishnan
72. Statistical Image Processing and Graphics, edited by Edward J. Wegman and Douglas
J. DePriest
73. Assignment Methods in Combinatorial Data Analysis, Lawrence J. Huberl
74. Econometrics and Structural Change, Lyle D. Broemeling and Hiroki Tsurumi
75. Multivariate Interpretation of Clinical Laboratory Data, Adelin Albert and Eugene K.
Harris
76. Statistical Tools for Simulation Practitioners, Jack P. C. K1eijnen
77. Randomization Tests: Second Edition, Eugene S. Edgington
78. A Folio of Distributions: A Collection of Theoretical Quantile-Quantile Plots, Edward B.
Fowlkes
79. Applied Categorical Data Analysis, Daniel H. Freeman, Jr.
80. Seemingly Unrelated Regression Equations Models: Estimation and Inference, Viren-
dra K. Srivastava and David E. A. Giles
 81. Response Surfaces: Designs and Analyses, Andre ./. Khuri and John A. Cornell
82. Nonlinear Parameter Estimation: An Integrated System in BASIC, John C. Nash and
Mary Walker-Smith
83. Cancer Modeling, edited by James R. Thompson and Barry W Brown
84. Mixture Models: Inference and Applications to Clustering, Geoffrey J. McLachlan and
Kaye E. Basford
85. Randomized Response: Theory and Techniques, Arijit Chaudhuri and Rahul Mukerjee
86. Biopharmaceutical Statistics for Drug Development, edited by Kart E. Peace
87. Parts per Million Values for Estimating Quality Levels, Robert E. Odeh and D. B. Owen
88. Lognormal Distributions: Theory and Applications, edited by Edwin L. Crow and Kunio
Shimizu
89. Properties of Estimators for the Gamma Distribution, K. O. Bowman and L. R. Shenton
90. Spline Smoothing and Nonparametric Regression, Randall L. Eubank
91. Linear Least Squares Computations, R. W Farebrother
92. Exploring Statistics, Damaraju Raghavarao
93. Applied Time Series Analysis for Business and Economic Forecasting, Sufi M. Nazem
94. Bayesian Analysis of Time Series and Dynamic Models, edited by James C. Spall
95. The Inverse Gaussian Distribution: Theory, Methodology, and Applications, Raj S.
Chhikara and J. Leroy Folks
96. Parameter Estimation in Reliability and Life Span Models, A. Clifford Cohen and Betty
Jones Whitten
97. Pooled Cross-Sectional and Time Series Data Analysis, Terry E. Die/man
98. Random Processes: A First Look, Second Edition, Revised and Expanded, R. Syski
99. Generalized Poisson Distributions: Properties and Applications, P. C. Consul
100. Nonlinear lp-Norm Estimation, Rene Gonin and Arthur H. Money
101. Model Discrimination for Nonlinear Regression Models, Dale S. Borowiak
102. Applied Regression Analysis in Econometrics, Howard E. Doran
103. Continued Fractions in Statistical Applications, K. O. Bowman find L. R. Shenton
104. Statistical Methodology in the Pharmaceutical Sciences, Donald A. Berry
105. Experimental Design in Biotechnology, Perry D. Haaland
106. Statistical Issues in Drug Research and Development, edited by Karl E. Peace
107. Handbook of Nonlinear Regression Models, David A. Ratkowsky
108. Robust Regression: Analysis and Applications, edited by Kenneth D. Lawrence and
Jeffrey L. Arthur
109. Statistical Design and Analysis of Industrial Experiments, edited by Subir Ghosh
110. U-Statistics: Theory and Practice, A. J. Lee '
111. A Primer in Probability: Second Edition, Revised and Expanded, Kathleen Subrah-
man;am
112. Data Quality Control: Theory and Pragmatics, edited by Gunar E. Liepins and V. R. R.
Uppuluri
113. Engineering Quality by Design: Interpreting the Taguchi Approach, Thomas B. Barker
114. Survivorship Analysis for Clinical Studies, Eugene K. Harris and Adelin Albert
115. Statistical Analysis of Reliability and Life-Testing Models: Second Edition, Lee J. Bain
and Max Engelhardt
116. Stochastic Models of Carcinogenesis, Wai-Yuan Tan
117. Statistics and Society: Data Collection and Interpretation, Second Edition, Revised and
Expanded, Walter T. Federer
118. Handbook of Sequential Analysis, B. K. Ghosh and P. K. Sen
119. Truncated and Censored Samples: Theory and Applications, A. Clifford Cohen
120. Survey Sampling Principles, E. K. Foreman
121. Applied Engineering Statistics, Robert M. Bethea and R. Russell Rhinehart
122. Sample Size Choice: Charts for Experiments with Linear Models: Second Edition,
Robert E. Odeh and Martin Fox
123. Handbook of the Logistic Distribution, edited by N. Balakrishnan
124. Fundamentals of Biostatisticallnference, Chap T. Le
125. Correspondence Analysis Handbook, J.-P. Benzecri
126. Quadratic Forms in Random Variables: Theory and Applications, A. M. Mathai and
Serge B. Provost
127. Confidence Intervals on Variance Components, Richard K. Burdick and Franklin A.
Graybill
128. Biopharmaceutical Sequential Statistical Applications, edited by Karl E. Peace
129. Item Response Theory: Parameter Estimation Techniques, Frank B. Baker
130. Survey Sampling: Theory and Methods, Arijit Chaudhuri and Horst Stenger
131. Nonparametric Statistical Inference: Third Edition, Revised and Expanded, Jean Dick-
inson Gibbons and Subhabrata Chakraborli
132. Bivariate Discrete Distribution, Subrahmaniam Kocherlakota and Kathleen Kocher-
lakota
133. Design and Analysis of Bioavailability and Bioequivalence Studies, Shein-Chung Chow
and Jen-pei Liu
134. Multiple Comparisons, Selection, and Applications in Biometry, edited by Fred M.
Hoppe
135. Cross-Over Experiments: Design, Analysis, and Application, David A. Ratkowsky,
Marc A. Evans, and J. Richard Alldredge
136. Introduction to Probability and Statistics: Second Edition, Revised and Expanded,
Narayan C. Giri
137. Applied Analysis of Variance in Behavioral Science, edited by Lynne K. Edwards
138. Drug Safety Assessment in Clinical Trials, edited by Gene S. Gilbert
139. Design of Experiments: A No-Name Approach, Thomas J. Lorenzen and Virgil L. An-
derson
140. Statistics in the Pharmaceutical Industry: Second Edition, Revised and Expanded,
edited by C. Ralph Buncher and Jia-Yeong Tsay
141. Advanced Linear Models: Theory and Applications, Song~Gui Wang and Shein-Chung
Chow
142. Multistage Selection and Ranking Procedures: Second-Order Asymptotics, Nitis Muk-
hopadhyayand Tumulesh K. S. Solanky
143. Statistical Design and Analysis in Pharmaceutical Science: Validation, Process Con-
trols, and Stability, Shein-Chung Chow and Jen-pei Liu
144. Statistical Methods for Engineers and Scientists: Third Edition, Revised and Expanded,
Robert M. Bethea, Benjamin S. Duran, and Thomas L. Boullion
145. Growth Curves, Anant M. Kshirsagar and William Boyce Smith
146. Statistical Bases of Reference Values in Laboratory Medicine, Eugene K. Harris and
James C. Boya
147. Randomization Tests: Third Edition, Revised and Expanded, Eugene S. Edgington
148. Practical Sampling Techniques: Second Edition, Revised and Expanded, Ranjan K.
Som
149. Multivariate Statistical Analysis, Narayan C. Giri
150. Handbook of the Normal Distribution: Second Edition, Revised and Expanded, Jagdish
K. Patel and Campbell B. Read
151. Bayesian Biostatistics, edited by Donald A. Berry and Da/ene K. Stangl
152. Response Surfaces: Designs and Analyses, Second Edition, Revised and Expanded,
Andre I. Khuri and John A. Cornell
153. Statistics of Quality, edited by Subir Ghosh, William R. SChucany, and William B. Smith
154. Linear and Nonlinear Models for the Analysis of Repeated Measurements, Edward F.
Vonesh and Vernon M. Chinchilli
155. Handbook of Applied Economic Statistics, Aman Ullah and David E. A. Giles
156. Improving Efficiency by Shrinkage: The James-Stein and Ridge Regression Estima-
tors, Marvin H. J. Gruber
157. Nonparametric Regression and Spline Smoothing: Second Edition, Randall L. Eu-
bank
158. Asymptotics, Nonparametrics, and Time Series, edited by Subir Ghosh
159. Multivariate Analysis, Design of Experiments, and Survey Sampling, edited by Subir
Ghosh
160. Statistical Process Monitoring and Control, edited by Sung H. Park and G. Geoffrey
Vining
161. Statistics for the 21st Century: Methodologies for Applications of the Future, edited
by C. R. Rao and Gabor J. Szekely
162. Probability and Statistical Inference, Nitis Mukhopadhyay
163. Handbook of Stochastic Analysis and Applications, edited by D. Kannan and V. Lak-
shmikantham
164. Testing for Normality, Henry C. Thode, Jr.
165. Handbook of Applied Econometrics and Statistical Inference, edited by Aman Ullah,
Alan T. K. Wan, and Anoop Chaturvedi
166. Visualizing Statistical Models and Concepts, R. W Farebrother
167. Financial and Actuarial Statistics: An Introduction, Dale S. Borowiak
168. Nonparametric Statistical Inference: Fourth Edition, Revised and Expanded, Jean
Dickinson Gibbons and Subhabrata Chakraborti
169. Computer-Aided Econometrics, edited by David E. A. Giles
170. The EM Algorithm and Related Statistical Models, edited by Michiko Watanabe and
Kazunori Yamaguchi
171. Multivariate Statistical Analysis: Second Edition, Revised and Expanded, Narayan C.
Giri
172. Computational Methods in Statistics and Econometrics, Hisashi Tanizaki
173. Applied Sequential Methodologies: Real-World Examples with Data Analysis, edited by
Nitis Mukhopadhyay, Sujay Datta, and Saibal Chattopadhyay

Additional Volumes in Preparation

 Applied Sequential
Methodologies
Real-World Examples with Data Analysis
edited by
Hitis Mukhopadhyay
University ofConnecticut
Storrs, Connecticut, U.S.A.

Suiay Datta
Northern Michigan University
Marquette, Michigan, U.S.A.

Saibal Chattopadhyay
Indian Insitute ofManagement
Calcutta, India

MARCEL

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Neither this book nor any part may be reproduced or transmitted in any form or by any
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Current printing (last digit):

10 9 8 7 6 5 4 3 2
 In celebration of the brilliant career of Profe$sor Anis
Mul~hopadhyay, my elder brother and teacher, and in recognition of
his recent retirement from the Indian Statistical Institute, Calcutta,
this volume is presented to him with love and affection,

Nitis Mukhopadhyay

In the memory of my late father, in recognition of my mother's

lifelong dedication to the well-being of her son, with deepest gratitude
to my ever-inspiring wife, and in loving acl~nowledgement of many
sweet distractions from my two-year old daughter.

Sujay Datta

In loving memories of my late sister and father, in admiration

of the untiring effort of my mother toward my upbringing, and in
recognition of the support and encouragement of my wife and
children.

Saibal Chattopadhyay
 To those colleagues who most l~indly offered to help and freely
shared their expertise and vision at various junctures of editing this
volume, the Co-Editors express their sincerest gratitude and
appreciation.
Many colleagues helped tremendously in the editorial process
by diligently sharing the burden of refereeing one or more articles.
What a difference each individual has made! The Co-Editors thanl~
each referee for showing unselfish dedication and unmistal~able
enthusiasm.

The Co-Editors consider it a privilege on their part

to mention all referees by name:

Douglas A. Abraham Wei Liu

Makoto Aoshima Rahul Mukerjee
Uttam Bandyopadhyay Adam T. Martinsek
Tathagata Banerjee Madhuri Mulekar
Michael I. Baron Connie Page
Atanu Biswas William F. Rosenberger
Arup Bose Pranab K. Sen
Benzion Boukai Sugata Sen Roy
Probal Chaudhuri Tumulesh K. S. Solanky
Pinyuen Chen Alexander G. Tartakovsky
Sam Efromovich Rand R. Wilcox
Joseph Glaz Peter Willett
Robert W. Keener Linda J. Young
Subrata Kundu Shelemyahu Zacks
Preface

Since the publication of Abraham Wald's classic text, Sequential

Analysis, in 1947, a particularly impressive list of monographs has appeared
in this field. These have led to an enormous growth in research methodologies.
Some monographs boldly charted the research-track and created an indelible
mark of tradition that is so well-known in sequential analysis. It is a fitting
tribute to the authors that these volumes continue to serve as flag-bearers and
resource guides in this field. We cite some of these influential volumes here:

Bechhofer, R.E., Kiefer, J. and Sobel, M. (1968). Sequential Identification

and Ranking Procedures. University of Chicago Press: Chicago.
Berry, D.A. and Fristedt, B. (1985). Bandit Problems. Chapman & Hall:
New York.
Chernoff, H. (1972). Sequential Analysis and Optimal Design. CBMS #8.
SIAM: Philadelphia.
Chow, Y.S., Robbins, H. and Siegmund, D. (1971). Great Expectations: The
Theory ofOptimal Stopping. Houghton Mifflin: Boston.
Ghosh, B.K. (1970). Sequential Tests of Statistical Hypotheses. Addison-
Wesley: Reading.
Ghosh, B.K. and Sen, P.K. (1991). Handbook ofSequential Analysis, edited
volume. Marcel Dekker: New York.
Ghosh, M., Mukhopadhyay, N. and Sen, P.K. (1997). Sequential Estimation.
Wiley: New York.
Govindarajulu, z. (1981). The Sequential Statistical Analysis. American
Sciences Press: Columbus.
Gut, Allan (1988). Stopped Random Walks: Limit Theorems and
Applications. Springer-Verlag: New York.
Mukhopadhyay, N. and Solanky, T.K.S. (1994). Multistage Selection and
Ranking Procedures. Marcel Dekker: New York.
Sen, P.K. (1981). Sequential Nonparametrics. Wiley: New York.
Sen, P.K. (1985). Theory and Applications ofSequential Nonparametrics.
CBMS #49. SIAM: Philadelphia.
Shiryaev, A.N. (1978). Optimal Stopping Rules. Springer-Verlag: New
York.
Wald, A. (1947). Sequential Analysis. Wiley: New York.
Wetherill, G.B. (1975). Sequential Methods in Statistics, 2nd ed. Chapman
& Hall: London.
Woodroofe, M. (1982). Nonlinear Renewal Theory in Sequential Analysis.
CBMS #39. SIAM: Philadelphia.
vi Preface

While one continues to draw inspiration from these exclusive

publications, we m ay a dd that some leading 'non-sequential' books have
included important material from this area too. We cite, for example, the
following monographs:

Bechhofer, R.E., Santner, T.J. and Goldsman, D.M. (1995). Design and
Analysis of Experiments for Statistical Selection, Screening, and
Multiple Comparisons. Wiley: New York.
Gibbons, J.D., atkin, I. and Sobel, M. (1977). Selecting and Ordering
Populations. Wiley: New York.
Gupta, S.S. and Panchapakesan, S. (1979). Multiple Decision Theory.
Wiley: New York. .
Rao, C.R. (1973). Linear Statistical Inference, 2nd ed. Wiley: New York.
Zacks, s. (1971). The Theory ofStatistical Inference. Wiley: New York.

Wald's monograph was unique in its style in 1947 and in many ways
it still remains unique largely because WaId's elegantly original mathematical
and statistical contributions played a fundamental role in solving practical
problems of real-life importance at the time. We sunnise, however, that over
the years these other volumes have pointed more toward theoretical
advancements. Directly or indirectly, purely theoretical contributions have
received more encouragement from many quarters and hence the theory of
sequential analysis has indeed become very rich. Unfortunately, at the same
time, real applications have taken serious hits.
Weare personally convinced that this field can and should interface
with every conceivable applied area of statistics. But since this field has not
been accessible to practitioners for widespread real-world applications, we
believe that its popularity among statisticians has dwindled. Real-life
experimental data are rarely presented or discussed in sequential books and
journal articles. This frustrating situation amounting to what may be viewed
as a 'death sentence' has developed over many decades and sadly, this
otherwise attractive field with such great promise has alienated itself nearly
completely from most practitioners in statistical sciences.
One notable exception, in our view, is the area ofclinical trials which
has continued to be the major beneficiary of some of the basic research in
sequential methodologies. Again, we cite some influential volumes in this
area:

Armitage, P. (1975). Sequential Medical Trials, 2nd ed. Blackwell Scientific

Publications: Oxford.
Jennison, C. and Turnbull, B.W. (1999). Group Sequential Methods with
Applications in Clinical Trials. Chapman & Hall: London.
Preface VB

Rosenberger, W.F. and Lachin, J.M. (2002). Randomization in Clinical

Trials: Theory and Practice. Wiley: New York.

But, a specialized field such as sequential analysis cannot be expected

to thrive solely on applications in just one area of statistics. It is time for
everyone involved to join an aggressive pursuit of real applications of
sequential methodologies in as many contemporary and interesting problems
of statistics as possible. We believe that time is quickly running out for purely
theoretical researchers in this field to continue building newer levels of ivory
towers and living in them!
Together, we all must make sequential analysis accessible to all
practitioners in statistics. The idea that it is all right for sequential analysis to
remain esoteric since a practitioner can seek assistance from a sequential
analyst whenever needed remains as far-fetched as ever. That attitude has not
worked in the last fifty years and is certainly not about to work now. We urge
sequential analysts to take the initiative to vigorously 'market' their
methodologies themselves - someone else can hardly ever be expected to
do that for us. The field has survived thus far largely by perpetuating the idea
of potential applications in the sense that somebody else may eventually use
sequential methodologies somewhere in solving real-life problems some day!
But, when we look at the bigger picture today, it becomes abundantly clear
that sequential analysis has nearly lost its deserving place in the realm of
applied statistics. This field has been ignored by nearly every practicing
statistician. This is why we strongly feel that it is incumbent on all researchers
in sequential analysis to try to rebuild this field's image and market their
products themselves. It may eventually mean the difference between 'life' and
'death' of our wonderful field.
We urge everyone to energetically engage in turning the situation
around in a positive way because there is still a great deal of hope out there.
We believe that the spectrum of applications of sequential methodologies is
much broader than what one finds in some of the so-called mainstream
statistical monographs and journals. A variety ofinteresting and important real
applications already exist. We dare to dream that the present volume will help
in narrowing the unhealthy gap that has existed far too long between the theory
and practice of sequential methodologies in problems and issues of broader
interest. For us it will indeed be a dream come true if this volume serves as a
catalyst to raise the level of consciousness of all sequential analysts about the
current status of the field and to inspire them to fine-tune the focus of their
initiatives appropriately from time to time so that sequential analysis becomes
more relevant to contemporary statistical applications.
The contributing authors for the present volume of collected papers
viii Preface

were earnestly requested to adhere to a set ofgeneral guidelines including the

following:
HEvery article should discuss clearly at least one substantive applied
problem and the appropriate sequential method(s}. Tangential references to
potential applications are strongly discouraged. A specific application should
remain infocus and guide throughout the development and/or implementation ofa
methodology. That is, each article should justify the relevance, importance, and
usefulness of sequential methodology by highlighting an application and the'
associated gains with the help ofrea I data. Theoretical developments, specific to a
problem on hand, will be most welcome but their practical usefulness should be
demonstrated.
Real applications are encouraged rather than potential applications. An
article will preferably include the data or refer its readers to the source ofthe data
or provide a web-site-address if appropriate. Each article will be anonymously
refereed.
The exposition should be such that any interested reader may readily
appreciate the importance ofthepracticalproblem(s} discussed and the conclusions
drawn. The idea is that the variety ofappliedproblem(s) considered in this volume
will ultimately entice readers to take a look at the methodologies even ifthey do not
consider themselves as sequential analysts. We hope to demonstrate that
mathematicalsophistication and complexity need not deter enthusiasticpractitioners
to take a look at this field which has plenty to offer in terms ofeveryday statistics
and as it turns out, sequential methodologies are indeed often essentialfor solving
today's challenging practical problems. It is our beliefthat with sufficient care, the
technical coverage can bejudiciously blended with lucidity ofpresentation so that
the volume may remain accessible to many users including graduate students and
budding researchers, statisticians or otherwise, lookingfor exposure to this area. At
the same time, some hard-core researchers in sequential analysis would be expected
to benefit significantly from seeing real-world applications ofour craft. II

We had a modest set of goals. We clearly understood that we simply

could not continue doing business as usual. We wanted to present the material
in such a way that sequential analysts would get a taste of real-life problem-
solving which could, in tum, inspire more methodological work in the near
future. At the same time, we wanted to make sure that those scientists who
were not thoroughly familiar with sequential analysis would also benefit from
this volume by observing sequential methodologies at work in the real world.
We thank the authors for trying their very best to address our seemingly
unending list of demands like these and others.
In the early stages of planning, we invited a number of leading
scientists in many substantive areas of applications including Agricultural
Statistics, Animal Abundance, Bayesian Strategies, Biometry, Clinical Trials,
Preface IX

Computer Simulation, Data Mining, Ecology, Engineering, Finance, Fisheries,

Genetics, Multiple Comparisons, Multivariate Analysis, Nonparametrics,
Psychology, Sonar Detection, Tracking, and Time Series to contribute
specially prepared articles. However, on account of tight deadlines set by us
or due to other commitments, some invited authors could not participate in
this project. We deeply regret this and their contributions are sorely missed.
To those who have kindly participated in our crusade to revive our field's
relevance and image in today's statistical world, we remain eternally grateful..
To our true delight, we report that this volume includes interesting
methodological articles on:

passive acoustic detection ofmarine mammals (Abraham)

• selecting the best component (Aoshima, Aoki, and Kai)
• randomization tests (Banerjee and Ghosh)
• multistate processes (Baron)
• adaptive designs for clinical trials with longitudinal responses
(Biswas and Dewanji)
• data mining (Chang and Martinsek)
approximations for moving sums ofdiscrete random variables (Chen
and Glaz)
measurement.. error model (Datta and Chattopadhyay)
density estimation of wool fiber diameter (de Silva and
Mukhopadhyay)
• financial applications of nonparametric curve estimation
(Efromovich)
interim and terminal analyses ofclinical trials (Lai)
• tests for target tracking (Li and Solanky)
multiple comparisons (Liu)
• designing computer simulations (Mukhopadhyay and Cicconetti)
estimation in the agricultural sciences (Mulekar and Young)
• contrasting group-sequential and time-sequential interim analysis in
clinical trials (Sen)
change-point detection in multichannel and distributed systems
(Tartakovsky and Veeravalli)
• two-stage multiple comparison procedures in Psychology (Wilcox)
• testing in the agricultural sciences (Young), and
• ordering genes (Zacks and Rogatko).

We believe that this is quite an impressive list indeed.

x Preface

More than one colleague refereed each paper anonymously. The

authors revised their manuscripts diligently by taking into account all
constructive suggestions and criticisms from the referees. What one finds in
this volume is a direct result oftotal commitment as well as unending patience
and support from all parties involved. We remain indebted to this enthusiastic
group of colleagues.
We admit that the twenty articles included here are not all written at
the same level and personally, we view this disparity positively. Seeing this
unevenness in some places, the readers will probably come to realize more that
routine phrases such as "applied statistics" and "usefulness ofa methodology"
are also subj ect to interpretation.
It is our beliefthat many students, researchers, or practitioners will find
in this volume some important and interesting material. The volume can be
used both as reference material as well as a solo textbook. One can also
use it as a companion with another book while offering a senior
undergraduate or graduate level course in sequential methods. An experienced
teacher may also discover a number 0 f hidden or not-so-hidden ideas on
conducting hands-on practical experiments to gather real or realistic data that
would make a traditional offering of a course in sequential analysis more
interesting, lively, and above all, relevant.
Even though this is a substantial volume in itself on applications of
sequential methodologies, in no way do we claim that this represents all types
of applications. To be truthful, it is far from it. We hope to have other
opportunities in the future to be more inclusive and capture a greater diversity
of applications. If the present volume makes readers realize that this is a field
with a great deal of promise for both intra-disciplinary work in statistics as
well as for all types of inter-disciplinary work, then that will be our most
gratifying reward.
It has been a real pleasure to work with the editorial and production
staff at Marcel Dekker in planning and completing this project. We specially
mention Ms. Maria Allegra and Ms. Helen Paisner and thank them both.
Without their patience and constant support, this project could not have
reached this stage. Weare also thankful to several technical experts who
helped us at various stages of the compilation process, especially to Dr.
Andrew A. Poe from the Department ofMathematics and Computer Science,
Northern Michigan University and Professor Uttam Sarkar from the Indian
Institute of Management Calcutta. In addition, two of us (Datta and
Chattopadhyay) gratefully acknowledge the support received in the form of a
faculty grant from Northern Michigan University and a research grant from the
Center for Management Development Studies, Indian Institute ofManagement
Preface xi

Calcutta, respectively. One of us (Mukhopadhyay) gratefully acknowledges

the support received through a sabbatical ~ave from the University of
Connecticut in the fall semester 2003 and expresses heartfelt gratitude to Dr.
Tom F. Babor, Professor and Head of the Department of Community
Medicine, University ofConnecticut Health Center, for gracious hospitalities
and use of their facilities.
Both collectively and individually, we express indebtedness to our
colleagues, students and staff at our home institutions. We must apologize,
however, for not mentioning them by name. Mr. Ranjan Mukhopadhyay and·
Ms. Cathy Brown have rendered invaluable help during the final preparation
of a camera-ready copy. Our sincerest thanks go to both Ranjan and Cathy.
Finally, we express our deepest sense of gratitude to our families for
their never-ending encouragement and love that gave us the ultimate courage
to shoulder this challenging project in the first place.

Nitis Mukhopadhyay
SujayDatta
Saibal Chattopadhyay
Contents

Preface v

Contributing Authors xxi

1. Passive Acoustic Detection of Marine Mammals

Using Page's Test 1
Douglas A. Abraham

1.1 Introduction 1
1.2 Acoustic Detection of Marine Mammals 3
1.3 Methodology and Analysis 4
1.3.1 Algorithm Specifics 8
1.3.2 Detection Results 10
1.3.3 Localization 11
1.4 Concluding Remarks 16
References 16

2. Two-Stage Procedures for Selecting the Best

Component of a Multivariate Distribution 19
Makoto Aoshima, Mitsuru Aoki and Masaki Kai

2.1 Introduction 19
2.2 A Specific Application 21
2.2.1 The Rule R} 22
2.2.2 The Rule R2 24
2.3 Methodologies and Analysis 26
2.3.1 Two-Stage Procedure for R} 26
2.3.2 Two-Stage Procedure for R2 29
XIV Contents

2.4 Concluding Remarks 30

References 33

3. Sequential Randomization Tests 35

Tathagata Banerjee and Onkar Prosad Ghosh

3.1 Motivating Background 35

3.2 Formulation and Review of Existing Procedures 38
3.3 Sequential Estimation of a p-Value 41
3.4 An Illustrative Example 44
3.5 Concluding Remarks 47
References 48

4. Sequential Methods for Multistate Processes 53

Michael I. Baron

4.1 Introduction and the General Scheme 53

4.2 Analysis and Prediction of Electricity Prices 56
4.3 Methodology and Implementation 59
4.4 Other Applications 63
4.5 Concluding Remarks 64
References 65

5. Sequential Adaptive Designs for Clinical

Trials with Longitudinal Responses 69
Atanu Biswas and Anup Dewanji

5.1 Introduction 69
5.2 Longitudinal Binary Responses 72
5.3 Longitudinal Ordinal Responses 76
5.4 Longitudinal Multivariate Ordinal Responses 77
5.5 Incorporating Prognostic Factors 78
5.6 Longitudinal Continuous Responses 79
5.7 An Application 80
5.8 Concluding Remarks 81
References 83

6. Sequential Approaches to Data Mining 85

Yuan-Chin Ivan Chang and Adam Martinsek

6.1 Introduction 85
Contents xv

6.2.1 Clustering Tree 88

6.2.2 Stratification 93
6.2.3 Computational Complexity 95
6.3 Sequential Fixed-Width Interval Estimation 96
6.4 Concluding Remarks 100
References 101

7. Approximations and Bounds for Moving

Sums of Discrete Random Variables 105
Jie Chen and Joseph Glaz

7.1 Introduction 105

7.2 The Distribution and Expectation of Wk,m 107
7.2.1 Bernoulli Model 108
7.2.2 Binomial and Poisson Models 110
7.3 Numerical Results 112
7.4 Concluding Remarks 113
References 119

8. Estimation of the Slope in a Measurement-Error

Model 123
Sujay Datta and Saibal Chattopadhyay

8.1 Introduction and Motivation 123

8.2 Justification of Model and Literature Survey 126
8.3 Methodologies and Analysis 128
8.3.1 A sketch of the Proof of Theorem 8.3.2 132
8.4 Concluding Remarks 134
8.5 Appendix 135
References 136

9. Kernel Density Estimation of Wool Fiber

Diameter 141
Basil M. de Silva and Nitis Mukhopadhyay

9.1 Introduction 141

9.2 The Formulation 143
9.3 Literature Review and Specific Aims 146
9.3.1 Specific Aims 147
9.4 A Two-Stage Procedure 148
QLl.l R~nr1-Wlr1th ~plprtlnn lA.R
xvi Contents

9.4.2 Initial Sample Size Selection 150

9.4.3 Properties of the Meth~dology 152
9.5 Smooth Bootstrapping 152
9.6 A Simulation Study 153
9.7 Application to Wool Fiber Diameter Data 156
9.8 Concluding Remarks 158
Appendices 159
References 167

10. Financial Applications of Sequential

Nonparametric Curve Estimation 171
Sam Efromovich

10.1 Introduction 171

10.2 Capital Asset Price Model 173
10.3 Nonparametric Regression Analysis 175
10.4 Applications 180
10.5 Technical Details 189
10.6 Concluding Remarks 190
References 191

11. Interim and Terminal Analyses of Clinical

Trials with Failure-Time Endpoints and
Related Group Sequential Designs 193
Tze Leung Lai

11.1 Introduction 193

11.2 Interim and Tenninal Analysis of BRAT Data 194
11.2.1 Analysis by the Data and Safety
Monitoring Board 195
11.2.2 Further Analysis of BRAT Data 196
11.3 Design and Analysis of Group (or Time) Sequential
Trials 197
11.3.1 Time-Sequential Rank Statistics and Their
Asymptotic Distributions 199
11.3.2 Two Time Scales and Some Stopping Rules 202
11.3.3 Theory of Group Sequential Boundaries 204
11.3.4 Stochastic Curtailment 209
11.3.5 Confidence Intervals in Group Sequential
Designs 210
11.4 Concluding Remarks 213
n ..... J:'....._ .....__ ........ '" 1 A
Contents xvii

12. Applications of Sequential Tests to Target

Tracking by Multiple Models 219
x. Rong Li and Tumulesh K. S. Solanky
12.1 Introduction 219
12.2 An Example 222
12.3 Fonnulation and Statistical Methods 223
12.3.1 Sequential Solutions for Problems Involving
Two Model-Sets 224
12.3.2 Sequential Solutions for Multihypothesis
Problems 231
12.4 Aircraft Motion Example: Evaluating Perfonnance 237
12.5 Appendix 243
References 244

13. A Sequential Procedure that Controls Size and

Power in a Multiple Comparison Problem 249
Wei Liu

13.1 Introduction 249

13.2 A Three-Stage Procedure 251
13.3 A Validation Study via Simulation 254
13.4 Concluding Remarks 255
References 257

14. How Many Simulations Should One Run? 261

Nitis Mukhopadhyay and Greg Cicconetti

14.1 Introduction: One-Sample t-Test 261

14.2 Fonnulation, Loss and Risk Functions, and Objective 263
14.2.1 The Fonnulation 267
14.2.2 A Relative Squared Error Loss Function 267
14.2.3 The Objective: Prespecified Proportional
Accuracy 269
14.3 A Purely Sequential Methodology 270
14.4 A Two-Stage Methodology 272
14.4.1 The Motivation 273
14.5 Computer Simulations 275
14.5.1 The Purely Sequential Methodology
(14.3.2)-(14.3.3) 276
14.5.2 The Two-Stage Methodology
XVll1 Contents

14.5.3 Comparing the Two Methodologies and

Conclusions 281
14.6 Large-Sample Properties 284
14.6.1 The Purely Sequential Methodology (14.3.2)-
(14.3.3): Proof of Theorem 14.6.1 285
14.6.2 The Two-Stage Methodology (14.4.1)-(14.4.2):
Proof of Theorem 14.6.1 288
References 289

15. Sequential Estimation in the Agricultural

Sciences 293
Madhuri S. Mulekar and Linda J. Young

15.1 Introduction 293

15.2 A Specific Application 295
15.3 Methodology and Analysis 297
15.4 Concluding Remarks 312
References 313

16. Whither Group-Sequential or

Time-Sequential Interim Analysis in
Clinical Trials? 319
Pranab K. Sen

16.1 Introduction 319

16.2 Interim Analysis: Genesis and Anatomy 321
16.3 Statistical Surveillance 327
16.4 Evolution of Time-Sequential Methods 330
16.5 Concluding Remarks 334
References 336

17. Change-Point Detection in Multichannel

and Distributed Systems with Applications 339
Alexander G. Tartakovsky and
Venugopal V. Veeravalli

17.1 Introduction 339

17.2 Multichannel-Change Detection: Theory 340
17.2.1 Problem Formulation 340
17.2.2 The Detection Procedure and False
A 1 n _L_
Contents XIX

17.2.3 Asymptotic Performance for Low FAR 343

17.2.4 Composite Hypotheses: Adaptive Detection
Procedures 347
17.3 Detection in Distributed Sensor Systems 349
17.4 Applications and Experimental Results 353
17.4.1 Target Detection and Tracking in Surveillance
Systems 353
17.4.2 Rapid Attack/Intrusion Detection 357
17.4.3 Decentralized Detection Example and
Simulation Results 359
17.5 Concluding Remarks 362
Appendix 363
References 367

18. Extension of Hochberg's Two-Stage

Multiple Comparison Method 371
Rand R. Wilcox

18.1 Introduction 371

18.2 Application to a Schizophrenia Study 373
18.3 Methodology 374
18.4 Simulation Results 377
18.5 Concluding Remarks 379
References 379

19. Sequential Testing in the Agricultural

Sciences 381
Linda J. Young

19.1 Introduction 381

19.2 Greenbugs on Sorghum 382
19.3 The SPRT 383
19.4 The 2-SPRT 389
19.5 Binomial Sampling Based on the Negative
Binomial 393
19.6 Binomial Sampling Based on an Ecological
Model 397
19.7 Concluding Remarks 399
References 403
xx Contents

20. Bayesian Sequential Procedures for

Ordering Genes 411
Shelemyahu Zacks and Andre Rogatko

20.1 Introduction: The Gene Ordering Problem 411

20.2 Basic Model of Independence 413
20.2.1 Orders, Gametes and Recombination 413
20.2.2 The General Case 413
20.3 Bayesian Testing 416
20.3.1 Posterior Order Probabilities 416
20.3.2 Bayesian Sequential Testing 417
20.3.3 Bayesian Testing with Fixed Sample Sizes 423
20.4 Stepwise Ordering 424
20.4.1 Stepwise Search for Maximal Posterior
(SSMllP) 424
20.5 Applications in Genetic Counseling 428
References 430

Author Index 433

Subject Index 443

Contributing Authors

Douglas A. Abraham
Applied Research Laboratory, Pennsylvania State University, P.O. Box
30, State College, PA 16804, U.S.A. E-mail: [email protected]

Mitsuru Aoki
Institute of Mathematics, University of Tsukuba, Ibaraki 305-8571,
Japan. E-mail: [email protected]

Makoto Aoshima
Institute of Mathematics, University of Tsukuba, Ibaraki 305-8571,
Japan. E-mail: [email protected]

Tathagata Banerjee
Department of Statistics, Calcutta University, 35 Ballygunge Circular
Road, Kolkata 700019, India. E-mail: [email protected]

Michael I. Baron
Department of Statistics, University of Texas at Dallas, Richardson, TX
75080, U.S.A. E-mail: [email protected]

Atanu Biswas
Applied Statistics Unit, Indian Statistical Institute, 203 B. T. Road,
Kolkata 700 108, India. E-mail: [email protected]

Yuan-Chin Ivan C. Chang

Institute of Statistical Science, Academia Sinica, 128, Sec. 2, Academia
Road, Taipei, Taiwan 11529. E-mail: [email protected]

Saibal Chattopadhyay
Operations Management Group, Indian Institute ofManagement Calcutta,
xxii Contributing Authors

Joka, D.H. Road, PO Box 16757, Alipore, Kolkata 700027, INDIA. E-

mail: [email protected]

Jie Chen

Department of Computing Services, University of Massachusetts, 100

Morrissey Boulevard, Boston, MA 02125, U.S.A. E-mail: jie.chen
@umb.edu

Greg Cicconetti
Department ofMathematical Sciences, Muhlenberg College, Allentown,
PA 18104, U.S.A. E-Mail: [email protected]

Sujay Datta
Department of Mathematics, Statistics and Computer Science, Northern
Michigan University, 1401 Presque Isle Avenue, Marquette, MI 49855,
U.S.A. E-mail: [email protected]

Basil M. de Silva
Department of Mathematics and Statistics, RMIT University City
Campus, GPO Box 2476V, Melbourne, Victoria 3001 , Australia. E-Mail:
[email protected]

Anup Dewanji
Applied Statistics Unit, Indian Statistical Institute, 203 B. T. Road,
Kolkata 700 108, India. E-mail: [email protected]

Sam Efromovich
Department of Mathematics and Statistics, University of New Mexico,
Albuquerque, NM 87131-1141, U.S.A. E-mail:[email protected]

Onkar P. Ghosh
Directorate General of Commercial Intelligence and Statistics, Govt. of
India, 1 Council House Street, Kolkata 700001, India. E-mail: onkar-
[email protected]
Contributing Authors XXlll

Joseph Glaz
Department of Statistics, UBox 4120, University of Connecticut, Storrs,
CT 06269-4120, U.S.A. E-Mail: [email protected]

Masaki Kai
Insurance Distribution, Fidelity Investments Japan Limited, Tokyo 104-
0033, Japan. E-mail: [email protected]

Tze L. Lai
Department ofStatistics, Stanford University, Stanford, CA 94305-4065,
U.S.A. E-mail: [email protected]

x. RongLi
Department of Electrical Engineering, University of New Orleans, New
Orleans, LA 70148, U.S.A. E-mail: [email protected]

Wei Lin

Department ofMathematics, University ofSouthampton, S0171BJ, U.K.

E-mail: [email protected]

Adam T. Martinsek
Department ofStatistics, University ofIllinois, 725 South Wright Street,
Urbana, IL 61801, U.S.A. E-mail: [email protected]

Nitis Mukhopadhyay
Department of Statistics, UBox 4120, University of Connecticut, Storrs,
CT 06269-4120, U.S.A. E-Mail: [email protected]

Madhuri Mulekar

Department ofMathematics and Statistics, University ofSouth Alabama,

307 University Boulevard, ILB 325, Mobile, AL 36688-0002, U.S.A. E-
mail: [email protected]
XXIV Contributing Authors

Andre Rogatko

Department ofBiostatistics, Fox Chase Cancer Center, Philadelphia, PA

19111-2497. E-mail: [email protected]

Pranab K. Sen

Department of Biostatistics, 3105E McGavran-Greenberg, CB #7420,

School of Public Health, University of North Carolina, Chapel Hill, NC
27599-7400, U.S.A. E-mail: [email protected]

Tumulesh K. S. Solanky
Department of Mathematics, University of New Orleans, New Orleans,
LA 70148, U.S.A. E-mail: [email protected]

Alexander G. Tartakovsky
Center for Applied Mathematical Sciences, University of Southern
California, 1042 Downey Way, DRB-155, Los Angeles, CA 90089-1113,
U.S.A. E-mail: [email protected]

Venugopal V. Veeravalli
Department of Electrical and Computer Engineering, University of
Illinois at Urbana-Champaign, 128 Coordinated Science Laboratory, 1308
West Main Street, Urbana, IL 61801, U.S.A. E-mail: vvv@ uiuc.edu

Rand R. Wilcox
Department of Psychology, University of Southern California, Los
Angeles, CA 90089-1061, U.S.A. E-mail: [email protected]

.Linda J. Young

Department of Biostatistics, College of Medicine, P.O. Box 100212,

Gainesville, FL 32610, U.S.A. E-mail: [email protected]

Shelemyahu Zacks
Department ofMathematical Sciences, Binghamton University, Bingham
-ton, NY 13902-6000, U.S.A. E-mail: [email protected].
Chapter 1

Passive Acoustic Detection of

Marine Mammals Using
Page's Test

DOUGLASA.ABRAHAM
SACLANT Undersea Research Centre, La Spezia, Italy

1.1 INTRODUCTION
Sonar signal processing is a subset of signal processing related to the
analysis of acoustic signals measured underwater. Applications of sonar
signal processing lie in diverse fields such as oil exploration, marine
mammal study and naval warfare. The fundamental objectives in sonar
signal processing are the detection, classification, and localization of
sounds that are heard under water. Sonar systems can be either active
or passive in their use of sound (Burdic (1984), Urick (1983)). Passive
sonar systems only process signals that are recorded on underwater
microphones called hydrophones. A typical sonar system will use many
hydrophones that are held together physically in what is called an array.
An active sonar system transmits a signal using an underwater loud
speaker and processes the subsequently heard reflections.
Many of the signal processing algorithms that are used in sonar sys-
tems were developed using methodologies from statistical decision the-
ory. Detectors and classifiers may be formulated as binary and multiple
2 Abraham

hypothesis tests. Localization is simply the estimation of the physical

location of the sound emitter or reflector. Sequential methodologies
have primarily been used for the detection of sounds, but have also
seen use in localization procedures such as target tracking (Lerro and
Bar-Shalom (1993)). This paper will focus on the application of the
cumulative summation type of sequential procedure called Page's test.
Page (1954) developed the procedure to determine the time at which a
change in the distribution of sequentially obtained data had occurred.
It has seen significant applications in areas such as fault detection (Bas-
seville and Nikiforov (1993)), but has also been used for the detection of
unknown but finite duration signals (Han et al. (1999)). It is this latter
application that is useful in both active and passive sonar signal pro-
cessing. Page's test, when it utilizes the log-likelihood ratio, is known
to be optimal in the sense of minimizing the average delay before detec-
tion while constraining the average time between false alarms (Lorden
(1971), Moustakides (1986)). Analysis of its performance at detecting
finite duration signals is not trivial, though accurate approximations
exist for simple configurations (Han et al. (1999)).
As an example of an active sonar signal processing application,
Page's test has been used to detect target echoes when they are cor-
rupted by propagation through a shallow water environment (Abraham
and Willett (2002), Abraham (1996b)). In shallow water environments,
the sound travels from the source to the target and then from the target
to the receiving hydrophones through many paths. As the time it takes
to traverse each path differs, the received signal appears to be spread
over time. Owing to the difficulty in accurately modeling the ocean
propagation, Page's test was applied to obtain adequate detection per-
formance over a wide range of environmental conditions.
An example of a passive sonar signal processing application, and
the focus of this paper, may be found in the detection of marine mam-
mals by their acoustic emiss~ons. Such non-invasive detection of marine
mammals is necessary for the study of their habits as well as to aid in
ensuring their absence prior to any potentially harmful activity such
as oil exploration or naval testing. In this passive sonar application,
the sounds generated by marine mammals are recorded on hydrophone
arrays and must be discerned from all background noises. As marine
mammals vary considerably in size and vocal characteristics, the detec-
tor must be quite flexible and able to detect both short and long dura-
tion signals with potentially widely varying frequency content. In the
following sections the problem will be described in more detail along
Acoustic Detection of Marine Mammals 3

with the sequential detector that was implemented and some results
from the analysis of real data. A more detailed description of the anal-
ysis may be found in the SACLANT Undersea Research Centre report
(Abraham (2000)) from which most of this article is derived.

1.2 ACOUSTIC DETECTION OF

MARINE MAMMALS
Detection of the presence of marine mammals is crucial in the vicinity
of a research vessel carrying out operations involving the projection
of acoustic energy into the local ocean environment. The following
sections detail an analysis of passive acoustic data garnered from data
recorded during the SACLANT Undersea Research Centre's SWAC4
sea-trial in Kyparissiakos Gulf off the coast of Greece during May 1996.
Specifically, the automatic detection processing that was implemented
will be described and examples of the data processing results presented.
The automatic detection of marine mammal acoustic emissions is a
difficult task. The data available are in the form of passive sonar record-
ings from a hydrophone array that have been "beamformed" to empha-
size signals coming from certain directions. This process increases the
signal-to-noise ratio and aids in the localization of the sound source by
dictating on which bearing it is heard. Unfortunately, it also means that
the detection algorithm must be applied to the data from each beam
(direction). Th,e data from the SWAC4 sea-trial were beamformed to
point to 120 directions spanning from forward to aft. Designing the
detection algorithm is difficult owing to the wide variety of frequen-
cies, bandwidths, and time characteristics of marine mammal acoustic
emissions from different species. Take, for example, the sperm whale
clicks shown in Figure 1.2.1. These data are in the frequency range of
750-1500 Hertz owing to the limitations imposed by the experimental
conditions and acquisition systems. It is known that marine mammals
emit sound over a much wider frequency band. Nevertheless, even with
this limited band, it is seen that the spect~urn is not necessarily flat
and that the time series exhibits the effects of multipath propagation,
spreading the signal energy in time. As other types of waveforms are
expected (for example, whistles or sweeps) a detector is desired that is
flexible both in the time duration of the waveform and its frequency
content.
4 Abraham

-
:::J
a. .....
_ VI
0.0.
.. .. ..·I:...... fl
:::J- 0.02
'11 ~: .. >-/;
o~
elG /'......:. r··· ... .... " 1'

,_
-0.02
ClIo.
41 ......
m -0.04
0

1400
IS C!
N'
e.>-
u
l:
41 1100 55
~::t.
:::J
1:1'
e
u.
1000

800
45
800
40
0

Time (sec)

Figure 1.2.1: Time Series and Frequency Spectrum of Sperm Whale

Click Train Limited to 750-1500 Hertz Frequency Band.

1.3 METHODOLOGY AND ANALYSIS

In hypothesis testing, there must be some difference between the null
and alternative hypotheses in order for the Type-I and Type-II errors
to be small. In terms of detector design, this translates into requiring
that there be some means for distinguishing the signal to be detected
from the background noise and any interferences. As this situation
calls for a very general detector, not tuned to any specific characteris-
tics of individual marine mammal emissions, the only distinction from
the background or interferences is time duration. Thus, a detector is
desired that finds short duration signals that are not similar to the
more slowly changing background (for example, ambient ocean noise
from the ocean surface or distant shipping) or interferences (for exam-
ple, near-by surface vessels including the ship towing the hydrophone
array). Additionally, the detector should be robust to varying signal
duration and frequency content. A detector with these characteristics
was proposed by Abraham and Stahl (1996) by combining Page's (1954)
Acoustic Detection of Marine Mammals 5

test with the power-law processor of Nuttall (1994) for the combination
of discrete Fourier transform (DFT) bin outputs. A block diagram of
this detector structure is shown in the left half of Figure 1.3.1. The
time series data are transformed into the frequency domain by over-
lapping DFTs. The duration of the DFT should be near or less than
the duration of the shortest signal that may be encountered. Define
the magnitude squared of the DFT bins of interest for the k th DFT as
{Xk,l' X k,2,' .. , Xk,m}. For the data presented in this paper the bins
of interest are those in the 750-1500 Hertz band. Let the estimated
background power in the jth DFT bin at time k be Ak,j for j = 1, ... ,
m. As will soon be described, the background power levels in each
DFT bin need to be estimated from previously observed data. These
estimates are used to form normalized DFT bin data,
Xk,j
Yk,j= ~' (1.3.1)
k,j

which are combined into a single test statistic by a power-law non-

linearity,

(1.3.2)

The power-law non-linearity provides robustness against varying signal

bandwidth or frequency structure and can have the effect of either
picking the maximum DFT bin output (high power law) or summing
all the DFT bins together (power law equal to one) as in an energy
detector. This one statistic from each DFT is then used in Page's test
to detect the onset of a signal. The update for Page's test has the form
(1.3.3)
where bo is a bias and a detection is declared when W k exceeds a thresh-
old. The bias is most easily chosen through Dyson's (1986) method
which uses the average value of Zk under the null and alternative hy-
potheses. In certain cases it is possible to choose the bias to optimize an
asymptotic performance measure (Abraham (1996a)). The threshold
may be chosen according to a desired average time between false alarms
through the standard Wald or Siegmund approximations or quantiza-
tion based approximations (Basseville and Nikiforov (1993), Brook and
Evans (1972), Abraham and Stahl (1996)). Assuming perfect normal-
ization, the performance of a power-law non-linearity feeding a Page
6 Abraham

test is examined in terms of the average sample numbers (average time

between false alarms and average delay before detection) in Abraham
and Stahl (1996). A more relevant measure of detection performance is
the probability of detection, which may be obtained from quantization
based methods (Han et al. (1999)). Theoretical analyses such as those
found in Abraham and Stahl (1996), Han et al. (1999) or Nuttall (1994)
typically assume that the normalization is perfect and hence that the
DFT bin data are exponentially distributed with unit mean when no
signal is present. It is often assumed that the signal manifests itself as
either a change in the scale or as a constant additive component to the
complex DFT data, yielding a non-central chi-squared distribution for
the DFT power data. Though these theoretical analyses help evaluate
the performance of various detector structures under ideal conditions,
the processing of real data introduces many difficulties ranging from
data quality issues (for example, data glitches or drop-outs that can
occur with varying frequency) to inadequate modeling (simplifications
in the modeling that allow analysis but only approximately represent
the real data). Thus, in practice, signal strength based parameters such
as the bias in (1.3.3) are usually set for a minimum detectable signal
level and thresholds are typically chosen so that the operator and any
post-detection processing are not overloaded with false alarms.
In this application, Page's test provides robustness to the unknown
duration of the signal compared with the use of a sliding fixed block
detector that would be tuned to a single signal duration. Robustness in
this sense means that the detector provides adequate, though perhaps
sub-optimal, performance over a wide range of signal durations. As
estimates of both the start and end times of the signal are desired, the
alternating-hypothesis form of Page's test (Streit (1995), Abraham and
Willett (2002)) must be implemented. The update structure for this
form is similar to (1.3.3) and is described in the following section. In
the alternating-hypothesis configuration, the start and end times of a
detected event are estimated by the most recent reset of the Page test
to its null state as described in Abraham (1997).
Necessary to the implementation of the detector is the estimation
of the background noise- and interference power at the output of each
DFT bin. As these may be considered nuisance parameters (that is,
parameters that need to be estimated but are not used to describe the
signal), the scheme proposed in Abraham (1996c) which exploits the
structure of the Page test to isolate data believed to be signal-free is
appropriate. This detector structure uses data prior to the most recent
Acoustic Detection of Marine Mammals 7

Time series data

Overlapping DFTs

DFT bins Estimate

of interest
background
power in each
Normalize each
DFT bin
DFTbin

Update estimate of
background when
Page test has a
reset to zero

Signal start and

stop times

Figure 1.3.1: Block Diagram of Detection Scheme.

reset of the Page test to estimate the nuisance parameters. The form of
the background estimator may be of a sliding block or exponentially av-
eraged type. In this case, the latter is chosen because it is (marginally)
easier to implement. The exponential averager simply applies a single
pole filter to the time series; thus, updating the background estimate
results in

Ak+l ,. J , J. + (1 - ex) X k,J.

= exAk (1.3.4)

where ex E (0,1) is usually near one to provide a long averaging time.

Each time the Page test has a reset to zero, the background estimate
is updated as in (1.3.4) but using only the non-signal data between
8 Abraham

the previous reset to zero and the current reset ~o zero (that is, if a
signal was detected in between, those data would not be included).
The estimates should be initialized with either a fixed block estimate
or an exponential averager that has been running for a short time.

1.3.1 Algorithm Specifics

Following are the algorithm (in pseudocode) and definitions of the vari-
ables used to implement the detector along with their values when they
require setting. The dependence of the variables on DFT snapshot k is
suppressed as it is not necessary when implementing the algorithm.

Dete'ction Algorithm
(1 ) Initialization
• Set W = 0, k = 1, io = 1, in = 1
• Form initial estimate of {AI, A2, ... ,Am}
(2) Normalization and power-law
• 'Form normalized DFT bin outputs
y j = Xk,j
Aj
£or J. = 1, ... , m
• Apply power-law to normalized data

= [~2::1'=1 YIP'
1

Z
(3) If W < ho,
• Set W = max {O, W + Z - bo}
• If W ~ ho,
- The leading edge of a signal has been detected
- An estimate of the starting time index is io
- Set W = ho + hI and il = k
• Else if W = 0,
- A reset to zero has occurred, update background
estimate
for i = in to k and j = 1, ... , m
Aj = QAj + (1 - Q) Xi,j
end
- Set io =k and in = k
(4) If W ~ ho,
Acoustic Detection of Marine Mammals 9

• SetW=min{ho+hI,W+Z-b I }
• If W ~ ho,
- The lagging edge of a signal has been detected
- An estimate of the stopping time index is il
- Set W = 0, io = k, and if> = i l
• If W = h o + hI, set il = k
(5) Set k = k + 1 and go to (2)

Description of variables
p - power law (p ~ 1, p = 1 was used)
ho - threshold for signal onset detection (h o = 12)
bo - Page test bias for signal onset detection (b o = 2.5)
hI - threshold for signal termination detection (hI = 10)
b1 - Page test bias for signal termination detection
(b I = 5)
a - time constant for exponential averager (0 < a < 1,
a = 0.95 was used)
Nfft - size of DFT block (Nfft = 128)
NOff - offset from one DFT block to next (No!! = 32)
W - Page test statistic
io - index to most recent reset to zero
ib - index for updating background power estimates
il - index to most recent reset to hI + h o (signal present
state)

It should be noted that the indices for the starting and stopping
times are in terms of DFT blocks and must be converted to time samples
based on the DFT size and amount of overlap. Also, the power-law
was kept at unity because of the small bandwidth of the data being
processed relative to the potential bandwidth of the marine mammal
acoustic emissions. In general, data used for the acoustic detection of
marine mammals would have a higher bandwidth and may exhibit tonal
emissions. In this more common situation, a higher power law would
improve detection performance.
10 Abraham

1.3.2 Detection Results

The algorithm of Section 1.3.1 was applied to data from Run 91 of the
SWAC4 data set to obtain a series of start and stop times for every
detection. From these start and stop times, the total signal energy was
estimated and tabulated along with the current average noise power
estimate (here it is assumed that the detected signal is an energy signal
and that the background noise is a power signal). Additionally, an
estimate of the noise background after removal of the detected signals
was formulated every 12 seconds. The detection processing results are
then displayed in Figure 1.3.2 as the total energy-to-noise power ratio
(ENR) detected on each beam over 6 second intervals for the nearly
three hour Run 9. This display only shows the results of the detection
processing for short duration signals. Thus, when detections occur over
an extended period, as seen in the figure, then the time domain signal
has persistent non-stationary components as illustrated by the sperm
whale clicks in Figure 1.2.1. As previously mentioned, the beams span
from forward to aft and are spaced equally in the cosine space of bearing
so that there are more beams broadside to the hydrophone array (which
was in the shape of a line) than near the forward or aft directions.
The detection results are grouped into events by visual associa-
tion over beam and time, as indicated by the numbers in Figure 1.3.2.
Event time series are then formed by choosing the beam containing the
largest ENR over each 12 second period. These time series were then
submitted to Prof. G. Pavan of the University of Pavia, Pavia, Italy for
classification. Those shown in Figure 1.3~2 were all classified as sperm
whale click trains. The detector also found many signals associated
with surface vessels, particularly those from the Research Vessel Al-
liance (the ship towing the hydrophone array) in the forward beams,
and a plethora of isolated detections that could be marine mammal,
fish, man-made or false alarms. It is possible to associate some of the
detections with surface vessels by overlaying the detection results on
the estimated background noise, as shown in Figure 1.3.3 for the first
20 minutes of Run 9. In this figure the background power is shown
in gray as indicated by t~e scale on the right. The ENRs of detected
short time duration events are overlaid in black. The surface vessels
are clearly visible in the background power estimate as slowly moving
lines in the gray scale. Short duration signal detections that overlay
1 As will be seen in Section 1.3.3, Run 9 is unique in that the data allow for
localization of two sperm whales.
Acoustic Detection of Marine Mammals 11

the surface vessels in bearing and time are most likely originating there
as well (though this is not necessarily so). The sperm whale click trains
(events 1, 2 and 3) arrive on quiet beams (that is, there is no surface
ship in the background), additionally supporting their classification as
marine mammal. Event 21 was eventually clas~ified as acoustic emis-
sions from fish of unknown type. It may also be surmised that, of the
two sperm whales detected during the first several minutes, event 1
is nearer than event 2, assuming they both produced approximately
the same source levels. As will be discussed in the following section,
the towed hydrophone array was completing a turn previously carried
out by the RV Alliance so localization of these two events is possible,
including resolution of the left/right ambiguity inherent in the array
signal processing.

1.3.3 Localization
Passive listening of acoustic emissions inherently only provides bear-
ing information. Additionally, owing to the straight line shape of the
hyqrophone array, there exists a cone of ambiguity; that is, the sound
arriving at the array sounds the same if it arrives from anywhere on a
cone axially aligned with the towed line array. All of the runs analyzed
were such that the tow ship (RV Alliance) was on a constant bearing.
Thus, triangulating detections observed over extended periods of time
still results in an ambiguity to the left or right side of the array. How-
ever, during the first 10 minutes of Run 9, the array was still completing
a turn the tow-ship had made prior to commencing the run. From the
array heading information (which is quite noisy) it was possible to lo-
calize the two sperm whale click trains detected as shown in Figures
1.3.4 and 1.3.5. Lines along the bearing of the detected events from
the position of the RV Alliance are shown for events 1, 4, 10 and 15
of Run 9 in Figure 1.3.4. These events are believed to originate from
the same whale, though there is no proof of this other than approxi-
mate coincidence in space and time. Each line is 15 nautical miles long
and when taken in conjunction with the others form a locus where the
sperm whale might have been, effectively localizing the whale in range,
bearing and resolving the left/right ambiguity. The lines from event 1
(the lighter ones) are shown assuming that the whale was on either the
left or right side of the array. The diverging lines seen to the east of
the track illustrate an incorrect localization. Figure 1.3.5 contains the
localization of events 2, 3, 5, 6, 8, 12, 13 and 17 of Run 9. The ranging
12 Abraham

s =Sperm Whale v =Surface vessel

....
. -: ..... ..... .... ... +.. ...
180 ... '.- .....:,....:.:... :. .... ~ ....:. .... : .... : .... : .... : .... : ...
.. . . . . .. .
~ ~ .~ ~ ~ ~ ~ ~ ~ ~ ~

160 ~ .. ':" '~~.J' .~:. ":= .. ·:i'lis····~···· ~ '~':"":""!

~ : -15s : 16~.. ...: : : :. : : ;
.V·- ':'.:: ';'" .':' ....;., .. ~. ';'." ";" ... ~ ... ',,:' '; - ..
':':'.:.:'~

140 ~~: \ :':: T~:: ::::::}::::t: ~~t1:~.~:t:::: t:::: ~~::: t:::: ~:::
c: 120 .. -: :.... -: .; .; .;.... ···· .. ·:· .. ·:·V·:·.. ·: .. ·
...~ .{ ~.: :.~ : :.. ·1·~?:~ .... ;.... ;. -; -'.
...-.. : . : . : • • : • • oJ • •

§.
<
en
~
.£
t::
100 ~.: ~t.1i ~:':l: :::t:: ::t::·::: :~:~~:::~ ::: :~~: i:: 25 '0
Q)
.D
Q)

Q,) ·.. ·;.._..;.. ·2~·: .. ·:: .... ::. .. ·:·: .. ·:.....

80 V~:. . , . . -.
:· .. ·; .... : .. .::..'"
20
o
E _........ ..-

F 60 ~-kIJ'iL-Ft'-~:~·:..;v1 15
40 i<.....~ .....:--: ":'" ." ..; : ~ .. \sS.. ~ ~ . . 10
f::··-;-···:·····:·····:···: : : .... : :. ~

20 7'- .:.....~ .....:..... ~.....:.....: : .-~ (~3S~"" ~ ..~

.. . . . . . . . ... . 5
~...:.... ;~....:.... ':"': :~.... ';'15' ';' ~~. ·.:?2~·~····:· '-'
O+=---t--;---Ir---t--'t---'f"l::...-t--j----,...--r---;-""l'- o
1 10 20 30 40 50 60 10 80 90 100 110 120
Aft Beam Number Forward

Figure 1.3.2: Signal Energy-to-Noise Power Ratio (ENR) of Detected

Short Time Duration Events from Run 9, Combined Over Every 6
Seconds.
Acoustic Detection of Marine Mammals 13

Background
noise from Sperm Detections
whale
nearby surface clicks of tow-ship
vessels

1 - _I J~l..u
,',3'
......... .. .
-'E
c

C
::J
~
I 80 <U
a..
~
::1.

.9
... -
c 75 CO
(1)
;,; "0

E ~
(1)
F 70 3o
a..
"0
C

• 65 e
::J

Ol
.:::s:.
u
(1j
Array 60 CO
is in
a tum

55

o ~
1 10 20 30 40 50 60 70 80 90 100 110 120
Aft Beam Number Forward

Figure 1.3.3: ENR of Detected Events from First 20 Minutes of Run 9

(Black) Overlaid on Background Noise and Interference Power
Estimates (Gray Scale).
14 Abraham

Track of
RV Alliance

Longitude (degrees)

Figure 1.3.4: Lines Along Bearings of Detections for Events 1, 4, 10

and 15 of Run 9. Each Line Is 15 Nautical Miles in Length. The
Lighter Lines Are from Event 1 and Illustrate Localization of a Sperm
Whale to the West Side of the Track of RV Alliance.
Acoustic Detection of Marine Mammals 15

Track of
RV Alliance
37.8 ,----~---.--..,...:>~--_\r_-___....

37.7

-CIJ
Q)
~
C)
Q)

---
"'C
Q)

-
"'C
::J

~
....I

37.31::::::::...-.L----=h...J~--.c::::::::::--'------J.L--~
20.9 21.4

Longitude' (degrees)

Figure 1.3.5: Lines Along Bearings of Detections for Events 2, 3, 5, 6,

8, 12, 13 and 17 of Run 9. Each Line Is 15 Nautical Miles in Length.
The Lighter Lines Are from Event 2 and Illustrate Localization of a
Sperm Whale to the West Side of the Track of RV Alliance.
16 Abraham

information garnered from Figures 1.3.4 and 1.3.5, that event 2 is far-
ther away than event 1, is corroborated by the ENR levels observed in
Figure 1.3.2 where event 2 is weaker than event 1.

1.4 CONCLUDING REMARKS

This paper has illustrated the use of sequential methodologies in both
active and passive sonar signal processing. It was shown in detail how
Page's test may be applied to the detection of marine mammal acoustic
emissions having unknown time and frequency structure. The sequen-
tial procedure allows for the detection and segmentation of signals with
unknown and potentially widely varying time structure. The algorithm
described was effective in estimating the background noise and inter-
ference power and then detecting departures from that norm, which
in this case were either acoustic emissions from marine mammals or
non-stationary acoustic emissions from nearby surface ships. In the
data presented, sperm whale sounds were detected, along with numer-
ous other detections not analyzed further owing to limited time and
resources. Localization of some of the sperm whale sounds was possi-
ble through triangulation.

ACKNOWLEDGMENT

This work was performed while the author was with the SACLANT Un-
dersea Research Centre, La Spezia, Italy. Without the efforts of Walter
Zimmer, this work would not have been possible. He designed and
implemented a passive sonar system on SACLANT Undersea Research
Centre 1s real-time system, enabling the analysis of large amounts of
data and provided the filtered and beamformed data for the automatic
detection processing. The author would also like to acknowledge the
efforts of Angela D'Amico and Ettore Capriulo who both contributed
to the work presented in this paper.

REFERENCES

[1] Abraham, D.A. (1996a). Asymptotically optimal bias for a general

non-linearity in Page's test. IEEE Trans. Aerosp. Elec. Sys., 32, 360-
367.
Acoustic Detection of Marine Mammals 17

[2] Abraham, D.A. (1996b). A nonparametric Page test applied to

active sonar detection. In Oceans 96 MTS/IEEE Conf. Proc., The
Coastal Ocean-Prospects for the 21st Century, 908-913. IEEE: Piscat-
away.

[3] Abraham, D.A. (1996c). A Page test with nuisance parameter esti-
mation. IEEE Trans. Inform. Theory, 42, 2242-2252.

[4] Abraham, D.A. (1997). Analysis of a signal starting time estimator

based on the Page test statistic. IEEE Trans. Aerosp. Elec. Sys., 33,
1225-1234.

[5] Abraham, D.A. (2000). Passive acoustic detection of marine mam-

mals. SM-351, SACLANT Undersea Research Centre, La Spezia, Italy.

[6] Abraham, D.A. and Stahl, R.J. (1996). Rapid detection of signals
with unknown frequency content using Page's test. In Proc. 1996 Conf.
Inform. Sci. Sys. (S. Kulkarni and M. Orchard, co-chairs), 809-814.
Princeton University: Princeton.

[7] Abraham, D.A. and Willett, P.K. (2002). Active sonar detection in
shallow water using the Page test. IEEE J. Ocean. Eng., 27, 35-46.

[8] Basseville, M. and Nikiforov, I.V. (1993). Detection of Abrupt

Changes: Theory and Applications. Prentice-Hall: Englewood Cliffs.

[9] Brook, D. and Evans, D.A. (1972). An approach to the probability

distribution of cusum run length. Biometrika, 59, 539-549.

[10] Burdic, W.S. (1984). Underwater Acoustic System Analysis. Pren-

tice Hall: Englewood Cliffs.

[11] Dyson, T. (1986). Topics in Nonlinear Filtering and Detection.

Ph.D. thesis, Princeton University, Princeton.

[12] Han, C., Willett, P.K. and Abraham, D.A. (1999). Some methods
to evaluate the performance of Page's test as used to detect transient
signals. IEEE Trans. Signal Proc., 47, 2112-2127.

[13] Lerro, D. and Bar-Shalom, Y. (1993). Interacting multiple model

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 ‘Don’t talk nonsense. You know what I mean perfectly well. Did he
come over to Rooklands to see you?’
‘To see me—what will you get into your head next?’
‘Well, you seemed to be hitting it off pretty well together. What
were you whispering to him about just now?’
‘I didn’t whisper to him.’
‘You did! I saw you stoop your head to his ear. Now look here,
Rosa! Don’t you try any of your flirtation games on with Darley, or
I’ll go straight to the governor and tell him.’
‘And what business is it of yours, pray?’
‘It would be the business of every one of us. You don’t suppose
we’re going to let you marry a gamekeeper, do you?’
‘Really, George, you’re too absurd. Cannot a girl stop to speak to a
man in the road without being accused of wanting to marry him?
You will say I want to marry every clodhopper I may dance with at
the harvest-home to-night next.’
‘That is a very different thing. The ploughboys are altogether
beneath you, but this Darley is a kind of half-and-half fellow that
might presume to imagine himself good enough to be a match for
you.’
‘Half-and-half indeed!’ exclaimed Rosa, nettled at the reflection on
her lover; ‘and pray, what are we when all’s said and done? Mr
Darley’s connections are as good as our own, and better, any day.’
‘Halloa! what are you making a row about? I’ll tell you what, Rosa.
It strikes me very forcibly you want to “carry on” with Lord
Worcester’s keeper, and you ought to be ashamed of yourself for
thinking of it. You—who have been educated and brought up in
every respect like a lady—to condescend to flirt with an upstart like
that, a mere servant! Why, he’s no better than Isaac Barnes, or old
Whisker, or any of the rest of them, only he’s prig enough to oil his
hair, and wear a button-hole, in order to catch the eye of such silly
noodles like yourself.’
‘You’ve no right to speak to me in this way, George. You know
nothing at all about the matter.’
‘I know that I found Darley and you in the lane with your heads
very close together, and that directly he caught sight of me he made
off. That doesn’t look as if his intentions were honourable, does it?
Now, look you here, Rosa. Is he coming to the barn to-night?’
‘I believe so!’
‘And who asked him?’
‘I don’t know,’ she replied, evasively; ‘papa, perhaps—or very likely
Mr Darley thought he required no invitation to join a ploughman’s
dance and supper.’
‘Well, you’re not to dance with him if he does come.’
‘I don’t know what right you have to forbid it.’
‘None at all! but if you won’t give me the promise I shall go
straight to the governor, and let him know what I saw to-day. He’s
seen something of it himself, I can tell you, and he told me to put
you on your guard, so you can take your choice of having his anger
or not.’
This statement was not altogether true, for if Farmer Murray had
heard anything of his daughter’s flirtation with the handsome
gamekeeper, it had been only what his sons had suggested to him,
and he did not believe their reports. But the boys, George and
Robert, now young men of three or four-and-twenty, had had more
than one consultation together on the subject, and quite made up
their minds that their sister must not be allowed to marry Frederick
Darley. For they were quite alive to the advantages that a good
connection for her might afford to themselves, and wanted to see
her raise the family instead of lowering it.
 Rosa, however, believed her brother’s word. Dread of her father’s
anger actuated in a great measure this belief, and she began to fear
lest all communication between Darley and herself might be broken
off if she did not give the required promise. And the very existence
of the fear opened her eyes to the truth, that her lover was become
a necessary part of life’s enjoyment to her. So, like a true woman
and a hunted hare, she temporised and ‘doubled.’
‘Does papa really think I am too intimate with Mr Darley, George?’
she inquired, trembling.
‘Of course he does, like all the rest of us.’
‘But it’s a mistake. I don’t care a pin about him.’
‘Then it will be no privation for you to give up dancing with him
to-night.’
‘I never intended to dance with him.’
‘Honour bright, Rosa?’
‘Well, I can’t say more than I have. However, you will see. I shall
not dance with him. If he asks me, I shall say I am engaged to you.’
‘You can say what you like, so long as you snub the brute. I
wonder at his impudence coming up to our “Home” at all. But these
snobs are never wanting in “cheek.” However, if Bob and I don’t give
him a pretty broad hint to-night that his room is preferable to his
company, I’m a duffer! Are you going in, Rosa?’
For the young people had continued to walk towards their own
home, and had now arrived at the farm gates.
‘Yes. I’ve been in the saddle since ten o’clock this morning, and
have had enough of it.’
‘Let me take Polly round to the stables before the governor sees
the state you’ve brought her home in, then,’ said George, as his
sister dismounted and threw him the reins. He could be good-
natured enough when he had his own way, and he thought he had
got it now with Rosa. But she went up to her chamber bent but on
one idea—how best to let Mr Darley know of what had passed
between her brother and herself, that he might not be surprised at
the caution of her behaviour when they met in the big barn.

Meanwhile Lizzie Locke having left her basket of cockles at Mavis

Farm, had reached her cottage home. Her thoughts had been very
pleasant as she journeyed there and pondered on the coming
pleasure of the evening. It was not often the poor child took any
part in the few enjoyments to be met in Corston. People were apt to
leave her out of their invitations, thinking that as she was blind she
could not possibly derive any amusement from hearing, and she was
of too shrinking and modest a nature to obtrude herself where she
was not specially required. She had never been to one of the
harvest-home suppers given by Farmer Murray (in whose employ her
cousin Laurence worked), though she had heard much of their
delights. But now that Miss Rosa had particularly desired her to
come, she thought Larry would be pleased to take her. And she had
a print dress nice and clean for the occasion, and her aunt would
plait her hair neatly for her, and she should hear the sound of Larry’s
voice as he talked to his companions, and of his feet whilst he was
dancing, and, perhaps, after supper one of his famous old English
songs—songs which they had heard so seldom of late, and the
music of which her aunt and she had missed so much.
It was past twelve o’clock as she entered the cottage, but she was
so full of her grand news that she scarcely remembered that she
must have kept both her relations waiting for their dinner of bacon
and beans.
‘Why, Lizzie, my girl, where on earth have you been to?’ exclaimed
her aunt, Mrs Barnes, as she appeared on the threshold. Mrs Barnes’
late husband had been brother to the very Isaac Barnes, once
poacher, now gamekeeper on Farmer Murray’s estate, and there
were scandal-mongers in Corston ill-natured enough to assert that
the taint was in the blood, and that young Laurence Barnes was very
much inclined to go the same way as his uncle had done before him.
But at present he was a helper in the stables of Mavis Farm.
‘I’ve been along the marshes,’ said Lizzie, ‘gathering cockles, and
they gave me sixpence for them up at the farm; and oh, aunt! I met
Miss Rosa on my way back, and she says Larry must take me up to
the big barn this evening to their harvest-home supper.’
Laurence Barnes was seated at his mother’s table already
occupied in the discussion of a huge lump of bread and bacon, but
as the name of his master’s daughter left Lizzie’s lips it would have
been very evident to any one on the look-out for it that he started
and seemed uneasy.
‘And what will you be doing at a dance and a supper, my poor
girl?’ said her aunt, but not unkindly. ‘Come, Lizzie, sit down and
take your dinner; that’s of much more account to you than a harvest
merry-making.’
‘Not till Larry has promised to take me up with him this evening,’
replied the girl gaily, and without the least fear of a rebuff. ‘You’ll do
it, Larry, won’t you? for Miss Rosa said they’d all be there, and if she
didn’t see me she’d send round to the cottage after me. She said,
“Tell Larry I insist upon it; she did, indeed!”’
‘Well, then, I’m not going up myself, and so you can’t go,’ he
answered roughly.
‘Not going yourself!’
The exclamation left the lips of both women at once. They could
not understand it, and it equally surprised them. Larry—the best
singer and dancer for twenty miles round, to refuse to go up to his
master’s harvest-home! Why, what would the supper and the dance
be without him? At least, so thought Mrs Barnes and Lizzie.
‘Aren’t you well, Larry?’ demanded the blind girl, timidly.
‘I’m well enough; but I don’t choose to go. I don’t care for such
rubbish. Let ’em bide! They’ll do well enough without us.’
 Lizzie dropt into her seat in silence, and began in a mechanical
way to eat her dinner. She was terribly disappointed, but she did not
dream of disputing her cousin’s decision. He was master in that
house; and she would not have cared to go to the barn without
Larry. Half the pleasure would be gone with his absence. He did not
seem to see that.
‘Mother can take you up, Liz, if she has a mind to,’ he said,
presently.
‘I take her along of me!’ cried Mrs Barnes, ‘when I haven’t so
much as a clean kerchief to pin across my shoulders. You’re daft,
Larry. I haven’t been to such a thing as a dance since I laid your
father in the churchyard, and if our Liz can’t go without me she must
stop at home.’
‘I don’t want to go, indeed I don’t, not without Larry,’ replied the
blind girl, earnestly.
‘And what more did Miss Rosa say to you?’ demanded her aunt,
inquisitively.
‘We talked about the sands, aunt. She’d been galloping all over
them this morning, and I told her how dangerous they were beyond
Corston Point, and we was getting on so nice together, when some
one came and interrupted us.’
‘Some one! Who’s some one?’ said Laurence Barnes, quickly.
‘I can’t tell you; I never met him before.’
‘’Twas a man, then?’
‘Oh yes! ’twas a man—a gentleman! I knew that, because there
were no nails in his boots, and he didn’t give at the knees as he
walked.’
‘What more?’ demanded Larry, with lowered brows.
‘Miss Rosa knew him well, because they never named each other,
but only wished “good morning.” She said, “What are you doing
here?” and he said, “Looking after you.” He carried a rose in his
hand or his coat, I think, for I smelt it, and a cane, too, for it struck
the saddle flap.’
‘Well, that’s enough,’ interrupted Laurence, fiercely.
‘I thought you wanted to hear all about it, Larry?’
‘Is there any more to tell, then?’
‘Only that as they walked away together, Miss Rosa said she was
so glad he was coming up to the harvest-home to-night.’
‘So he’s a-going, the cur!’ muttered the young man between his
teeth. ‘I know him, with his cane, and his swagger, and his stinking
roses; and I’ll be even with him yet, or my name’s not Larry Barnes.’
It was evident that Mr Frederick Darley was no greater favourite in
the cottage than the farm.
‘Whoever are you talking of?’ said Larry’s mother. ‘Do you know
the gentleman Lizzie met with Miss Rosa?’
‘Gentleman! He’s no gentleman. He’s nothing but a common
gamekeeper, same as uncle. But don’t let us talk of him any more. It
takes the flavour of the bacon clean out of my mouth.’
The rest of the simple meal was performed in silence, and then
Mrs Barnes gathered up the crockery and carried it into an outer
room to wash.
Larry and Lizzie were left alone. The girl seemed to understand
that in some mysterious way she had offended her cousin, and
wished to restore peace between them, so she crept up to where he
was smoking his midday pipe on the old settle by the fire, and laid
her head gently against his knees. They had been brought up from
babes together, and were used to observe such innocent little
familiarities towards each other.
‘Never mind about the outing, Larry. I’m not a bit disappointed,
and I’m sorry I said anything about it.’
‘That’s not true, Liz. You are disappointed, and it’s my doing; but I
couldn’t help it. I didn’t feel somehow as if I had the heart to go. But
I’ve changed my mind since dinner, and we’ll go up to the harvest-
home together, my girl. Will that content you?’
‘Oh, Larry! you are good!’ she said, raising herself, her cheeks
crimsoned with renewed expectation; ‘but I’d rather stop at home a
thousand times over than you should put yourself out of the way for
me.’
A sudden thought seemed to strike the young man as he looked at
Lizzie’s fair, sightless face. He had lived with her so long, in a sisterly
way, that it had never struck him to regard her in any other light.
But something in the inflection of her voice as she addressed him,
made him wonder if he were capable of making her happier than
she had ever been yet. He cherished no other hopes capable of
realisation. What if he could make his own troubles lighter by
lightening those of poor Liz? Something of this sort, but in much
rougher clothing, passed through his half-tutored mind. As it grasped
the idea he turned hurriedly towards the girl kneeling at his knee.
‘Do you really care about me, lass?’ he said. ‘Do you care if I’m
vexed or not? Whether I come in or go out? If I like my dinner or I
don’t like it? Does all this nonsense worry you? Answer me, for I
want to know.’
‘Oh! Larry, what do you mean? Of course I care. I can’t do much
for you—more’s the pity—without my poor eyes, but I can think of
you and love you, Larry, and surely you know that I do both.’
‘But would you like to love me more, Liz?’
‘How could I love you more?’
‘Would you like to have the right to care for me—the right to creep
after me in your quiet way wherever I might happen to go—the right
to walk alongside of me, with your hand in mine, up to the
harvesting home to-night; eh, Liz?’
The girl half understood her cousin’s meaning, but she was too
modest not to fear she might be mistaken. Larry could never wish to
take her, blind and helpless, for his wife.
 ‘Larry, speak to me more plainly; I don’t catch your meaning
quite.’
‘Will you marry me then, Liz, and live along of mother and me to
the end of your life?’
‘Marry you!—Be your wife!—Me! Oh, Larry, you can’t mean it!
never.’
‘I do mean it,’ replied her cousin with an oath; ‘and I’ll take you as
soon as ever you’ll take me if you will but say the word.’
‘But I am blind, Larry.’
‘Do you suppose I don’t know that? Perhaps I likes you blind best.’
‘But I am so useless. I get about so slowly. If anything was to
happen to aunt, how could I keep the house clean and cook the
dinners, Larry? You must think a bit more before you decide for
good.’
But the poor child’s face was burning with excitement the while,
and her sightless eyes were thrown upwards to her cousin’s face as
though she would strain through the darkness to see it.
‘If anything happened to mother, do you suppose I’d turn you out
of doors, Liz? And in any case, then, I must have a wife or a servant
to do the work—it will make no difference that way. The only
question is, do you want me for a husband?’
‘Oh! I have loved you ever so!’ replied the girl, throwing herself
into his arms. ‘I couldn’t love another man, Larry. I know your face
as well as if I had seen it, and your step, and your voice. I can tell
them long before another body knows there’s sound a-coming.’
‘Then you’ll have me?’
‘If you’ll have me,’ she murmured in a tone of delight as she
nestled against his rough clothes.
‘That’s settled, then, and the sooner the banns are up the better!
Here, mother! Come along and hear the news. Lizzie has promised
to marry me, and I shall take her to church as soon as we’ve been
cried.’
‘Well! I am pleased,’ said Mrs Barnes. ‘You couldn’t have got a
neater wife, Larry, though her eyesight’s terribly against her, poor
thing! But I’m sure of one thing, Liz, if you can’t do all for him that
another woman might, you’ll love my lad with the best among them,
and that thought will make me lie quiet in my grave.’
The poor cannot afford the time to be as sentimental over such
things as the rich. Larry kissed his cousin two or three times on the
forehead in signification of the compact they had just entered into,
and then he got up and shook himself, and prepared to go back to
his afternoon work.
‘That’s a good job settled,’ he thought as he did so; ‘it will make
Lizzie happy, and drive a deal of nonsense may be out of my head.
But if ever I can pay out that scoundrel Darley I’ll do it, if it costs me
the last drop of my blood.’
The blind girl regarded what had passed between her cousin and
herself with very different feelings. Condemned, by reason of her
infirmity, to pass much of her young life in solitude, the privation had
repaid itself by giving her the time and opportunity for an amount of
self-culture which, if subjected to the rough toil and rougher
pleasures of her class, she never could have attained. Her ideas
regarding the sanctity of love and marriage were very different from
those of other Corston girls. She could never have ‘kept company,’ as
they termed it, with one man this month and another the next. Her
pure mind, which dwelt so much within itself, shrank from the levity
and coarseness with which she had heard such subjects treated, and
believing, as she had done, that she should never be married, she
had pleased herself by building up an ideal of what a husband
should be, and how his wife would love and reverence him. And this
ideal had always had for its framework a fancied portrait of her
cousin Laurence. In reality, this young fellow was an average
specimen of a fresh-faced country youth, with plenty of colour and
flesh and muscle. But to the blind girl’s fancy he was perfection. Her
little hands from babyhood had traced each feature of his face until
she knew every line by heart, and though she had never
acknowledged it even to herself, she had been in love with him ever
since she was capable of understanding the meaning of the term. So
that although his proposal to marry her had come as a great
surprise, it had also come as a great glory, and set her heart
throbbing with the pleasant consciousness of returned affection.
She was in a flutter of triumph and delight all the afternoon, whilst
Larry was attending to his horses, and hardly knew how to believe in
her own happiness. Her aunt brushed and plaited her long hair for
her till it was as glossy and neat as possible, and tied her new
cherry-coloured ribbon round the girl’s throat that she might not
disgrace her son’s choice at the merry-making. And then Lizzie sat
down to wait for her affianced lover’s return, the proudest maid in
Corston. Larry came in punctually for his tea, and the first thing he
did was to notice the improvement in his little cousin’s appearance;
and indeed joy had so beautified her countenance that she was a
different creature from what she had been on the sands that
morning. The apathy and indifference to life had disappeared, and a
bright colour bloomed in her soft cheeks. As she tucked her hand
through her cousin’s arm, and they set off to walk together to
Farmer Murray’s harvest-home, Mrs Barnes looked after them with
pride, and declared that if poor Liz had only got her sight they would
have made the handsomest couple in the parish.
Larry was rather silent as they went up to the barn together, but
Liz was not exigeante, and trotted by his side with an air of perfect
content. When they arrived they found the place already full, but the
‘quality’ had not yet arrived, and until they did so, no one ventured
to do more than converse quietly with his neighbour, although the
fiddlers from Wells were all ready and only waiting a signal to strike
up. But in those days the working men did not consider their festival
complete without the presence of the master, and it would have
been a sore affront if the members and guests of the household had
not also joined them in order to open the ball and set the liquor
flowing. In these days of Radicalism perhaps they find they can get
on just as well without them. Larry still kept Lizzie’s arm snugly
tucked within his own as he described to her how beautiful the walls
of the barn looked hung with flags and decorated with flowers and
evergreens, and what a number of lamps there were, and what a lot
of liquor and eatables were stowed away at the further end. He was
still talking to her rapidly, and, as she imagined, somewhat uneasily,
when a cheer rose up from a group of rustics outside, and Larry
gave a start that almost disengaged her from his clasp.
‘What’s the matter?’ she demanded. ‘Is it the gentry coming,
Larry?’
‘Yes! ’tis they, sure enough. Keep close to me, Liz—I don’t want to
part from you, not for one moment.’
‘Oh, Larry! that do make me feel so happy,’ she whispered. As she
spoke, the party from Mavis Farm entered the barn and were
received with a shout of welcome. Mr Murray, a fine, hale old
gentleman, and his sons came first; then Miss Rosa, looking rather
conscious, tripping after her brothers in a white muslin dress. The
farmer advanced to the beer barrel, and having filled his glass, drank
success to all present, and asked them to give three cheers for a
bountiful harvest. When that ceremony was completed the fiddlers
struck up a merry country dance, and every one was at liberty to
drink and caper about. The young people from Mavis Farm all took
part in the first dance, and Rosa Murray came up and asked Larry if
he would be her partner on the occasion. She ought in fairness to
have opened the ball with her father’s bailiff or one of the upper
servants, but she preferred the young groom, with whom she held
daily intercourse, and she was accustomed to go her own way
without reference to anybody’s feelings. As she approached the
cousins she gave Lizzie a kindly welcome.
‘I am so glad you have come up, Lizzie; and now your cousin must
get you a nice seat until this dance is ended, for I intend him to
open the ball with me.’
 This was considered a great honour on the part of the villagers,
and the blind girl coloured with pleasure to think that her fiancé had
been selected for the ceremony.
‘Oh, Miss Rosa, you are good! Larry, why don’t you thank the
young lady, and say how proud you shall be to dance alongside of
her?’
But Larry said nothing. He reddened, it is true, but more from
confusion than pleasure, and he was so long a time settling Lizzie to
his satisfaction, that Rosa was disposed to be angry at his
dilatoriness, and called out to him sharply that if he were not ready
she should open the ball with some one else. Then he ran and took
his place by her side, and went through the evolutions of ‘down the
middle’ and ‘setting at the corners’ with a burning face and a fast-
beating heart. Poor Laurence Barnes! His young mistress’s constant
presence in the stables and familiarity with himself had been too
much for his susceptible nature. She was to him, in the pride of her
youthful loveliness and the passport it afforded her for smiling upon
all classes of men, as an angel, rather than a woman, something set
too high above for him ever to reach, but yet with the power to thrill
his veins and make his hot blood run faster. The touch of her
ungloved hand in the figures of the dance made him tremble, and
the glance of her eyes sickened him, so that as soon as the terrible
ordeal was concluded he made her an awkward salute, and rushed
from her side to that of the beer barrel, to drown his excitement in
drink. And it was just there that he had left Lizzie Locke.
‘That was beautiful, Larry,’ she exclaimed, with glowing cheeks. ‘I
could hear the sound of your feet and Miss Rosa’s above all the
others, even when you went to the further end of the barn. It must
be lovely to be able to dance like that. But it has made you thirsty,
Larry. That’s the third glass, isn’t it?’
‘Yes, lass, it’s made me thirsty. But don’t you keep counting my
glasses all the evening, or I shall move your chair a bit further off.’
 She laughed quietly, and he flung himself upon the ground and
rested his arm upon her knee. He seemed to feel safer and more at
peace when by Lizzie’s side, and she was quite happy in the
knowledge that he was there. The Mavis Farm party did not dance
again after the ball had been opened, at least Miss Rosa did not. But
she moved about the barn restlessly. Sometimes she was in, and
sometimes she was out. She did not seem to know her own mind for
two minutes together.
‘Why is that fellow Darley skulking about here, Larry?’ demanded
Isaac Barnes of his nephew. ‘I’ve seen his ugly face peeping into the
barn a dozen times. Why don’t he come in or stay out? I hate such
half-and-half sneaking ways.’
Larry muttered an oath, and was about to make some reply, when
George Murray came up to them.
‘Is that Mr Darley I see hanging about the barn door, Isaac?’ he
inquired of their own keeper.
‘That it be, Master George; and as I was just saying to Larry here,
why not in or out? What need of dodging? He don’t want to catch no
one here, I suppose?’
‘He’d better try. I’d soon teach him who the barn belongs to.’
‘And I’d back you, Master George,’ cried Larry resolutely. The
strong-brewed Norfolk ale was giving him a dash of Dutch courage.
‘Would you, Larry? That’s right! Well, I can’t be in all parts of the
barn at once, and father wants me to take the bottom of the supper-
table, so you keep your eye on Mr Darley for me, will you? and if he
looks up to anything, let me know.’
‘I’m your man, Master George,’ replied Larry heartily.
Rosa was near enough to them to overhear what had passed. Her
brother had intended she should do so. But when he set his wit
against that of a woman he reckoned without his host. Rosa had
been on the look-out for Frederick Darley from the beginning of the
evening, and during the first greeting, had managed to slip a little
note into his hand, warning him of her brother’s animosity, and
begging him to keep as much as possible out of their sight until an
opportunity occurred for her joining him in the apple copse. Now,
she felt afraid of what might happen if there were an encounter
between the two young men, and decided at once that her best plan
would be, as soon as she saw George safely disposed of at the
supper-table, to tamper with his spy. And unfortunately Rosa Murray
knew but too well how to accomplish this. Young Barnes’ infatuation
had not been unnoticed by her. She would have been aware of it if a
cat had admired her. She knew his hand trembled when he took her
foot to place her in the saddle, and that he became so nervous and
agitated when she entered the stable as often to have to be recalled
to a sense of his duty by a sharp rebuke from the head groom. She
had known it all for months past, and it had pleased her. She was so
vain and heartless that she thought nothing of what pain the poor
fellow might be undergoing. She laughed at his presumption, and
only considered it another feather in her cap. But now she saw her
way to make use of it. The dancing had recommenced, and was
proceeding with vigour, and the huge rounds of beef and legs of
mutton on the supper-table were beginning to be served out.
George was in full action, leading the onslaught with his carving-
knife, when Rosa Murray approached Laurence Barnes.
‘Won’t you dance again, nor go and have your supper, Larry dear?’
Lizzie was asking, with a soft caress of her hand upon the head laid
on her knee.
‘I don’t want to dance no more,’ said Larry, ‘and I sha’n’t sup till
the table’s clearer and you can sup with me, Liz.’
‘That’s very good of you, Barnes,’ said Rosa, who had caught the
words; ‘but if you’ll take Lizzie to the table now, I’m sure George will
find room for you both.’
‘No thank you, miss,’ he answered; ‘I promised Master George to
bide here till he came back, and I mustn’t break my word.’
 ‘Then I shall sit here with you, and we’ll all have supper together
by-and-by,’ replied Rosa. ‘Have you been gathering cockles again this
afternoon, Lizzie?’
‘Oh no, miss!’ said Lizzie, blushing at the recollection of how her
afternoon had been employed; ‘it’s high tide at four o’clock now, and
I haven’t been out of the house again to-day.’
‘Did your cousin tell you how she scolded me for riding in the salt
marshes, Barnes?’
‘Well! it is dangerous, miss, for such as don’t know the place. I
mind me when Whisker’s grandfather strayed out there by himself—’
‘Oh, Larry!’ cried Lizzie, ‘don’t go to tell that terrible tale. It always
turns me sick!’
‘Is that what they call the Marsh Ghost, Barnes? Oh! I must know
all about it. I love ghost stories, and I have never been able to hear
the whole of this one. Where does it appear, and when?’
‘Lizzie here can tell you better than me, miss—she knows the story
right through.’
‘It’s a horrible tale, Miss Rosa. You’ll never forget it, once heard.’
‘That’s just why I want to hear it; so, Lizzie, you must tell it me
directly. Don’t move, Barnes, you don’t inconvenience me. I can sit
up in this corner quite well.’
‘Well, miss, if you must hear it,’ began the blind girl, ‘it happened
now nigh upon twenty years ago. Whisker’s grandfather, that used to
keep the lodge at Rooklands, had grown so old and feeble the late
lord pensioned him off and sent him home to his own people. He
hadn’t no son in Corston then, miss, because they was both working
in the south, but his daughter-in-law, his first son’s widdy, that had
married Skewton the baker, she offered to take the old man in and
do for him. Lord Worcester allowed him fifty pounds a-year for life,
and Mrs Skewton wanted to take it all for his keep, but the old man
was too sharp for that, and he only gave her ten shillings a-week
and put by the rest, no one knew where nor for what. Well, miss,
this went on for three or four years may be, and then poor Whisker
had grown very feeble and was a deal of trouble, and his sons didn’t
seem to be coming back, and the Skewtons had grown tired of him,
so they neglected him shamefully. I shouldn’t like to tell you, miss,
all that’s said of their beating the poor old man and starving him,
and never giving him no comforts. At last he got quite silly and took
to wandering about alone, and he used to go out on the marshes,
high or low tide, without any sense of the danger, and everybody
said he’d come to harm some day. And so he did, for one day they
carried his body in from Corston Point quite dead, and all bruised
with the rocks and stones. The Skewtons pretended as they knew
nothing about how he’d come to his death, but they set up a cart
just afterwards, and nothing has ever been heard of the old man’s
store of money, though his sons came back and inquired and
searched far and near for it. But about six months after—Larry!
’tisn’t a fit tale for Miss Rosa to listen to!’
‘Nonsense, Lizzie! I wouldn’t have the ghost left out for anything.
It’s just that I want to hear of.’
‘Well, miss, as I said, six months after old Whisker’s death he
began to walk again, and he’s walked ever since.’
‘Where does he walk?’
‘Round and round Corston Point every full moon, wringing his
hands and asking for his money. They say it’s terrible to see him.’
‘Have you ever seen him, Barnes?’
Larry coloured deeply and shook his head. The peasantry all over
England are very susceptible to superstition, and the Corston folk
were not behindhand in their fear of ghosts, hobgoblins, and
apparitions of all sorts. This young fellow would have stood up in a
fight with the best man there, but the idea of seeing a ghost made
his blood curdle.
‘Dear me, miss, no,’ said Lizzie, answering for him, ‘and I hope he
never may. Why, it would kill him.’
 ‘Nonsense, Lizzie. Barnes is not such a coward, I hope.’
Something in Miss Murray’s tone made the blood leap to her
retainer’s face.
‘I’m not a coward, miss,’ he answered quickly.
‘Of course not; I said so. But any man would be so who refused to
go to Corston Point by night for fear of seeing old Whisker’s ghost.
He walks at full moon, you say! Why, he must be at it to-night, then!
There never was a lovelier moon.’
‘Don’t, miss,’ urged Lizzie, shivering.
‘You silly goose! I don’t want you to go. But, I must say, I should
like to try the mettle of our friend here.’
‘I beg your pardon, miss; did you mean that for me?’ said Larry
quickly.
‘Yes, I did, Barnes. What harm? I should like to see some one who
had really seen this ghost, and I’ll give my gold watch chain to the
man who will go to Corston Point to-night and bring me a bunch of
the samphire that grows upon the top of it.’
Larry’s mind was in a tumult. Some wild idea of rendering himself
admirable in Rosa Murray’s eyes may have influenced his decision—
or the delight of possessing her watch chain may have urged him on
to it. Anyway, he rose up from the floor, and with chattering teeth,
but a resolute heart, exclaimed,—
‘I’ll take you at your word, miss. I’ll go to Corston Point and bring
you the samphire, and prove to you that Larry Barnes is not a
coward.’
‘Larry, Larry, you’ll never do it!’ cried Lizzie.
‘Let me alone, my girl. I’ve made up my mind, and you won’t turn
it.’
‘You are a brave fellow, Barnes,’ said Rosa. ‘I believe you’re the
only man in Corston that would have taken my wager. And, mind, it’s
a bargain. My gold watch chain for your bunch of samphire and
news of old Whisker’s ghost.’ She was delighted at the idea of
getting him out of the way.
‘But, Larry! Miss Rosa! Think of the danger,’ implored poor Lizzie.
‘Oh, he’ll never come back; I know he’ll never come back.’
‘What are you afraid of, Lizzie? Doesn’t Barnes know the sands as
well as you do? And the moonlight is as bright as day. It’s silly to try
and stop him.’
‘But he’s going to be my husband, miss,’ whispered Lizzie,
weeping, into Miss Murray’s ear.
‘Oh! if that’s the case, perhaps he’d better follow your wishes,’
rejoined Rosa coldly. ‘Mine are of no consequence, of course, though
I’d have liked Barnes to wear my chain—we’ve been such good
company together, haven’t we, Larry?’
Her smile, and the way in which she spoke his name, determined
him. He had heard the whispered conversation between her and
Lizzie, and he felt vexed—he didn’t know why—that it should have
occurred.
‘Be quiet, Liz,’ he said, authoritatively. ‘What’s to be has nothing to
do with this. I’m only too glad to oblige Miss Rosa, even with a bit of
samphire. Good-bye, my girl, and good-bye, miss; it’s close upon the
stroke of ten, so you mayn’t see me again till to-morrow morning;
but when you do, it’ll be with the bunch of samphire in my hand!’
He darted away from them as he spoke, and left the barn; whilst
Lizzie Locke, disappointed at his departure, and frightened for his
safety, wept bitterly. But the noise around them was so great, and
everyone was so much occupied with his or her own pleasure, that
little notice was taken of the girl’s emotion.
‘Come, Lizzie, don’t be foolish,’ urged Miss Murray, in a whisper,
afraid lest the errand on which she had sent Larry should become
public property. ‘Your lover will be back in an hour, at the latest.’
‘He’ll never come back, miss! You’ve sent him to his death; I feel
sure of it,’ replied Lizzie, sobbing.
 ‘This is too ridiculous,’ said Rosa. ‘If you intend to make such a
fool of yourself as this, Lizzie, I think you had much better go home
to your aunt. Shall I send Jane Williams back with you? You know
her; she’s a kind girl, and she’ll lead you as safely as Larry would.’
‘No; thank you, miss; Larry said he would return to the barn with
your samphire, and I must wait here till he comes—if ever he
comes,’ she added mournfully.
‘Well, you’ve quite upset me with all this nonsense, and I must
have a breath of fresh air. If Master George, or papa, should ask for
me, Lizzie, say I’ve got a headache, and gone home for a little while.
I’ll be round again before Larry’s back; but if anything should keep
me, tell him he shall have the chain to-morrow morning. For he’s a
brave fellow, Lizzie, and whether he sees the ghost or not, he shall
keep my watch chain as a wedding present.’
She patted the blind girl’s hand before she tripped away; but no
amount of encouragement could have driven the conviction from
Lizzie Locke’s breast that her lover was a doomed man; and added
to this, she had an uncomfortable feeling in her heart (though too
undefined to be called jealousy), that his alacrity in complying with
his young mistress’s request arose from something more than a
desire to maintain his character for courage in her eyes. So the poor
child sat by the beer barrel, sad and silent, with her face buried in
her hands; and so she remained till midnight had sounded from the
church clock, and the lights were put out, and the festivities
concluded, and some kind neighbour led her back to her aunt’s
house. But neither Miss Rosa nor Larry had returned.

Miss Rosa’s ‘breath of fresh air’ meant, of course, her appointment

with Frederick Darley in the apple copse. She had got Larry nicely
out of the way (notwithstanding the fears of his betrothed), and
there was no obstacle in her path as she left the barn and
approached the place of meeting. She had taken the precaution to
wrap a large dark shawl round her white dress, and, thus concealed,
crept softly down the lane and through the lower meadow
unobservant or unheeding that her father’s terrier, Trim, had
followed her footsteps. Mr Darley was in waiting for her, and a lover-
like colloquy ensued. He did not again mention the subject of
marriage, at which Rosa was somewhat disappointed; for she
believed that, notwithstanding her brother’s assertions to the
contrary, Mr Murray might not refuse his consent to her becoming
Frederick Darley’s wife; and he certainly was the handsomest man
round about, Lord Worcester himself not excepted. But in the midst
of their tender conversation, as Darley was telling Rosa he loved her
better than ever man had loved woman in this world before, Trim
commenced wagging his tail and snuffing the grass.
‘What is the matter?’ cried Rosa in alarm. ‘Down, Trim, down—be
quiet, sir! Oh, Frederick! surely no one can be coming this way.’
‘Don’t be afraid,’ said her companion; ‘throw your shawl over your
head and trust to me. I will answer for it that no one shall molest
you whilst under my protection.’
But he had not calculated upon having to make his words good in
the presence of her father and brother.
Trim would not lie down, nor be quiet, but kept on with his little
signals of warning, until two dark figures could be discerned making
their way towards them over the grass, when he bounded away to
meet them. Rosa guessed who the newcomers must be, and her
heart died within her for fear. She would have screamed, but Darley
placed his hand before her mouth. There was no escape for the
lovers, even if an attempt to escape would not have increased
suspicion, for the apple copse was a three-cornered field that had
but the one entrance through which they had come. In another
moment the four had met, and Rosa recognised her father and her
brother George. How they had guessed they would find her there
she did not stay to ask or even think. All her thought was how to
shield herself from the farmer’s anger. The fact was that George had
wished to seat his sister at the supper-table, when, finding that she
and Darley and Larry had all three mysteriously disappeared, he had
communicated his suspicions and the events of the morning to his
father, and they had sallied forth together in search of the missing
daughter, and were on their way to the farm, where they had been
told she had gone, when Trim’s unwarrantable interference led them
to the very spot.
Mr Murray’s rage was unbounded. He did not wait for any
explanations, but walked up straight to Rosa and demanded,—
‘Is this my daughter?’
The girl was too frightened to speak as she clung to her lover’s
arm, but Darley, perceiving that an amicable settlement was out of
the question, replied in the same tone,—
‘What right have you to ask, sir?’
‘The right of a father, Mr Darley, who has no intention to let
disgrace be brought into his family by such as you.’
He pulled Rosa by the arm roughly as he spoke, and dragged the
shawl from her face.
‘So it is you, you jade; and you would try and deceive your father,
who has never refused you a thing in his life. That’s the gratitude of
women. However, you’ll pay for it. You’ve had your first clandestine
meeting and your last. No more gamekeeper’s courtships for you if I
know it.’
‘By what right, Mr Murray, do you insult me, or this young lady, in
my presence? If I have persuaded her to do a foolish thing, I am
sorry for it, but you cannot give a harsher name to a lover’s
moonlight walk.’
‘I do give it a harsher name, sir, and you know it deserves it. A
lover’s moonlight walk indeed! You mean a scoundrel’s endeavour to
get an innocent girl into his clutches.’
‘Papa! papa! you are quite mistaken. Mr Darley has asked me to
marry him. He will marry me to-morrow by special licence if you will
only give your consent.’
‘Marry you to-morrow! you poor fool! You’ve been swallowing
every lie he chose to tell you. He can’t marry you to-morrow nor any
day, and for a good reason. He’s a married man already.’
Rosa screamed, George uttered an oath, and Darley darted
forward.
‘Who told you so, Mr Murray?’
‘Never mind who told me; you know it is true. Can you deny that
you left a wife down south when you came to Rooklands? Lord
Worcester does not know it, perhaps, but there are those who do.’
‘Who is your informant?’ repeated Darley.
‘I shall not tell you; but if you don’t clear out of my meadow and
Corston within half-an-hour, and promise never to show your face
here again, I’ll lay the whole story before his lordship.’
‘Are you going, or shall I kick you out?’ inquired George.
Frederick Darley thought upon the whole he’d better go. He
turned on his heel with an oath, and slunk out of the apple copse
like a beaten cur.
‘Come, my girl,’ said Farmer Murray, not unkindly, as he
commenced to walk homeward, with his hand still on Rosa’s arm;
‘you’ve been a fool, but I hope you’ve been nothing worse. Never
see nor speak to the man again, and I’ll forgive you.’
‘Oh, papa! is it really true?’ she answered, sobbing.
‘It’s as true as Heaven, Rosa! It was Larry Barnes told it me a
week ago, and he had it from one of the Whiskers, who worked near
Lord Worcester’s estate in Devon, and knew Mrs Frederick Darley by
sight. You’ve had a narrow escape, my girl, and you may thank Larry
for it.’
‘Poor Larry!’ sighed Rosa; and if she could have known what was
happening to poor Larry at that moment, she would have sighed still
deeper. He had accepted her wager, and rushed off at her bidding to
get the bunch of samphire that grew at the top of Corston Point. His
brain was rather staggered at the idea of what he had undertaken,
but he had been plentifully plied with Farmer Murray’s “Old October,”
and it was a bright, moonlight night, so that he did not find the
expedition after all so terrible as he had imagined. The salt marshes
were very lonely, it is true, and more than once Larry turned his
head fearfully over his shoulder, to find that nothing worse followed
him than his own shadow; but he reached the Point in safety, and
secured the samphire, without having encountered old Whisker’s
ghost. Then his spirits rose again, and he whistled as he commenced
to retrace his steps to the village. He knew he had been longer over
the transaction than he had expected, and that he should be unable
to see Miss Rosa that night; but he intended to be up at the farm
the very first thing in the morning, and give the bunch of samphire
into her own hands. He did not expect to receive the watch chain;
he had not seen the ghost, and had not earned it; but Larry’s heart
was all the lighter for that. He would not have exchanged a view of
the dreaded spectre even for the coveted gold chain that had hung
so long round the fair neck of his divinity. But as he turned Corston
Point again, he started back to see a figure before him. The first
moment he thought it must be old Whisker’s ghost, but the next
convinced him of his error. It was only Mr Darley—Lord Worcester’s
gamekeeper! He had been so absorbed in angry and remorseful
thought since he left the apple copse that he had unwittingly taken
the wrong turning, and now found himself upon the wide, desolate
waste of the salt marshes, and rather uncertain on which side to find
the beaten track again which led to the road to Rooklands. The two
men were equally surprised and disgusted at encountering one
another.
‘What are you doing here?’ demanded Darley, insolently.
‘What business is that of yours?’ replied the other. ‘The salt
marshes belong to me, I suppose, as much as they do to you.’
‘You’re not likely to have business here at this time of night.
You’ve been dogging my footsteps,’ said Darley, without the least
consideration for probability.
‘Follow you!’ exclaimed Larry, with a big oath; ‘it would be a long
time before I’d take the trouble to care what happened to you. And
since you ask my business here, pray what may yours be? You didn’t
think to find Farmer Murray’s daughter in the marshes at twelve
o’clock at night, did you?’
‘You insolent hound! how dare you take that young lady’s name
upon your lips in my presence?’
‘I’ve as good a right to name her as you have—perhaps better. It
was at her bidding I came here to-night. Did she send you here,
too?’
‘I shall not condescend to answer your question nor to link our
names together. Do you know what you are?’
‘I know what you are, Mr Darley, and that’s a villain!’
Poor Larry had said he would have it out with him, and he thought
his time had come. A sudden thought flashed through Darley’s brain
that here was the informer who had stopped his little game with the
farmer’s pretty daughter.
‘Are you the man,’ he demanded fiercely, ‘who has thought fit to
inform Mr Murray of my antecedents?’
‘Antecedents’ was a long word for Larry’s comprehension, but he
grasped the meaning somehow.
‘If you’d say, am I the man who told the master that you have got
a wife and children down in Devonshire, I answer “Yes;” and I hope
he’s told you of it, and kicked you out of the barn to-night for a
scoundrel, as you are, to try and make love to his daughter.’
‘You brute!’ cried Darley, throwing off his coat; ‘I’ll be revenged on
you for this if there’s any strength left in my arm.’
‘All right,’ replied the young country-man; ‘I’ve longed to punch
your head many and many a day. I’m glad it’s come at last. There’s
plenty of room for us to have it out here, and the devil take the
hindmost.’
He flew at his adversary as he spoke, and fastened his hands on
to his coat-collar. Larry was the younger and the stronger built man
of the two; but Frederick Darley had had the advantage of a politer
education, in which the use of his fists was included, so that after a
very little while it would have been evident to any bystander that
Barnes was getting the worst of it. He had energy and muscle and
right on his side, but his antagonist, unfortunately, possessed the
skill, and after he had stood on the defensive four or five times, he
seized his opportunity, and with a dexterous twist threw Larry
heavily from him on the ground. The young man fell backward,
crashing his skull against a projecting fragment of rock, and then lay
there, bleeding and unconscious. Darley glanced around him—not a
creature was in sight. The broad harvest moon looked down placidly
upon the deed of blood he had just committed, but human eyes to
see it there were none. Finding that Barnes neither stirred nor
groaned, he stooped down after a while, and laid his hand upon his
heart. It had stopped beating. The body was getting cold. The man
was dead!
Darley had not intended this, and it alarmed him terribly. His first
idea was what he should do to secure his own safety. If he left the
body there, would it be discovered, and the guilt traced home to
him, or would the in-coming tide carry it out to sea, and wash it up
again, weeks hence perhaps, as a drowned corpse upon the shore?
He thought it might. He hoped it would. He remembered Larry’s
words, that Miss Rosa had sent him there that night. It was known,
then, that he had gone to the marshes, and the fact was favourable.
He dragged the corpse a little way upon the sands that it might
the sooner be covered by the water; but finding it left deep traces of
its progress, he lifted it with some difficulty upon his shoulders, and
after carrying it perhaps a couple of dozen yards towards the sea,
flung it with all his force before him. What was his amazement at
seeing the body immediately sink in what appeared to be the solid
ground, and disappear from view? Was it magic, or did his senses
deceive him? Darley rubbed his eyes once or twice, but the miracle
remained the same. The sand, with its smooth, shining surface, was
before him, but the corpse of Larry Barnes had vanished. With a
feeling of the keenest relief—such relief as the cowardly murderer
who has cheated the gallows must experience—the gamekeeper
settled his clothes, glanced once or twice fearfully around him, and
then, retracing his steps, ran until he had gained the high road to
Rooklands. But retribution dogged his murderous feet, and he was
destined never to reach his master’s home. When the morning
dawned upon Corston, a fearful tale was going the round of its
cottages. The dead body of Lord Worcester’s gamekeeper had been
found on the borders of the estate, shot through the heart, as it was
supposed, in an encounter with poachers, as traces of a fierce
struggle were plainly visible around him.
And Laurence Barnes was missing!
The two circumstances put together seemed to provide a solution
of the mystery. Everyone in Corston knew that poor Larry had not
been entirely free from the suspicion of poaching, and most people
had heard him abuse Frederick Darley, and vow to have vengeance
upon him. What more likely, then, that Larry, having been taken at
his old tricks, had discharged his rusty gun at the gamekeeper, and
sent him out of the world to answer for all his errors. This was the
light by which Corston folk read the undiscovered tragedy. All, that is
to say, but two, and those two were the dead man’s mother and his
betrothed, who knew of his visit to the Point, and fully believed that
old Whisker had carried him off.
The murder of Frederick Darley made quite a sensation in Corston.
Lord Worcester gave his late gamekeeper a handsome funeral, and
monument in the churchyard; and Rosa Murray lost her spirits and
her looks, and wore a black ribbon on her bonnet for three months,
although she dared not let her father know the reason why. But
Darley had been so generally disliked that, when the first horror at
his death had subsided, people began to think he was a very good
riddance, and though Rosa still looked grave if anyone mentioned his
name, there was a certain young farmer who rode over from Wells
to see her every Sunday, on whom the gossips said she seemed to
look with considerable favour. And so, in due course of time, the
name of Darley appeared likely to become altogether forgotten.
But not so Larry Barnes. Larry was a native of Corston, and had
been a general favourite there, and his mother still lived amongst
them to keep his memory green. No one in the village thought Larry
was dead, except Lizzie and Mrs Barnes. The rustics believed that,
finding he had shot Darley, he had become alarmed and ran away—
left the country, perhaps, in one of the numerous fishing smacks
that infest the coast, and gone to make his fortune in the ‘Amerikys.’
Larry would come back some day—they were assured of that—when
the present lord was dead and gone, perhaps, and the whole affair
was forgotten; but they were certain he was alive, simply because
they were. But Lizzie Locke knew otherwise—Lizzie Locke, to whom
a glimpse of heaven had been opened the day of his death, and to
whom the outer life must be as dark as the inner henceforward. She
mourned for Larry far more than his mother did. Mrs Barnes had
lived the best part of her life, and her joys and her sorrows were
well-nigh over, but the poor blind girl had only waked up to a
consciousness of what life might hold for her on the awful day on
which hope seemed blotted out for ever. From the moment her
cousin left the barn at Rosa’s bidding, Lizzie drooped like a faded
flower. That he never returned from that fatal quest was no surprise
to her. She had known that he would never return. She had waited
where he had left her till all the merry-making was over, and then
she had gone home to her aunt, meek, unrepining, but certain of
her doom. She had never been much of a talker, but she seldom
opened her mouth, except it was absolutely necessary, after that
day. But she would take her basket whenever the tide was low, and
walk down to Corston Point and sit there—sometimes gathering
cockles, but oftener talking to the dead, and telling him how much
she had loved him. The few who had occasionally overheard her
soliloquies said they were uncanny, and that Lizzie Locke was losing
her wits as well as her eyes. But the blind girl never altered her
course. Corston Point became her home, and whenever it was
uncovered by the tide, she might be seen sitting there beside her
cockle basket, waiting for—she knew not what, talking to—she knew
not whom.

The autumn had passed, and the winter tides had set in. Rosa
Murray never rode upon the Corston marshes now—she was more
pleasantly engaged traversing the leafless lanes with the young
farmer from Wells. Most people would have thought the fireside a
better place to mourn one’s dead by than out on the bleak marsh;
yet Lizzie Locke, despite her cotton clothing and bare head, still took
her way there every morning, her patient, sightless eyes refusing to
reveal the depths of sorrow that lay beneath them. One day,
however, Mrs Barnes felt disposed to be impatient with the girl. She
had left the house at eight o’clock in the morning and had not
returned home since, and now it was dark, and the neighbours
began to say it was not safe that Lizzie should remain out alone on
such a bitter night, and that her aunt should enforce her authority to
prevent such lengthy rambles. Two or three of the men went out
with lanterns to try and find her, but returned unsuccessful, and they
supposed she must have taken shelter at some friend’s house for the
night. Lizzie Locke knew the marshes well, they said (no one in
Corston better), and would never be so foolish as to tempt
Providence by traversing them in the dark, for the currents were at
their worst now, and the quicksands were shifting daily. The logs
and spars of a ruined wreck of a year before had all come to the
surface again within a few days, and with them a keg of pork,
preserved by the saline properties of the ground in which it had
been treasured, so that its contents were as fresh as though they
had been found yesterday. Inquiries were made for the blind girl
throughout the village, but no one had seen anything of her, and all
that her friends could do was to search for her the first thing in the
morning, when a large party set out for Corston Point, Mrs Barnes
amongst them. Their faces were sad, for they had little hope that
the cruel tide had not crawled over the watching girl before she was
aware of it, and carried her out to sea. But as they neared the Point
they discovered something still crouched upon the sand.
‘It can’t be Lizzie,’ said the men, drawing closer to each other,
though a bright, cold sun was shining over the February morning. ‘It
can’t be nothing mortal, sitting there in the frost, with the icy waves
lapping over its feet.’
But Mrs Barnes, who had rushed forward, waved her arms wildly,
and called to them,—
‘It’s him! It’s my Larry, washed up again by the sands; and poor
Lizzie has found him out by the touch of her finger.’
The men ran up to the spot, and looked upon the sight before
them. The corpse of Larry Barnes, with not so much as a feature
changed by the hand of Time—with all his clothes intact and whole,
and a bunch of samphire in his breast—lay out upon the shining
sands, stiff as marble, but without any trace of decomposition upon
his fresh young features and stalwart limbs.[1] And beside him, with
her cheek bowed down upon his own, knelt Lizzie Locke. Lizzie, who
had braved the winter’s frost, and withstood the cold of a February
night, in order to watch beside the recovered body of her lover.
‘Lizzie!’ exclaimed Mrs Barnes. ‘Look up now; I’ve come to comfort
thee! Let us thank Heaven that he’s found again, and the evil words
they spoke of him must be took back.’
But the blind girl neither spoke nor stirred.
‘Can’t thee answer, my lass?’ said Isaac the poacher, as he shook
her by the arm.
The answer that she made was by falling backwards and
disclosing her fair, gentle face—white and rigid as her lover’s.
‘Merciful God! she is dead!’ they cried.