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(Ebook) Applied Sequential Methodologies: Real-World Examples with Data Analysis by Nitis Mukhopadhyay (Editor); Sujay Datta (Editor); Saibal Chattopadhyay (Editor) ISBN 9780203021125, 9780824751715, 9780824753955, 9781135535193, 9781135535230, 9781135535247, 9781482276572, 9781482276589 - Download the ebook now for the best reading experience

The document provides links to download various ebooks and textbooks, including 'Applied Sequential Methodologies: Real-World Examples with Data Analysis' and other recommended titles. Each entry includes ISBN numbers and direct URLs for access. Additionally, it lists a range of topics related to statistics and methodologies, indicating a focus on educational resources in data analysis and statistical methods.

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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

~ MARCEL DEKKER, INC. NEW YORK • BASEL


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Copyright © 2004 by Marcel Dekker, Inc. All Rights Reserved.

Neither this book nor any part may be reproduced or transmitted in any form or by any
means, electronic or mechanical, including photocopying, microfilming, and recording, or
by any information storage and retrieval system, without permission in writing from the
publisher.

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
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Title: Two Poems: Class Day Poem; The Purple Hills

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*** START OF THE PROJECT GUTENBERG EBOOK TWO POEMS:


CLASS DAY POEM; THE PURPLE HILLS ***
TWO POEMS

Two Poems

CLASS DAY POEM


THE PURPLE HILLS

By
HENRY RUTGERS CONGER

WILLIAMSTOWN, MASSACHUSETTS
PRINTED FOR THE
CLASS OF EIGHTEEN NINETY-NINE
OF
WILLIAMS COLLEGE
MCMXXI

H ENRY RUTGERS CONGER, Poet of the Class of Eighteen Ninety-


Nine of Williams College, died at his home in Fanwood, New Jersey,
on Friday the eighteenth of June, Nineteen Hundred and Twenty, while
his Class was holding its Reunion in Williamstown, Massachusetts.
These two poems, written by him while an undergraduate in Williams
College, are now printed by his Class as a loving tribute to his memory.
CLASS DAY POEM

In the hush of the early summer,


’Neath the smile of the soft June sky,
We, who have lived together,
Gather to say good-by.
And now, with our labor ended,
And the hours we may linger few,
We kneel for our mother’s blessing,
As is our right to do.

Stately and tall is our mother,


Tender and strong and wise;
With the light of infinite knowledge
In the depths of her steadfast eyes.
And as we kneel before her,
Her voice rings clear and slow,
As she speaks the words of the blessing
That she gives to her sons, ere they go.

II
“Sons of my four years’ nurture,
Ye who have eaten my bread,
Pause ere you take the journey
Down the wide roads ahead!
Listen! that I may tell you
In simple speech and plain,
How from the debt that ye owe me
Ye may quit yourselves again!

The wisdom of generations


I have spread for your delight;
And the truths that men have died for
Ye may claim as your simple right.
Heirs of the hoarding ages,
How use ye your legacy?
Masters of many talents
Render account to me.

III

“Are ye puffed with the pride of learning?


Are ye pleased with the praise of fools?
Have your minds grown cramped and narrow
With the lore that ye learned in schools?
Has your knowledge made you slothful,
And your culture made you vain,
That ye think to gain without labor
What another must toil to gain?

Then are your years here wasted


As pearls that are cast to swine!
Then are ye servants of servants,
And no true sons of mine!
For they who began behind you
Shall pass you in the race;
And untaught men shall shame you
In the open market-place!

IV
“From the quiet heart of the mountains
Ye must take journey, down
To the world, that is ever careless
Of the skirts of a scholar’s gown.
And the sheltered life of college
Ye must leave behind you then,
And bear your parts in the battle
Where men fight hard with men.

There there is naught to help you


But your wit and strength of limb,
There every man is your master
Until you have mastered him.
For a great law governs the fighting
And all are ruled thereby—
‘He that is strong shall conquer!
He that is weak must die!’

“Therefore, that ye may merit


Men’s praise when your heads are gray,
Cling to the good ye have gathered
From my teaching that ends to-day.
Ye have learned many true sayings
And many wise maxims heard,
For some ye know the reason,
And for some ye must take my word.

But, though ye forget the others,


These two hold firm and clear:
The first is—‘He that would win must work,’
The second—‘Thou shalt not fear!’
For the vices of a strong man
Are pardoned in the end;
But he that is born a coward
Hath neither foe nor friend!

VI
“Be tender, and quick to pity
At the sight of another’s wrong,
Humble before a weaker,
Cringing not to the strong.
Paying each service twofold,
Nor counting the debt clear then;
Keeping your faith with women,
Speaking the truth to men.

VII
“High in the purple mountains,
Where the world’s strife cannot come,
Ringed by the iron cordon
Of the hills that guard my home,
I gather my sons about me
And teach them at my knee,
And when they have learned their lesson,
My sons go forth from me.

Over the world they wander,


In the sunshine and wind and storm,
But I sit here in the quiet room
And keep the hearthstone warm;
Watching and listening and waiting
For their footsteps at the door,
Till one by one as the years go by
My sons come home once more.

Then I fling wide the portal


And welcome them to the hall,
With praise for the strong, and pity
For the weak, and love for all.
And the welcome that I give them
Is reward for those that win;
And they who are spent with fighting
Find a new strength therein.

And when they have told their stories,


And rested a little space,
They rise, and get them forth again
Each man to his own place;
To take the task that waits him,
And labor to the end,
That he may earn a living
For wife and child and friend.

Careless of sneers and frowning


From curs that cringe and shirk,
Asking no greater pleasure
Than the sight of his finished work.
VIII

“Ye who to-day must follow


Whither your fates shall lead,
These are your elder brothers!
Prove yourselves of the breed!
See that ye count as shameful
No work your hands can do;
And when ye are spent, come back to me
That I may comfort you.

Now, through the open portal,


Rise and go forth to-day!
And a mother’s blessing go with you,
To help you on your way.”

Williamstown, June 20, 1899.


THE PURPLE HILLS

Air—“Annie Lisle”

Dying echoes fill the valley,


Heralding the night,
As we gather on the campus
In the waning light.
In the west the sunset’s crimson
All the heaven fills,
And its glory rims the edges
Of our purple hills.

Fast the length’ning shadows gather,


Sunset dims to grey,
And the calling winds of evening
Through the branches play.
With the far stars pale above them
While day’s tumult stills,
Watching us who know and love them,
Stand the purple hills.

Safe within our little valley


From the outer strife,
Are enshrined the happy mem’ries
Of our college life.
And when darker days have found us,
’Mid this old world’s ills;
Still our hearts will turn with gladness
To our purple hills.

Williamstown, 1898.
*** END OF THE PROJECT GUTENBERG EBOOK TWO POEMS:
CLASS DAY POEM; THE PURPLE HILLS ***

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