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## Economic and Financial Modeling with Mathematica®

### Economic and Financial Modeling with Mathematica® (1993-01-01) , January 01, 1993

## The effects of electronic mail on communication in two health sciences institutions

### Journal of Medical Systems (1993-04-01) 17: 69-86 , April 01, 1993

A study was done during 1991–1992 to determine the perceived impact of electronic mail (E-mail) relative to other forms of communication in health sciences institutions. E-mail subscribers at two major health sciences institutions were sent 2919 surveys, and 823 (28%) completed survey instruments were returned. A significant positive impact of E-mail was found relative to other forms of communication (e.g., paper, phone) with regard to E-mail messaging, response rates, influence, value, formality, perceptions, errors in communication, cost-effectiveness, communication style, and other factors. Areas where no differences were found between communication mechanisms were also revealing. Technical problems, maintenance, and confidentiality of E-mail messaging were not found to be significant problems. Trends, value, and impact of E-mail use in health sciences institutions are also discussed.

## The lattice structure of nonlinear congruential pseudorandom numbers

### Metrika (1993-12-01) 40: 115-120 , December 01, 1993

Several known deficiencies of the classical linear congruential method for generating uniform pseudorandom numbers led to the development of nonlinear congruential pseudorandom number generators. In the present paper a general class of nonlinear congruential methods with prime power modulus is considered. It is proved that these generators show certain undesirable linear structures, too, which stem from the composite nature of the modulus.

## Back Matter - Statistical Design and Analysis for Intercropping Experiments

### Statistical Design and Analysis for Intercropping Experiments (1993-01-01) , January 01, 1993

## Orthogonally invariant estimation of the skew-symmetric normal mean matrix

### Annals of the Institute of Statistical Mathematics (1993-12-01) 45: 731-739 , December 01, 1993

The unbiased estimator of risk of the orthogonally invariant estimator of the skew-symmetric normal mean matrix is obtained, and a class of minimax estimators and their order-preserving modification are proposed. The estimators have applications in paired comparisons model. A Monte Carlo study to compare the risks of the estimators is given.

## On some important statistical problems

### Statistics and Computing (1993-12-01) 3: 185-187 , December 01, 1993

## Spherical symmetry: An elementary justification

### Journal of the Italian Statistical Society (1993-04-01) 2: 1-16 , April 01, 1993

### Summary

The present paper includes characterizations of the conditions of spherical symmetry and of centered spherical symmetry. These characterizations provide an empirical justification for the above mentioned conditions of symmetry.

## Bayesian Econometrics: Conjugate Analysis and Rejection Sampling

### Economic and Financial Modeling with Mathematica® (1993-01-01): 344-367 , January 01, 1993

In real-world problems we are invariably faced with making decisions in an environment of uncertainty (see also the chapter by R. Korsan in this volume). A statistical paradigm then becomes essential for extracting information from observed data and using this to improve our knowledge about the world (inference), and thus guiding us in the decision problem at hand. The underlying probability interpretation for a Bayesian is a subjective one, referring to a personal degree of belief. The rules of probability calculus are used to examine how prior beliefs are transformed to posterior beliefs by incorporating data information. The sampling model is a “window” [see Poirier (1988)] through which the researcher views the world. Here we only consider cases where such a model is parameterized by a parameter vector *θ* of finite dimension. A Bayesian then focuses on the inference on *θ* (treated as a random variable) given the observed data *Y* (fixed), summarized in the posterior density *p*(*θ*|*Y*). The observations in *Y* define a mapping from the prior *p*(*θ*) into *p*(*θ*|*Y*). This posterior distribution can also be used to integrate out the parameters when we are interested in forecasting future values, say, *Ỹ*, leading to the post-sample predictive density *p*(*Ỹ*|*Y*) = *∫**p*(*Ỹ*|*Y*, *θ*)*p*(*θ*|*Y*)*d**θ* where *p*(*Ỹ*|*Y*, *θ*) is obtained from the sampling model.

## Some characterizations of distributions of the exponential-type

### Statistical Papers (1993-12-01) 34: 175-180 , December 01, 1993

We consider a particular subclass of the two-parameter exponential family with natural parameters γ_{1}, γ_{2} and characterize those distributions of the family having a ratio of the mean value and the variance that is a linear function of γ_{1} by the form of the moment generating function. As special cases we find the normal and the gamma distributions.