# The American Statistician

The American Statistician is a statistical journal for professionals. Since it was founded in 1947 it is published quarterly in February, May, August and November. The American Statitician is published by the American Statistical Association.Subjects for The American Statistician include statistics. The editor is John Stufken.

## Articles from Vol. 53, No. 4, November

Advanced Placement Statistics-Past, Present, and Future
The Advanced Placement Statistics course, first offered in 1997 after more than 12 years of planning, allows high school students who pass an examination to receive college credit for a statistics course taken at their high school. In its third year...
A Note on Information Seldom Reported Via the P Value
The P value, or significance of a statistical test, is often reported when said value is small--that is, less than .05, and is used to reject the null hypothesis. What appears to be less well-known or perhaps less often used, certainly within the realm...
Are Babies Normal?
The distribution of our weight is one of the standard examples given of the normal distribution appearing in nature. If we verify this assertion by looking at birth certificates to check our birth weight, we find that birth certificates are instructive...
Editor's Report
I am pleased to announce that the Editor of The American Statistician for 2000-2002 is Lynne Stokes. Lynne is Professor of Statistics in the Department of Management Science and Information Systems at the University of Texas at Austin, where she has...
Letters to the Editor
CHUN, Y. H. (1999), "ON THE INFORMATION ECONOMICS APPROACH TO THE GENERALIZED GAME SHOW PROBLEM," THE AMERICAN STATISTICIAN, 53, 43-51: COMMENT BY McDONALD I particularly enjoyed Chun's discussion of the history of the now-famous "game show problem."...
Mean and Variance of Truncated Normal Distributions
Maximum likelihood estimators for the mean and variance of a truncated normal distribution, based on the entire sample from the original distribution, are developed. The estimators are compared with the sample mean and variance of the censored sample,...
On a Relation between Principal Components and Regression Analysis
A regression approach to principal component analysis is presented in this note. We provide an alternative interpretation of principal components that illustrates the relation between the extra sum of squares in regression analysis and the eigenvalues...
P Values as Random Variables-Expected P Values
p values are extensively reported in practical hypothesis testing situations. Although carefully studied by Dempster and Schatzoff, the stochastic aspect of p values is often neglected. In this expository note we borrow from Dempster and Schatzoff...
Resolving the Mixed Models Controversy
Two standard mixed models with interactions are discussed. When each is viewed in the context of superpopulation models, the mixed models controversy is resolved. The tests suggested by the expected mean squares under the constrained-parameters model...
Simplifying General Least Squares
We present an approach to the problem of general least squares estimation of the general linear model in terms of constrained optimization, which is in turn solved via Lagrange multipliers. We demonstrate that one system of equations is sufficiently...
Some Results on the Maximal Correlation in 2 X K Contingency Tables
For 2 x k contingency tables, we consider the statistic [r.sup.*], the maximal correlation between the row and column variables, where the maximum is taken over all possible sets of scores (or "scales" or "weights") assigned to the k categories. For...
Teaching Statistics Theory through Applications
This article presents a model for developing case studies, or labs, for use in undergraduate mathematical statistics courses. The model proposed here is to design labs that are more in-depth than most examples in statistical texts by providing rich...
The Bagplot: A Bivariate Boxplot
We propose the bagplot, a bivariate generalization of the univariate boxplot. The key notion is the halfspace location depth of a point relative to a bivariate dataset, which extends the univariate concept of rank. The "depth median" is the deepest...
The Nigerian Census: Problems and Prospects
Census-taking is a very sensitive issue that has remained intractable in Nigeria. A series of censuses makes it possible to appraise the past, accurately describe the present, and estimate the future. In this article, we give an exposition of census-taking...
Understanding Time-Series Regression Estimators
A large number of methods have been developed for estimating time-series regression parameters. Students and practitioners have a difficult time understanding what these various methods are, let alone picking the most appropriate one for their application....
Upper Bounds on the True Coverage of Bootstrap Percentile Type Confidence Intervals
Since its inception, a major use of the bootstrap methodology has been in the construction of approximate nonparametric confidence intervals. As evidenced by many spirited discussions over the past few years, the best way of constructing these intervals...
Usual and Shortest Confidence Intervals on Odds Ratios from Logistic Regression
Based on the large-sample normal distribution of the sample log odds ratio and its asymptotic variance from maximum likelihood logistic regression, shortest 95% confidence intervals for the odds ratio are developed. Although the usual confidence interval...