On testing hypotheses regarding a class of covariance structures

Let x be ap-component random variable having a multivariate normal distribution with covariance matrix . In this paper, we consider the problem of testing hypotheses of the formH ₀: =b ₁₁ + +b _{m m} , whereb _i 's are unknown scalars, and _i 's are a set of known and simultaneously diagonalizable matrices. This problem has both psychometric and statistical interest, and its basic theory is developed here. Besides, the problem of obtaining likelihood-ratio statistic for testingH ₀ is studied, and the statistic obtained in a special case.     

Classical and bayesian inference in certain latency processes

Certain aspects of point estimation are treated for two kinds of exponential latency processes. The first unitary process is represented by a simple exponential density in which the rate parameter may be viewed as an unknown constant or as a random variable. If a second, slower exponential process is grafted onto the first, there results a postulated two-component latency between stimulus and response. Moments estimators are derived for the two parameters of this latter density, and the relevance of the second parameter to decision time is emphasized.This research was supported in part by National Institutes of Health Grant MH-04439-05. The author would like to express his appreciation to James Baker of Oregon Research Institute for certain helpful comments concerning aspects of this work.     

Job Satisfaction Researches of 1964–65

This annual review of job satisfaction researches is the 23rd in a series and covers reports published in 1964–65 plus earlier studies not previously dealt with in this journal. The format—findings and conclusions, topics investigated, per cent dissatisfied, current emphases, and summaries of studies—has become standard in this series of articles.