Selected Works in Probability and Statistics

For further volumes:http://www.springer.com/series/8556

Javier RojoEditor

Selected Works of E. L. Lehmann

ISBN 978-1-4614-1411-7 e-ISBN 978-1-4614-1412-4DOI 10.1007/978-1-4614-1412-4Springer New York Dordrecht Heidelberg London

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Springer is part of Springer Science+Business Media (www.springer.com)

EditorJavier RojoRice University Houston, TX 77005, USAjrojo052@gmail.com

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Springer’s Selected Works in Probability and Statistics series offers scientists and scholars the opportunity of assembling and commenting upon major classical works in statistics, and honors the work of distinguished scholars in probability and statistics. Each volume contains the original papers, original commentary by experts on the subject’s papers, and relevant biographies and bibliographies.

Springer is committed to maintaining the volumes in the series with free access of SpringerLink, as well as to the distribution of print volumes. The full text of the vol-umes is available on SpringerLink with the exception of a small number of articles for which links to their original publisher is included instead. These publishers have gra-ciously agreed to make the articles freely available on their websites. The goal is maxi-mum dissemination of this material.

The subjects of the volumes have been selected by an editorial board consisting of Anirban DasGupta, Peter Hall, Jim Pitman, Michael Sörensen, and Jon Wellner.

Preface to the Series

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This series of selected works is possible only because of the efforts and cooperation of many people, societies, and publishers. The series editors originated the series and directed its development. The volume editors spent a great deal of time organizing the volume and compiling the previously published material. The contributors provided comments on the significance of the papers. The societies and publishers who own the copyright to the original material made the volume possible and affordable by their generous cooperation:

American Statistical AssociationIndian Statistical InstituteInstitute of Mathematical StatisticsInternational Statistical InstituteJohn Wiley and SonsKarolinum PressNational Academy of SciencesOxford University PressRoyal Statistical SocietySpringer Science+Business MediaTaylor & FrancisUniversity of California Press

Acknowledgements

xv

Preface to the series............................................................................................ v

Photo .................................................................................................................... vii

Preface to the volume ......................................................................................... ix

Acknowledgments .............................................................................................. xiii

Contributors ....................................................................................................... xxiii

Biographical Sketch ........................................................................................... xxv

Bibliography ....................................................................................................... xxxiii

PhD Students ...................................................................................................... li

Part I Decision Theory

Commentary: Erich L. Lehmann’s Work on Decision Theory, by Javier Rojo ... 3

E. L. Lehmann. On families of admissible tests. Ann. Math. Statist., Vol. 18, pp. 97–104, 1947. Reprinted with permission of the Institute of Mathematical Statistics. ................................................................................... 7

J. L. Hodges, Jr. and E. L. Lehmann. Some problems in minimax point estimation. Ann. Math. Statist., Vol. 21, pp. 182–197, 1950. Reprinted with permission of the Institute of Mathematical Statistics ........................................................... 15

J. L. Hodges, Jr. and E. L. Lehmann. Some applications of the Cramér-Rao inequality. Proc. Second Berkeley Symp. Math. Statist. Prob., University of California Press, pp. 13–22, 1951. Reprinted with permission of the University of California Press .............................................................................. 31

E. L. Lehmann. A general concept of unbiasedness. Ann. Math. Statist., Vol. 22, pp. 587–591, 1951. Reprinted with permission of the Institute of Mathematical Statistics .................................................................................... 41

J. L. Hodges, Jr. and E. L. Lehmann. The use of previous experience in reaching statistical decisions. Ann. Math. Statist., Vol. 23, pp. 396–407, 1952. Reprinted with permission of the Institute of Mathematical Statistics ................ 47

E. L. Lehmann. On the existence of least favorable distributions. Ann. Math. Statist., Vol. 23, pp. 408–416, 1952. Reprinted with permission of the Institute of Mathematical Statistics ................................... 59

Contents

xvi Contents

E. L. Lehmann and C. M. Stein. The admissibility of certain invariant statistical tests involving a translation parameter. Ann. Math. Statist., Vol. 24, pp. 473–479, 1953. Reprinted with permission of the Institute of Mathematical Statistics ...................................................................................... 69

R. R. Bahadur and E. L. Lehmann. Two comments on “suffi ciency and statistical decision functions”. Ann. Math. Statist., Vol. 26, pp. 139–142, 1955. Reprinted with permission of the Institute of Mathematical Statistics .................. 77

E. L. Lehmann. On a theorem of Bahadur and Goodman. Ann. Math. Statist., Vol. 37, pp. 1–6, 1966. Reprinted with permission of the Institute of Mathematical Statistics ...................................................................................... 81

Part II Hypothesis Testing

Commentary: On Testing of Hypotheses, by Javier Rojo ...................................... 89

E. L. Lehmann. On optimum tests of composite hypotheses with one constraint. Ann. Math. Statist., Vol. 18, pp. 473–495, 1947. Reprinted with permission of the Institute of Mathematical Statistics ............................................................. 95

E. L. Lehmann and C. Stein. Most powerful tests of composite hypotheses. I. Normal Distributions. Ann. Math. Statist., Vol. 19, No. 4, pp. 495–516, 1948. Reprinted with permission of the Institute of Mathematical Statistics. ................. 117

E. L. Lehmann. Some principles of the theory of testing hypotheses. Ann. Math. Statist., Vol. 21, pp. 1–26, 1950. Reprinted with permission of the Institute of Mathematical Statistics. ............................................................ 139

J. L. Hodges, Jr. and E. L. Lehmann. Testing the approximate validity of statistical hypotheses. J. Roy. Statist. Soc. Ser. B, Vol. 26, pp. 261–268, 1954. Reprinted with permission of John Wiley and Sons and the Royal Statistical Society .......... 165

E. L. Lehmann. Signifi cance level and power. Ann. Math. Statist., Vol. 29, pp. 1167–1176, 1958. Reprinted with permission of the Institute of Mathematical Statistics. ..................................................................................... 173

E. L. Lehmann. Optimum invariant tests. Ann. Math. Statist., Vol. 30, pp. 881–884, 1959. Reprinted with permission of the Institute of Mathematical Statistics .......................................................................................... 183

E. L. Lehmann. Sections 3.10 – 3.12 from Testing Statistical Hypotheses. John Wiley and Sons, 1959 .................................................................................... 187

E. L. Lehmann. The Fisher, Neyman–Pearson theories of testing hypothesis: One theory or two? J. Amer. Statist. Assoc., Vol. 88, pp. 1242–1249, 1993. Reprinted with permission of the American Statistical Association ..................... 201

E. L. Lehmann. On likelihood ratio tests. In The Second Erich L. Lehmann Symposium Optimality, (J. Rojo, Ed.), IMS Lecture Notes-Monograph Series Vol. 49, pp. 1–9, 2006. Reprinted with permission of the Institute of Mathematical Statistics ...................................................................................... 209

xviiContents

Part III Estimation

Commentary: Professor Erich Lehmann’s Contributions to Testing of Hypotheses and Estimation, by C. R. Rao ......................................................... 219

E. L. Lehmann and C. Stein. Completeness in the sequential case. Ann. Math. Statist., Vol. 21, pp. 376–385, 1950. Reprinted with permission of the Institute of Mathematical Statistics. ............................................................ 223

E. L. Lehmann and H. Scheffé. Completeness, similar regions, and unbiased estimation. Part I. Sankhya, Vol. 10, pp. 305–340, 1950. Reprinted with permission of the Indian Statistical Institute .................................................. 233

E. L. Lehmann and H. Scheffé. Completeness, similar regions, and unbiased estimation. Part II. Sankhya, Vol. 15, pp. 219–236, 1955. Reprinted with permission of the Indian Statistical Institute .......................................................... 269

J. L. Hodges, Jr. and E. L. Lehmann. Estimates of location based on rank tests. Ann. Math. Statist., Vol. 34, pp. 593–611, 1963. Reprinted with permission of the Institute of Mathematical Statistics. ............................................................ 287

P. J. Bickel and E. L. Lehmann. Unbiased estimation in convex families. Ann. Math. Statist., Vol. 40, pp. 1523–1535, 1969. Reprinted with permission of the Institute of Mathematical Statistics. ............................................................ 301

E. L. Lehmann. An interpretation of completeness and Basu’s theorem. J. Amer. Statist. Assoc., Vol. 76, pp. 335–340, 1981. Reprinted with permission of the American Statistical Association ................................................................. 315

P. J. Bickel and E. L. Lehmann. A minimax property of the sample mean in fi nite populations. Ann. Statist., Vol. 8, pp. 1119–1122, 1981. Reprinted with permission of the Institute of Mathematical Statistics .................. 321

E. L. Lehmann. Estimation with inadequate information. J. Amer. Statist. Assoc., Vol. 78, pp. 624–627, 1983. Reprinted with permission of the American Statistical Association ............................................................................................ 325

Part IV Nonparametrics I

Commentary: Erich Lehmann on rank methods, by Willem R. van Zwet ............. 331

E. L. Lehmann and C. Stein. On the theory of some non-parametric hypotheses. Ann. Math. Statist., Vol. 20, pp. 28–45, 1949. Reprinted with permission of the Institute of Mathematical Statistics ........................................................................ 339

E. L. Lehmann. Consistency and unbiasedness of certain nonparametric tests. Ann. Math. Statist., Vol. 22, pp. 165–179, 1951. Reprinted with permission of the Institute of Mathematical Statistics ............................................................. 357

E. L. Lehmann. The power of rank tests. Ann. Math. Statist., Vol. 24, pp. 23–43, 1953. Reprinted with permission of the Institute of Mathematical Statistics ................................................................................................................. 373

J. L. Hodges, Jr. and E. L. Lehmann. The effi ciency of some nonparametric competitors of the t-test. Ann. Math. Statist., Vol. 27, pp. 324–335, 1956. Reprinted with permission of the Institute of Mathematical Statistics .................. 391

xviii Contents

J. L. Hodges, Jr. and E. L. Lehmann. Rank methods for combination of independent experiments in analysis of variance. Ann. Math. Statist., Vol. 33, pp. 482–497, 1962. Reprinted with permission of the Institute of Mathematical Statistics .......................................................................................... 403

E. L. Lehmann. Robust estimation in analysis of variance. Ann. Math. Statist., Vol. 34, pp. 957–966, 1963. Reprinted with permission of the Institute of Mathematical Statistics. ....................................................................... 419

E. L. Lehmann. A class of selection procedures based on ranks. Math. Annalen, Vol. 150, pp. 268–275, 1963. Reprinted with permission of Springer Science+Business Media. ...................................................................................... 429

E. L. Lehmann. Parametric versus nonparametrics: two alternative methodologies. Invited paper with discussion. J. Nonpar. Statist., Vol. 21, pp. 397–405, 2009. Reprinted with permission of Taylor & Francis..................................................... 437

E. L. Lehmann. Rejoinder to Parametric versus nonparametrics: two alternative methodologies, with discussion. J. Nonpar. Statist., Vol. 21, pp. 425–426, 2009. Reprinted with permission of Taylor & Francis..................................................... 447

Part V Nonparametrics II

Commentary: Descriptive statistics for nonparametric models. The impact of some Erich Lehmann’s papers, by Hannu Oja ............................... 451

E. L. Lehmann. Nonparametric confi dence intervals for a shift parameter. Ann. Math. Statist., Vol. 34, pp. 1507–1512, 1963. Reprinted with permission of the Institute of Mathematical Statistics ............................................................. 459

P. J. Bickel and E. L. Lehmann. Descriptive statistics for nonparametric models. I. Introduction. Ann. Statist., Vol. 3, pp. 1038–1044, 1975. Reprinted with permission of the Institute of Mathematical Statistics. ................. 465

P. J. Bickel and E. L. Lehmann. Descriptive statistics for nonparametric models II. Location. Ann. Statist., Vol. 4, pp. 1045–1069, 1976. Reprinted with permission of the Institute of Mathematical Statistics. ............................................................ 473

P. J. Bickel and E. L. Lehmann. Descriptive statistics for nonparametric models. III. Dispersion. Ann. Statist., Vol. 4, pp. 1139–1158, 1976. Reprinted with permission of the Institute of Mathematical Statistics ................................... 499

P. J. Bickel and E. L. Lehmann. Descriptive statistics for nonparametric models. IV. Spread. In Contributions to Statistics, Jaroslav Hajek Memorial Volume, Prague, 1979. Reprinted with permission of Karolinum Press .............................. 519

Part VI Asymptotics

Commentary: Erich Lehmann’s Work on Asymptotics, by David Draper ............ 529

H. Chernoff and E. L. Lehmann. The use of maximum likelihood estimates in χ2 tests for goodness of fi t. Ann. Math. Statist., Vol. 25, pp. 579–586, 1954. Reprinted with permission of the Institute of Mathematical Statistics .................. 541

xixContents

E. L. Lehmann. Asymptotically nonparametric inference: an alternative approach to linear models. Ann. Math. Statist., Vol. 34, pp. 1494–1506, 1963. Reprinted with permission of the Institute of Mathematical Statistics. .................. 551

E. L. Lehmann. Asymptotically nonparametric inference in some linear models with one observation per cell. Ann. Math. Statist., Vol. 35, pp. 726–734, 1964. Reprinted with permission of the Institute of Mathematical Statistics ........ 565

J. L. Hodges, Jr. and E. L. Lehmann. Defi ciency. Ann. Math. Statist., Vol. 41, pp. 783–801, 1970. Reprinted with permission of the Institute of Mathematical Statistics ................................................................................................................. 575

E. L. Lehmann and W.-Y. Loh. Pointwise Versus uniform robustness of some large-sample tests and confi dence intervals. Scand. J. Statist., Vol. 17, pp. 177–187, 1990. Reprinted with permission of John Wiley and Sons .............. 595

Part VII Multiple Decisions

Commentary: Erich Lehmann’s contributions to multiple decision making, by Juliet P. Shaffer ................................................................................................. 609

E. L. Lehmann. A theory of some multiple decision problems. I. Ann. Math. Statist., Vol. 28, pp. 1–25, 1957. Reprinted with permission of the Institute of Mathematical Statistics. ......................................................................................... 617

E. L. Lehmann. A theory of some multiple decision problems. II. Ann. Math. Statist., Vol. 28, pp. 547–572, 1957. Reprinted with permission of the Institute of Mathematical Statistics. .................................. 643

E. L. Lehmann and J. P. Shaffer. Optimum signifi cance levels for multistage comparison procedures. Ann. Statist., Vol. 7, pp. 27–45, 1979. Reprinted with permission of the Institute of Mathematical Statistics. .......................................... 669

E. L. Lehmann, J. P. Romano, and J. P. Shaffer. On optimality of stepdown and stepup multiple test procedures. Ann. Statist., Vol. 33, pp. 1084–1108, 2005. Reprinted with permission of the Institute of Mathematical Statistics .................. 689

E. L. Lehmann and J. P. Romano. Generalizations of the familywise error rate. Ann. Statist., Vol. 33, pp. 1138–1154, 2005. Reprinted with permission of the Institute of Mathematical Statistics ............................................................. 715

Part VIII Orderings of Probability Distributions

Commentary: Erich Lehmann’s Contributions to Orderings of Probability Distributions, by Marco Scarsini ........................................................................... 735

E. L. Lehmann. Testing multiparameter hypotheses. Ann. Math. Statist., Vol. 23, pp. 541–552, 1952. Reprinted with permission of the Institute of Mathematical Statistics ................................................................................................................. 741

E. L. Lehmann. Ordered families of distributions. Ann. Math. Statist., Vol. 26, pp. 399–419, 1955. Reprinted with permission of the Institute of Mathematical Statistics ................................................................................................................. 753

xx Contents

E. L. Lehmann. Comparing location experiments. Ann. Statist., Vol. 16, pp. 521–533, 1988. Reprinted with permission of the Institute of Mathematical Statistics ................................................................................................................. 775

E. L. Lehmann and J. Rojo. Invariant directional orderings. Ann. Statist., Vol. 20, pp. 2100–2110, 1992. Reprinted with permission of the Institute of Mathematical Statistics ...................................................................................... 789

Part IX Probability Theory

Commentary: The Impact of Lehmann’s Work in Applied Probability, by Moshe Shaked and Walter W. Piegorsch .......................................................... 803

E. L. Lehmann. Some concepts of dependence. Ann. Math. Statist., Vol. 37, pp. 1137–1153, 1966. Reprinted with permission of the Institute of Mathematical Statistics .......................................................................................... 811

E. L. Lehmann and J. P. Shaffer. Inverted distributions. Am. Statist., Vol. 42, pp. 191–194, 1988. Reprinted with permission of the American Statistical Association ............................................................................................ 829

Part X Biographical work

Commentary: Erich L. Lehmann’s Biographical Work, by Javier Rojo ................ 835

T. W. Anderson, H. Cramer, J. L. Hodges, Jr. H. A. Freeman, E. L. Lehmann, A. M. Mood, C. Stein. The life of Abraham Wald. In Selected Papers in Statistics and Probability. New York: McGraw-Hill, 1955 ................................ 839

T. W. Anderson, K. L. Chung, and E. L. Lehmann. Pao-Lu Hsu, 1909–1970. Ann. Statist., Vol. 7, pp. 467–470, 1979. Reprinted with permission of the Institute of Mathematical Statistics. ............................................................ 841

E. L. Lehmann. Hsu’s work on inference. Ann. Statist., Vol. 7, pp. 471–473, 1979. Reprinted with permission of the Institute of Mathematical Statistics .................. 845

C. Daniel and E. L. Lehmann. Henry Scheffé, 1907–1977. Ann. Statist., Vol. 7, pp. 1149–1161, 1979. Reprinted with permission of the Institute of Mathematical Statistics ...................................................................................... 849

E. L. Lehmann. Jerzy Neyman (1894–1981). In Biographical Memoirs of the Nat. Acad. of Sci., Vol. 63, pp. 395–420. The National Academies Press, 1994. Reprinted with permission of the National Academy of Sciences .............. 863

E. L. Lehmann. Le Cam at Berkeley. In Festschrift for Lucien Le Cam, pp. 297–304, Springer-Verlag, 1997. Reprinted with permission of Springer Science+Business Media ......................................................................... 889

D. Blackwell, A. H. Bowker, and E. L. Lehmann. Joseph L. Hodges, Jr. In Memoriam, University of California, pp. 83–85, 2000 ..................................... 897

K. J. Arrow and E. L. Lehmann. Harold Hotelling. In Biographical Memoirs, National Academy of Sciences, Vol. 87, pp. 221–233. The National Academies Press, 2005. Reprinted with permission of the National Academy of Sciences ............................................................................................. 899

Contents

Part XI Historical work

Commentary: Erich L. Lehmann’s Work on the History of Classical Statistics, by Javier Rojo ........................................................................................................ 915

E. L. Lehmann. Some Early Instances of Confi dence Statements. Statistical Laboratory, University of California, Berkeley. ONR 5 Technical Report to the Offi ce of Naval Research. Unpublished. September 1958. .............. 921

M. H. DeGroot. A Conversation with Erich L. Lehmann. Statist. Sci., Vol. I, 243–258, 1986. Reprinted with permission of the Institute of Mathematical Statistics ...................................................................................... 935

E. L. Lehmann. Model specifi cation: The views of Fisher and Neyman, and later developments. Statist. Sci., Vol. 5, pp. 160–168, 1990. Reprinted with permission of the Institute of Mathematical Statistics. ................. 951

E. L. Lehmann. The Bertrand-Borel Debate and the origins of the Neyman-Pearson theory. In Statistics and Probability. A Raghu Raj Bahadur Festschrift, (Ghosh et al Eds.), pp. 371–380. Wiley Eastern Ltd. New Delhi, 1993 .................................................................................................... 961

E. L. Lehmann. Mentors and early collaborators: reminiscences from the years 1940–1956 with an epilogue. Statist. Sci., Vol. 8, pp. 331–341, 1993. Reprinted with permission of the Institute of Mathematical Statistics .................. 971

E. L. Lehmann. The creation and early history of the Berkeley statistics department. In Festschrift for David Blackwell, IMS Lecture Notes - Monograph Series, Vol. 30, (T. Ferguson, Ed.), pp. 139–146, 1996. Reprinted with permission of the Institute of Mathematical Statistics ................................... 983

E. L. Lehmann. Testing statistical hypotheses: The story of a book. Statist. Sci., Vol. 12, pp. 48–52, 1997. Reprinted with permission of the Institute of Mathematical Statistics. ............................................................ 991

E. L. Lehmann. “Student” and small-sample theory. Statist. Sci., Vol. 14, pp. 418–426, 1999. Reprinted with permission of the Institute of Mathematical Statistics ...................................................................................... 997

E. L. Lehmann. Optimality and symposia: Some history. In The First Erich L. Lehmann Symposium - Optimality. (V. Perez-Abreu and J. Rojo, Eds.), IMS Lecture Notes-Monograph Series, Vol. 44, pp. 1–10, 2004. Reprinted with permission of the Institute of Mathematical Statistics. ................. 1005

E. L. Lehmann. On the history and use of some standard statistical models. In Probability and Statistics: Essays in Honor of David A. Freedman, (D. Nolan and T. Speed, Eds), IMS Collections Vol. 2, pp. 114–126, 2008. Reprinted with permission of the Institute of Mathematical Statistics .................. 1015

E. L. Lehmann. Some history of optimality. In The Third Erich L. Lehmann Symposium –Optimality, (J. Rojo, Ed.) IMS Lecture Notes-Monograph Series, Vol. 57, pp. 10–17, 2009. Reprinted with permission of the Institute of Mathematical Statistics ...................................................................................... 1029

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Part XII Philosophical work

Commentary: Erich L. Lehmann’s Work on the Philosophy of Statistics, by Javier Rojo ........................................................................................................ 1039

E. L. Lehmann. The Neyman-Pearson Theory After Fifty Years. In Proceedings of the Berkeley Conference in Honor of Jerzy Neyman and Jack Kiefer, Vol. I. (L. Le Cam and R. A. Olshen, Eds), pp. 1–14, Wadsworth 1985. Reprinted with permission of Springer Science+Business Media ......................... 1043

E. L. Lehmann. Foundational issues in statistics: theory and practice. Foundations of Science, Vol. 1, pp. 45–49, 1995. Reprinted with permission of Springer Science+Business Media. ................................................................... 1057

E. L. Lehmann. Neyman’s statistical philosophy. Dedicated to the memory of Jerzy Neyman. Probability and Math. Statistics, Vol. 15, pp. 29–36, 1995. Reprinted with permission of the Institute of Mathematical Statistics .................. 1063

P. J. Bickel and E. L. Lehmann. Frequentist inference. In International Encyclopedia of the Social and Behavioral Sciences, pp. 5789–5796. Pergamon, Oxford, 2001. Reprinted with permission of Oxford University Press ................. 1071

P. J. Bickel and E. L. Lehmann. Frequentist interpretation of probability. In International Encyclopedia of the Social and Behavioral Sciences, N. J. Smelser and Paul B. Baltes (Eds.), pp. 5796–5798. Pergamon, Oxford, 2001. Reprinted with permission of Oxford University Press ................. 1079

Part XIII Books

Commentary: The Books, by Javier Rojo .............................................................. 1085

Commentary on On the Third Edition of Testing Statistical Hypotheses, Joseph P. Romano .................................................................................................. 1089

Commentary on Writing TPE2, George Casella .................................................... 1093

On “Nonparametrics: Statistical Methods Based on Ranks”: Commentary by Douglas A. Wolfe and Book Review by J. L. Gastwirth .................................. 1097

Susan P. Holmes (2000). Review of Elements of Large.Sample Theory. Journal of the American Statistical Association, 95, 328–329. Reprinted with permission of the American Statistical Association. ............................................. 1107

Terry Speed (2008). Review of Reminiscences of a Statistician: The Company I Kept by Erich L. Lehmann. International Statistical Review, 76, 153. Reprinted with permission of the International Statistical Institute ......... 1109

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Bibliography

Erich L. Lehmann

Articles

1. E. L. Lehmann. Une propriété optimale de certains ensembles critiques du type A1. C. R. Acad. Sci. Paris, Vol. 223, pp. 567–569, 1946.

2. E. L. Lehmann. On families of admissible tests. Ann. Math. Statist., Vol. 18, pp. 97–104, 1947.

3. E. L. Lehmann. On optimum tests of composite hypotheses with one constraint. Ann. Math. Statist., Vol. 18, pp. 473–495, 1947.

4. E. L. Lehmann and H. Scheffé. On the problem of similar regions. Proc. of the Natl. Acad. Sci. U S A, pp. 382–386, 1947.

5. E. L. Lehmann and C. Stein. Most powerful tests of composite hypotheses. I. Normal Distributions. Ann. Math. Statist., Vol. 19, No. 4, pp. 495–516, 1948.

6. E. L. Lehmann. Some comments on large sample tests. Proc. Berkeley Symp. Math. Statist. Prob., University of California Press, pp. 451–457, 1949.

7. E. L. Lehmann and C. Stein. On the theory of some non-parametric hypotheses. Ann. Math. Statist., Vol. 20, pp. 28–45, 1949.

8. E. L. Lehmann. Some principles of the theory of testing hypotheses. Ann. Math. Statist., Vol. 21, pp. 1–26, 1950.

9. J. L. Hodges, Jr. and E. L. Lehmann. Some problems in minimax point estimation, Ann. Math. Statist., Vol. 21, pp. 182–197, 1950.

10. E. L. Lehmann and C. Stein. Completeness in the sequential case. Ann. Math. Statist., Vol. 21, pp. 376–385, 1950.

11. E. L. Lehmann and H. Scheffé. Completeness, similar regions and unbiased estimation. Part I. Sankhya, Vol. 10, pp. 305–340, 1950.

12. J. L. Hodges, Jr. and E. L. Lehmann. Some applications of the inequality. Proc. Second Berkeley Symp. Math. Statist. Prob., University of California Press, pp. 13–22, 1951.

13. E. L. Lehmann. Consistency and unbiasedness of certain nonparametric tests. Ann. Math. Statist., Vol. 22, pp. 165–179, 1951.

Cramér-Rao

14. E. L. Lehmann. A general concept of unbiasedness. Ann. Math. Statist., Vol. 22, pp. 587–591, 1951.

15. J. L. Hodges, Jr. and E. L. Lehmann. The use of previous experience in reaching statistical decisions. Ann. Math. Statist., Vol. 23, pp. 396–407, 1952.

16. E. L. Lehmann. On the existence of least favorable distributions. Ann. Math. Statist., Vol. 23, pp. 408–416, 1952.

17. E. L. Lehmann. Testing multiparameter hypotheses. Ann. Math. Statist., Vol. 23, pp. 541–552, 1952.

18. E. L. Lehmann. The power of rank tests. Ann. Math. Statist., Vol. 24, pp. 23–43, 1953.

19. E. L. Lehmann and C. Stein. The admissibility of certain invariant statistical tests involving a translation parameter. Ann. Math. Statist., Vol. 24, pp. 473–479, 1953.

20. H. Chernoff and E. L. Lehmann. The use of maximum likelihood estimates in c2 tests for goodness of fi t. Ann. Math. Statist., Vol. 25, pp. 579–586, 1954.

21. J. L. Hodges, Jr. and E. L. Lehmann. Matching in paired comparisons. Ann. Math. Statist., Vol. 25, pp. 787–791, 1954.

22. J. L. Hodges, Jr. and E. L. Lehmann. Testing the approximate validity of statistical hypothe-ses. J. Roy. Statist. Soc. Ser. B, Vol. 26, pp. 261–268, 1954.

23. T. W. Anderson, H. Cramér, J. L. Hodges, Jr. H. A. Freeman, E. L. Lehmann, A. M. Mood, C. Stein. The life of Abraham Wald. In Selected Papers in Statistics and Probability. New York: McGraw-Hill, 1955.

24. R. R. Bahadur and E. L. Lehmann. Two comments on suffi ciency and statistical decision functions. Ann. Math. Statist., Vol. 26, pp. 139–142, 1955.

25. E. L. Lehmann and H. Scheffé. Completeness, similar regions and unbiased estimation, Part II. Sankhya, Vol. 15, pp. 219–236, 1955.

26. E. L. Lehmann. Ordered families of distributions. Ann. Math. Statist., Vol. 26, pp. 399–419, 1955.

27. J. L. Hodges, Jr. and E. L. Lehmann. Two approximations to the Robbins-Monro process. Proc. Third Berkeley Symp. Math. Statist. Prob., Vol. I, pp. 95–104, 1956.

28. J. L. Hodges, Jr. and E. L. Lehmann. The effi ciency of some nonparametric competitors of the t-test. Ann. Math. Statist., Vol. 27, pp. 324–335, 1956.

29. E. L. Lehmann. A theory of some multiple decision problems. I. Ann. Math. Statist., Vol. 28, pp. 1–25, 1957.

30. E. L. Lehmann. A theory of some multiple decision problems. II. Ann. Math. Statist., Vol. 28, pp. 547–572, 1957.

31. E. L. Lehmann. Signifi cance level and power. Ann. Math. Statist., Vol. 29, pp. 1167–1176, 1958.

xxxii Bibliography

32. E. Fix, J. L. Hodges, Jr. and E. L. Lehmann. The restricted chi-square test. Probability and Statistics, The Harald cramér Volume, (U. Grenander, Ed.), pp. 92–107, John Wiley and Sons, 1959.

33. E. L. Lehmann. Optimum invariant tests. Ann. Math. Statist., Vol. 30, pp. 881–884, 1959.

34. J. L. Hodges, Jr. and E. L. Lehmann. Comparison of the normal scores and Wilcoxon tests. Proc. Fourth Berkeley Symp. Math. Prob., Vol. I, pp. 307–319, 1961.

35. E. L. Lehmann. Some model I problems of selection. Ann. Math. Statist., Vol. 32, pp. 990–1012, 1961.

36. J. L. Hodges, Jr. and E. L. Lehmann. Rank methods for combination of independent experi-ments in analysis of variance. Ann. Math. Statist., Vol. 33, pp. 482–497, 1962.

37. J. L. Hodges, Jr. and E. L. Lehmann. Probabilities of rankings of two widely separated normal distributions. Studies in Math. Analysis and Related Topics: Essays in Honor of George Polya. Stanford University Press, pp. 146–151, 1962.

38. J. L. Hodges, Jr. and E. L. Lehmann. Estimates of location based on rank tests. Ann. Math. Statist., Vol. 34, pp. 593–611, 1963.

39. E. L. Lehmann. Robust estimation in analysis of variance. Ann. Math. Statist., Vol. 34, pp. 957–966, 1963.

40. E. L. Lehmann. A class of selection procedures based on ranks. Math. Annalen, Vol. 150, pp. 268–275, 1963.

41. E. L. Lehmann. Asymptotically nonparametric inference: an alternative approach to linear models. Ann. Math. Statist., Vol. 34, pp. 1494–1506, 1963.

42. E. L. Lehmann. Nonparametric confi dence intervals for a shift parameter. Ann. Math. Statist., Vol. 34, pp. 1507–1512, 1963.

43. E. L. Lehmann. Asymptotically nonparametric inference in some linear models with one observation per cell. Ann. Math. Statist., Vol. 35, pp. 726–734, 1964.

44. E. L. Lehmann. On the non-verifi ability of certain parametric functions. Teoria Veroyatnostey i Primenem, Vol. 10, pp. 758–760, 1965.

45. E. L. Lehmann. On a theorem of Bahadur and Goodman. Ann. Math. Statist., Vol. 37, pp. 1–6, 1966.

46. E. L. Lehmann. Some concepts of dependence. Ann. Math. Statist., Vol. 37, pp. 1137–1153, 1966.

47. E. L. Lehmann. Moments of chi and power of t. Proc. Fifth Berkeley Symp. Math. Statist. Prob., University of California Press, Vol. I, pp. 187–201, 1967.

48. J. L. Hodges, Jr. and E. L. Lehmann. On medians and quasi-medians. J. Amer. Statist. Assoc., Vol. 62, pp. 926–931, 1967.

xxxiiiBibliography

49. J. L. Hodges, Jr. and E. L. Lehmann. A compact table for power of the t-test. Ann. Math. Statist., Vol. 39, pp. 1629–1637, 1968.

50. E. L. Lehmann. Hypothesis testing. In International Encyclopedia of the Social Sciences, Vol. 7, David L. Sills, Ed. New York: Macmillan, pp. 40–47, 1968.

51. P. J. Bickel and E. L. Lehmann. Unbiased estimation in convex families. Ann. Math. Statist., Vol. 40, pp. 1523–1535, 1969.

52. J. L. Hodges, Jr. and E. L. Lehmann. Defi ciency. Ann. Math. Statist., Vol. 41, pp. 783–801, 1970.

53. J. L. Hodges, Jr. and E. L. Lehmann. Wilcoxon and t-tests for matched pairs of typed subjects. J. Amer. Statist. Assoc., pp. 151–158, 1973.

54. L. Le Cam and E. L. Lehmann. J. Neyman: On the occasion of his 80th birthday. Ann. Statist., Vol. 2, vii-xiii, 1974.

55. P. J. Bickel and E. L. Lehmann. Measures of location and scale. In Proc. Prague Symposium on Asymptotic Statistics, J. Hajek, Ed., Charles University, Prague, Vol. 1, pp. 25–36, 1974.

56. P. J. Bickel and E. L. Lehmann. Descriptive statistics for nonparametric models. I. Introduction. Ann. Statist., Vol. 3, pp. 1038–1044, 1975.

57. L. L’o Kam and E. L. Lehmann. Professor Jerzy Neyman. On the occasion of his 80th birthday. (Bulgarian) Translated from the English (Ann. Statist. 2 (1974), vii-xiii). Fiz.-Mat. Spis. B”lgar. Akad. Nauk., 18(51), no. 2, pp. 152–156, 1975.

58. P. J. Bickel and E. L. Lehmann. Descriptive statistics for nonparametric models II. Location. Ann. Statist., Vol. 4, pp. 1045–1069, 1976.

59. P. J. Bickel and E. L. Lehmann. Descriptive statistics for nonparametric models. III. Dispersion. Ann. Statist., Vol. 4, pp. 1139–1158, 1976.

60. E. L. Lehmann and J. P. Shaffer. On a fundamental theorem in multiple comparisons. J. Amer. Statist. Assoc., Vol. 72, pp. 576–578, 1977.

61. E. L. Lehmann. Henry Scheffé 1907–1977. Internat. Statist. Rev., 46, 126, 1978.

62. E. L. Lehmann and J. P. Shaffer. Optimum signifi cance levels for multistage comparison procedures. Ann. Statist., Vol. 7, pp. 27–45, 1979.

63. P. J. Bickel and E. L. Lehmann. Descriptive statistics for nonparametric models. IV. Spread. In Contributions to Statistics, Jaroslav Hajek Memorial Volume, Prague, 1979.

64. T. W. Anderson, K. L. Chung, and E. L. Lehmann. Pao-Lu Hsu, 1909–1970. Ann. Statist., Vol. 7, pp. 467–470, 1979.

65. E. L. Lehmann. Hsu’s work on inference. Ann. Statist., Vol. 7, pp. 471–473, 1979.

66. C. Daniel and E. L. Lehmann. Henry Scheffé, 1907–1977. Ann. Statist., Vol. 7, pp. 1149–1161, 1979.

xxxiv Bibliography

67. E. L. Lehmann. Effi cient likelihood estimators. Amer. Statist., Vol. 34, pp. 233–235, 1980.

68. E. L. Lehmann. The work of Pao-Lu Hsu on statistical inference. (Chinese) Knowledge Practice Math., No. 3, pp. 6–8, 1980.

69. T. W. Anderson, K. L. Chung, and E. L. Lehmann. Pao-Lu Hsu: 1910–1970. (Chinese) Knowledge Practice Math., No. 3, pp. 3–5, 1980.

70. E. L. Lehmann. An interpretation of completeness and Basu’s theorem. J. Amer. Statist. Assoc., Vol. 76, pp. 335–340, 1981.

71. E. L. Lehmann. A minimax property of the sample mean in fi nite populations. Ann. Statist., Vol. 8, pp. 1119–1122, 1981.

72. J. L. Hodges, Jr. and E. L. Lehmann. Minimax estimation in simple random sampling. In Statistics and Probability: Essays in honor of C. R. Rao, (Kallianpur et al, Eds.), North Holland, 1982.

73. E. L. Lehmann and C. Reid. In memoriam: Jerzy Neyman (1894–1981). Amer. Statist., Vol. 36, pp. 161–162, 1982.

74. E. L. Lehmann. Classical estimation. In Encycl. Statist. Sci., Vol. 2, pp. 2079–2087, 1982.

75. J. L. Hodges and E. L. Lehmann. Hodges-Lehmann Estimators. In Encycl. Statist. Sci., Vol. 3, pp. 3180–3183, 1983.

76. E. L. Lehmann. Estimation with inadequate information. J. Amer. Statist. Assoc., Vol. 78, pp. 624–627, 1983.

77. E. L. Lehmann. Least informative distributions. In Recent Advances in Statistics, (Rizvi et al, Eds.), pp. 593–599, Academic Press, 1983.

78. E. L. Lehmann. Comparison of experiments for some multivariate normal situations. In Studies in Econometrics, Time Series, and Multivariate Statistics, (Karlin et al, Eds.). Academic Press, 1983.

79. E. L. Lehmann. Specifi cation problems in the Neyman-Pearson-Wald theory. In Statistics: an appraisal. Proceedings 50th Anniversary Conference. Iowa State University Press, (H. A. David and H. T. David Eds.), pp. 425–436, 1984.

80. E. L. Lehmann. The Neyman-Pearson Lemma. In Encycl. Statist. Sci., Vol. 6, pp. 224–230, 1985.

81. E. L. Lehmann. The Neyman-Pearson Theory After Fifty Years. In Proceedings of the Berkeley Conference in Honor of Jerzy Neyman and Jack Kiefer, Vol. I. (L. Le Cam and R. A. Olshen, Eds), pp. 1–14, Wadsworth 1985.

82. E. L. Lehmann. Unbiasedness. Encycl. Statist. Sci., Vol. 9, pp. 386–391, 1988.

83. E. L. Lehmann. Statistics - An Overview. Encycl. Statist. Sci., Vol. 8, pp. 683–702, 1988.

84. E. L. Lehmann. Comparing location experiments. Ann. Statist. Vol. 16, pp. 521–533, 1988.

xxxvBibliography

85. E. L. Lehmann and J. Shaffer. Inverted distributions. Am. Statist., Vol. 42, pp. 191–194, 1988.

86. E. L. Lehmann. Group families. In Encycl. Statist. Sci. Suppl., pp. 70–71, 1989.

87. P. Diaconis and E. L. Lehmann. Contributions to mathematical statistics. In A Statistical model: Frederick Mosteller’s contributions to statistics, science, and public policy, (S. E. Fienberg, Ed.), pp. 59–80. Springer 1990.

88. E. L. Lehmann. Verifi ability and strong verifi ability. In Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta imeni V. A. Steklova Akademii Nauk SSSR (LOMI), Vol. 184, (Ibragimov et al, Eds.), pp. 182–188, 1990.

89. E. L. Lehmann. Model specifi cation: The views of Fisher and Neyman, and later developments. Statist. Sci., Vol. 5, pp. 160–168, 1990.

90. E. L. Lehmann and W-Y. Loh. Pointwise vs. uniform robustness of some large-sample tests and confi dence intervals. Scand. J. Statist., Vol. 17, pp. 177–187, 1990.

91. E. L. Lehmann. Comment on Lindley: The present position in Bayesian statistics. Statist. Sci., Vol. 5, pp. 82–83, 1990.

92. E. L. Lehmann. Henry Scheffé. In Dictionary of Scientifi c Biography, Vol. 18, Supplement II, 1990.

93. E. L. Lehmann. Jerzy Neyman. In Dictionary of Scientifi c Biography, Vol. 18, Supplement II, 1990. (Reproduced as: Neyman, Jerzy. Complete Dictionary of Scientifi c Biography. Vol. 18. Detroit: Charles Scribner’s Sons, 2008. 669–675. Gale Virtual Reference Library. Web. 14 June 2011).

94. E. L. Lehmann. Introduction to Student (1908): The probable error of a mean. In Breakthroughs in Statistics, Vol. II, (S. Kotz and N. L. Johnson Eds.). New York, Springer, pp. 29–32, 1991.

95. E. L. Lehmann. Introduction to Neyman, J. and Pearson, E. S. (1933): On the problem of the most effi cient tests of statistical hypotheses. In Breakthroughs in Statistics, Vol. I, (S. Kotz and N. L. Johnson Eds.). New York, Springer, pp. 67–72, 1991.

96. E. L. Lehmann and F. Scholz. Ancillarity. In Current Issues in Statistical Inference: Essays in Honor of D. Basu, IMS Lecture Notes - Monograph Series, Vol. 17, pp. 32–51, 1992.

97. E. L. Lehmann and J. Rojo. Invariant directional orderings. Ann. Statist., Vol. 20, pp. 2100–2110, 1992.

98. E. L. Lehmann. The Fisher, Neyman-Pearson theories of testing hypotheses: One theory or two? J. Amer. Statist. Assoc., Vol. 88, pp. 1242–1249, 1993.

99. E. L. Lehmann. The Bertrand-Borel Debate and the origins of the Neyman-Pearson theory. In Statistics and Probability. A Raghu Raj Bahadur Festschrift, (Ghosh et al Eds.), pp. 371–380. Wiley Eastern Ltd. New Delhi, 1993.

xxxvi Bibliography

100. E. L. Lehmann. Mentors and early collaborators: reminiscences from the years 1940–1956 with an epilogue. Statist. Sci., Vol. 8, pp. 331–341, 1993.

101. E. L. Lehmann. Jerzy Neyman (1894–1981). In Biographical Memoirs of the Nat. Acad. of Sci., Vol. 63, pp. 395–420. The National Academies Press, 1994.

102. E. L. Lehmann. English translation of Verifi ability and strong verifi ability. (Originally published in Russian in Zap. Nauchn. Sem. Leningrad. Otdel. Mat. Inst. Steklov. (LOMI) 184 (1990), Issled. po Mat. Statist. 9, 182–188, 323.) J. Math. Sci., Vol. 68, Number 4, pp. 526–530, 1994.

103. E. L. Lehmann. Foundational issues in statistics: theory and practice. Foundations of Science, Vol. 1, pp. 45–49, 1995.

104. E. L. Lehmann. Neyman’s statistical philosophy. Dedicated to the memory of Jerzy Neyman. Probability and Math. Statistics, Vol. 15, pp. 29–36, 1995.

105. E. L. Lehmann. The creation and early history of the Berkeley statistics department. In Festschrift for David Blackwell, IMS Lecture Notes - Monograph Series, Vol. 30, (T. Ferguson, Ed.), pp. 139–146, 1996.

106. E. L. Lehmann. Le Cam at Berkeley. In Festschrift for Lucien Le Cam, pp. 297–304, Springer Verlag, 1997.

107. E. L. Lehmann. Testing statistical hypotheses: The story of a book. Statist. Sci. Vol. 12, pp. 48–52, 1997.

108. E. L. Lehmann. ‘Student’ and small-sample theory. Statist. Sci., Vol. 14, pp. 418–426, 1999.

109. P. J. Bickel and E. L. Lehmann. Frequentist inference. In International Encyclopedia of the Social and Behavioral Sciences, pp. 5789–5796. Pergamon, Oxford, 2001.

110. P. J. Bickel and E. L. Lehmann. Frequentist interpretation of probability. In International Encyclopedia of the Social and Behavioral Sciences, N. J. Smelser and Paul B. Baltes (Eds.), pp. 5796–5798. Pergamon, Oxford, 2001.

111. E. L. Lehmann. Optimality and symposia: Some history. In The First Erich L. Lehmann Symposium - Optimality. (V. Perez-Abreu and J. Rojo, Eds.), IMS Lecture Notes-Monograph Series, Vol. 44, pp. 1–10, 2004.

112. E. L. Lehmann, J. P. Romano, and J. P. Shaffer. On optimality of step-down and step-up multiple test procedures. Ann. Statist., Vol. 33, pp. 1084–1108, 2005.

113. E. L. Lehmann and J. P. Romano. Generalizations of the family-wise error rate. Ann. Statist., Vol. 33, pp. 1138–1154, 2005.

114. K. J. Arrow and E. L. Lehmann. Harold Hotelling. In Biographical Memoirs, National Academy of Sciences, Vol. 87, pp. 221–233. The National Academies Press, 2005.

115. E. L. Lehmann. Hodges, Joseph Lawson, Jr. In Encyclopedia of Statistical Science, 2nd Ed., pp. 3179–3180, 2006.

xxxviiBibliography

116. E. L. Lehmann. Scheffé, Henry. In Encyclopedia of Statistical Science, 2nd Ed., pp. 7472–7474, 2006.

117. E. L. Lehmann. On likelihood ratio tests. In The Second Erich L. Lehmann Symposium Optimality, (J. Rojo, Ed.), IMS Lecture Notes-Monograph Series Vol. 49, pp. 1–9, 2006.

118. E. L. Lehmann. On the history and use of some standard statistical models. In Probability and Statistics: Essays in Honor of David A. Freedman, (D. Nolan and T. Speed, Eds), IMS Collections Vol. 2, pp. 114–126, 2008.

119. P. Diaconis and E. L. Lehmann. Comment on: Zabell, S. L., On Student’s 1908 article: The probable error of a mean. J. Amer. Statist. Assoc., Vol. 103, pp. 16–19, 2008.

120. E. L. Lehmann. Parametric versus nonparametrics: two alternative methodologies. Invited paper with discussion. J. Nonpar. Statist., Vol. 21, pp. 397–405, 2009.

121. E. L. Lehmann. Rejoinder to “Parametric versus nonparametrics: two alternative methodologies”, with discussion. J. Nonpar. Statist., Vol. 21, pp. 425–426, 2009.

122. E. L. Lehmann. Some history of optimality. In The Third Erich L. Lehmann Symposium Optimality, (J. Rojo, Ed.) IMS Lecture Notes-Monograph Series, Vol. 57, pp. 10–17, 2009.

Technical Reports

1. H. Chernoff and E. L. Lehmann. Stanford University Technical Report No. 18 for Offi ce of Naval Research (mimeographed), pp. 1–16, 1953.

2. E. L. Lehmann. Optimum tests of a certain class of hypotheses specifying the value of a correlation coeffi cient. Thesis (Ph.D.)-Univ. of California, Berkeley, June 1946.

3. E. L. Lehmann. Notes on the theory of estimation. Chapters I to V. Lectures by E. L. Lehmann, 1949–50, University of California. Notes recorded by Colin Blyth. Berkeley, Calif., Associated Students Store, University of California, 1950.

4. E. L. Lehmann. Theory of testing hypotheses. Lectures by E. L. Lehmann. Notes recorded by Colin Blyth. Berkeley, Calif., Associated Students Store, University of California, 1950.

5. E. L. Lehmann. Discriminatory analysis. On the simultaneous classifi cation of several individuals. U.S.A.F. School of Aviation Medicine, Report No. 6, Project 21-49-004, pp. 1–27, 1951.

6. E. L. Lehmann. Discriminatory analysis. On the theory of selection. U.S.A.F. School of Aviation Medicine, Report No. 7, Project 21-49-004, pp. 1–10, 1951.

xxxviii Bibliography

7. E. L. Lehmann. Some Early Instances of Confi dence Statements. Statistical Laboratory, University of California, Berkeley. ONR 5 Technical Report to the Offi ce of Naval Research. Unpublished. September 1958.

8. E. L. Lehmann. Statistics: an overview. Technical report, No. 72, University of California, Berkeley. Dept. of Statistics, 1986.

9. E. L. Lehmann. Jerzy Neyman, 1894–1981. Technical report, No. 155, University of California, Berkeley. Dept. of Statistics, 1988.

10. E. L. Lehmann and J. Rojo. Invariant directional orderings. Technical report, No. 278, University of California, Berkeley. Dept. of Statistics, Nov. 1990, revised No. 1991.

11. E. L. Lehmann, Joseph P. Romano. Generalizations of the family-wise error rate. Technical report no. 2003–37, Stanford University. Dept. of Statistics.

12. E. L. Lehmann, Joseph P. Romano, Juliet Popper Shaffer. On optimality of stepdown and stepup procedures. Technical report, no. 2003–12, Stanford University. Dept. of Statistics.

Books and their Translations

1. J. L. Hodges, Jr. and Erich L. Lehmann. Basic concepts of Probability and Statistics, Holden-Day, Inc. San Francisco, pp. xiii + 375, 1964.

2. J. L. Hodges, Jr. and Erich L. Lehmann. Elements of Finite Probability. Holden-Day series in probability and statistics, 230 pp., San Francisco, Holden-Day, 1965.

3. J. L. Hodges, Jr. and E. L. Lehmann. Grundbegreger i sandsynhghedsregning og statistik, Nyt Nordisk Forlag. Danish translation of Basic concepts of Probability and Statistics, Copen-hagen, 1969.

4. J. L. Hodges, Jr. and E. L. Lehmann. Basic concepts of Probability and Statistics, Second Edition. Holden-Day, Inc., San Francisco, 441 pp., 1970.

5. J. L. Hodges, Jr. and Erich L. Lehmann. Elements of Finite Probability, Second Edition. Holden-Day series in probability and statistics, 258 pp., San Francisco, Holden-Day, 1970.

6. J. L. Hodges, Jr. and E. L. Lehmann. Italian translation of Basic concepts of Probability and Statistics, two volumes. Societa Editrice il Mulino, Bologna, Italy, 1971.

7. J. L. Hodges, Jr. and E. L. Lehmann. Hebrew translation of Basic concepts of Probability and Statistics, Second Edition, 1972.

8. J. L. Hodges, Jr. and E. L. Lehmann. Farsi translation of Basic concepts of Probability and Statistics, 1994.

xxxixBibliography

9. E. L. Lehmann. Testing Statistical Hypotheses, John Wiley and Sons, New York, pp. xiii + 369,1959.

10. E. L. Lehmann. Russian translation of Testing Statistical Hypotheses, Moscow, 1964.

11. E. L. Lehmann. Tesowanie Hipotez Statvstycznych, Polish translation of Testing Statistical Hypotheses, Warsaw. Panstwowe Wydawnicto Naukowe, 1968.

12. E. L. Lehmann. Japanese translation of Testing Statistical Hypotheses, 418 pp., Iwanami Shoten, Publishers, Tokyo. (Year of publication - unavailable).

13. E. L. Lehmann. Nonparametrics: Statistical Methods Based on Ranks, Holden-Day, Inc., Publishers, San Francisco, 457 pp., 1975.

14. E. L. Lehmann. Japanese translation of Nonparametrics: Statistical Methods Based on Ranks, Tokyo, 1978.

15. E. L. Lehmann. Theory of Point Estimation. Wiley, 1983.

16. E. L. Lehmann. Testing Statistical Hypotheses, Second Edition, John Wiley, 1986.

17. E. L. Lehmann. Russian Translation of Theory of Point Estimation, 1991.

18. E. L. Lehmann and G. Casella. Theory of Point Estimation, 2nd Edition. Springer Verlag, 1998.

19. E. L. Lehmann. Elements of Large Sample Theory. Springer-Verlag, 1999.

20. E. L. Lehmann and G. Casella. Chinese translation of Theory of Point Estimation, 2nd ed. China Statistics Press, (ISBN: 5037-4557-6), 2004.

21. E. L. Lehmann and J. P. Romano. Testing Statistical Hypotheses, 3rd Edition. Springer Verlag, xiii + 765, 2005.

22. E. L. Lehmann. Reminiscences of a Statistician: The Company I Kept, Springer, 2008.

Springer, 2011.

24. J. M. Tanur, F. Mosteller, W. H. Kruskal, E. L. Lehmann, R. F. Link, R. S. Pieters, and G. R. Rising, Co-editors. Statistics: a guide to the study of the biological and health sciences. Holden-Day, Inc., Publishers, San Francisco, 140 pp., 1977.

25. J. M. Tanur (Editor), E. L. Lehmann (Special Editor). F. Mosteller, W. H. Kruskal, R. F. Link, R. S. Pieters, and G. R. Rising, Co-editors. Statistics: a guide to political and social issues. Holden-Day, Inc., Publishers, San Francisco, 141 pp., 1977.

26. J. M. Tanur (Editor), E. L. Lehmann (Special Editor). F. Mosteller, W. H. Kruskal, R. F. Link, R. S. Pieters, and G. R. Rising, Co-editors. Statistics: A Guide to the Unknown, Second Edition, Holden-Day, San Francisco, 1978.

27. J. M. Tanur (Editor), E. L. Lehmann (Special Editor). F. Mosteller, W. H. Kruskal, R. F. Link, R. S. Pieters, and G. R. Rising, Co-editors. Reprint of

23. E. L. Lehmann. Fisher, Neyman, and the Creation of Classical Statistics.

xl Bibliography

Statistics: A Guide to the Unknown, Second Edition, Wadsworth & Brooks/Cole, 1985.

28. J. M. Tanur, F. Mosteller, W. H. Krusal, E. L. Lehmann, R. F. Link, R. S. Pieters, G. R. Rising, Co-editors. Statistics: A Guide to the Unknown, Third Edition. Wadsworth, 1989.

29. J. M. Tanur (Editor), E. L. Lehmann (Special Editor). F. Mosteller, W. H. Kruskal, R. F. Link, R. S. Pieters, and G. R. Rising, Co-editors. Chinese Translation of Statistics: A Guide to the Unknown, Second Edition, 1990.

30. J. M. Tanur (Editor), E. L. Lehmann (Special Editor). F. Mosteller, W. H. Kruskal, R. F. Link, R. S. Pieters, and G. R. Rising, Co-editors. Spanish translation of Statistics: A Guide to the Unknown, Second Edition. Alianza Editorial, S. A., Spain, ISBN 842069651X, 1992.

Interviews, Recorded Lectures, and Biographies/Obituaries

1. AMSTAT NEWS http://magazine.amstat.org/blog/2009/11/01/obitnov09/

2. N. Asimov. Erich L. Lehmann - Berkeley professor - dies October 16, 2009. S. F. Chronicle, http://articles.sfgate.com/2009-10-16/bay-area/17184544 1 uc-berkeley-testing-statistical-hypotheses-classical-statistics

3. P. J. Bickel. Erich L. Lehmann, 1917–2009. http://isi.cbs.nl/bnews/09b/bn 06.html

4. P. J. Bickel. Erich L. Lehmann, 1917–2009, IMS Bulletin Vol. 38, Issue 9. pp. 10, 2009.

5. D. R. Brillinger. Erich Leo Lehmann, 1917–2009. J. R. Statist. Soc. A, Vol. 173, Part 3, pp. 683–686, 2010.

6. M. H. DeGroot. A Conversation with Erich L. Lehmann. Statist. Sci., Vol. I, 243–258, 1986.

7. P. Diaconis and A. Herzberg. Teachers, Colleagues and Students. A conversation with Erich Lehmann. Filmed at the University of Connecticut, April 1992.

8. E. L. Lehmann. Two centuries of hypothesis testing. Lecture filmed at the University of Connecticut for the Amer. Statist. Assoc., April 1992.

9. E. L. Lehmann. The Early History of the Berkeley Statistics Department [QuickTime, 29MB]. Jerzy Neyman Room. Recorded by the Statistics Graduate Student Association. http://www. stat.berkeley.edu/videos/lehmann-history-mov. November 7, 2005.

10. J. Rojo. Erich L. Lehmann, the Lehmann Symposia, and November 20th 1917. Optimality: The Third Erich L. Lehmann Symposium, IMS Lecture Notes-Monograph Series, Vol. 57, (J. Rojo, Ed.), pp. 1–7, 2009.

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11. S. Stigler. The Honorable Erich L. Lehmann. Optimality: The Third Erich L. Lehmann Symposium, IMS Lecture Notes-Monograph Series, Vol. 57, (J. Rojo, Ed.), pp. 8–10, 2009.

12. Webcast of The Second Erich L. Lehmann Symposium. Free public access. (J. Rojo, Ed.), http://edtech.rice.edu/www/?option=com iwebcast&action=details&event=408, Wednesday, May 19, 2004 - Friday, May 21, 2004.

13. Webcast of The Third Erich L. Lehmann Symposium. Free public access. (J. Rojo, Ed.), http://edtech.rice.edu/www/?option=com iwebcast&task=webcast&action=details&event= 1057, Wednesday, May 16, 2007 - Saturday, May 19, 2007.

Reviews

1. E. L. Lehmann. Review of Elementary Statistical Analysis, by S. S. Wilks. Amer. Math. Monthly, Vol. 56, no. 6, pp. 429–430, 1949.

2. E. L. Lehmann. Review of An Introduction to Scientific Research, by E. Bright Wilson. Journal of the American Statistical Association, Vol. 48, No. 262, pp. 358–359, 1953.

3. E. L. Lehmann. Review of Asymptotic Techniques for Use in Statistics by O. E. Barndorff-Nielsen and D. R. Cox. Short Book Reviews, Vol. 9, pp. 25, 1989.

4. E. L. Lehmann. Review of Error and the Growth of Experimental Knowledge by Deborah G. Mayo. J. Amer. Statist. Assoc., Vol. 92, pp. 789, 1997.

5. E. L. Lehmann. Review of Leading personalities in the statistical sciences. Johnson, Norman L. and Kotz, Samuel (Eds.). J. Amer. Statist. Assoc., Vol. 93, pp. 398, 1998.

6. E. L. Lehmann. Review of Statistical Inference in Science by D. A. Sprott. Springer, 2000. Short Book Reviews, Vol. 21, pp. 7, 2001.

Miscellaneous

1. P. J. Bickel, K. Doksum, and J. L. Hodges. A Festschrift For Erich L. Lehmann, Wadsworth Statistics/Probability Series, 1983.

2. P. J. Bickel and E. L. Lehmann. Joseph Lawson Hodges, Jr. IMS Bulletin, Vol. 4 (2000), pp. 411–412, 2000. Also in ISI Newsletter, Vol. 24, 10–11, 2000.

3. D. Blackwell, L. Le Cam, E. L. Lehman, H. Lewy, E. L. Scott. Jerzy Neyman, Statistics: Berkeley 1894–1981. University of California: In Memoriam, pp 313–315, 1985. http://content.cdlib.org/view?docId=hb4d5nb20m&chunk.id=div00120&brand=calisphere& doc.view=entire_text

xlii Bibliography

xliiiBibliography

4. D. Blackwell, R. N. Bellah, P. J. Bickel, W. W. Borah, E. L. Lehmann. Edward William Barankin, Statistics: Berkeley 1920–1985. University of California: In Memoriam, pp. 8–9, 1986. http://content.cdlib.org/view?docId=hb767nb3z6& chunk.id=div00005&brand=calisphere& doc.view=entire_text

5. D. Blackwell, E. Colson, S. Ervin-Tripp, L. Le Cam, E. L. Lehmann, L. Nader. Elizabeth Leonard Scott, Statistics: Berkeley 1917–1988. University of California: In Memoriam, pp 186–190, 1991. http://content.cdlib.org/view? docId=hb4t1nb2bd&chunk.id=div00061&brand=calisphere&doc.view=entire_text

6. D. Blackwell, A. H. Bowker, and E. L. Lehmann. Joseph L. Hodges, Jr. In Memoriam, University of California, pp. 83–85, 2000.

7. E. L. Lehmann, D. Blackwell, J. L. Hodges. Henry Scheffé, Statistics; Engineering: Berkeley and Los Angeles, 1907–1977. University of California: In Memoriam, September, pp 96–98, 1979. http://content.cdlib.org/view?docId=hb4q2nb2px&chunk.id=div00039&brand=calisphere&doc.view=entire_text

8. E. L. Lehmann, D. R. Brillinger, and I. M. Singer. Jack Carl Kiefer, Statistics and Mathematics: Berkeley, 1924–1981. University of California: In Memoriam, pp. 215–216, 1985. http://content.cdlib.org/view docId=hb4d5nb20m&chunk.id=div00081&brand=calisphere& doc.view=entire_text

9. E. L. Lehmann. Parametrics versus nonparametrics: Two alternative methodologies. Noether Award Lecture printed by Noether Award Committee, 2000.

10. Erich L. Lehmann received the Journal of Nonparametric Statistics Best Paper Award in 2009 for his discussion paper, ’Parametric versus Nonparametrics: Two Alternative Methodologies.’

11. J. Neyman, J. L. Hodges, Jr., L. Le Cam, E. L. Lehmann, E. L. Scott. Evelyn Fix, Statistics: Berkeley University of California: In Memoriam, June pp 36–38, 1967. http://content.cdlib.org/view?docId=hb629006vt&chunk.id=div00009&brand=calisphere&doc.view=entire_text

12. Optimality: The Second Erich L. Lehmann Symposium. IMS Lecture Notes-Monograph Series, Vol. 49, J. Rojo Ed., 2006.

13. Optimality: The Third Erich L. Lehmann Symposium IMS Lecture Notes-Monograph Series, Vol. 57, J. Rojo Ed., 2009.

14. The First Erich L. Lehmann Symposium: Optimality. IMS Lecture Notes-Monograph Series, Volume 44, J. Rojo and V. Perez-Abreu, Eds, 2004.

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