Short Book Reviews, Vol

Short Book

Reviews

Vol. 20. No. 3 — December 2000 Editor Dr. A.M. Herzberg

REVIEWS

STATISTICS ON THE TABLE: The History of Statistical Pearson requested – in vain – that the three pundits should Concepts and Methods. S.M. Stigler. Cambridge, put their evidence “on the table”. Massachusetts: Harvard University Press, 1999, The renaming and discussion of the “aggregation pp. ix + 288, US$45.00. paradox” is a most important clarification of what has so often been misascribed to Simpson. And those who recall Contents: Stigler’s discussion of the many alternative candidates for Introduction the credit of having discovered Bayes’ Theorem will note PART I: Statistics and Social Science the concrete evidence he now presents in support of the 1. Karl Pearson and the Cambridge economists proposition that it just possibly might have been Lady Diana 2. The average man is 168 years old Spencer. 3. Jevons as statistician 4. Jevons on the King-Davenant law of demand University of Essex 5. Francis Ysidro Edgeworth, statistician Colchester, U.K. G.A. Barnard PART II: Galtonian Ideas 6. Galton and identification by fingerprints 7. Stochastic simulation in the nineteenth century CONTINUOUS MULTIVARIATE DISTRIBUTIONS. 8. The history of statistics Volume 1: Models and Applications, 2nd edition. S. Kotz, 9. Regression towards the mean N. Balakrishnan and N.L. Johnson. New York: Wiley, 10. Statistical concepts in psychology 2000, pp. xxii + 772, US$94.95/£75.00. PART III: Some Seventeenth-Century Explorers Contents: 11. Apollo mathematics 44. Systems of continuous multivariate distributions 12. The Dark Ages of probability 45. Multivariate normal distributions 13. John Graig and the probability of history 46. Bivariate and trivariate normal distributions PART IV: Questions of Discovery 47. Multivariate exponential distributions 14. Stigler’s law of eponimy 48. Multivariate gamma distributions 15. Who discovered Bayes’ theorem 49. Dirichlet and inverted Dirichlet distributions 16. Daniel Bernoulli, Leonhard Euler, and maximum 50. Multivariate Liouville distributions likelihood 51. Multivariate logistic distributions 17. Gauss and the invention of least squares 52. Multivariate Pareto distributions 18. Cauchy and the witch of Agnesi 53. Bivariate and multivariate extreme value distributions 19. Karl Pearson and degrees of freedom 54. Natural exponential families PART V: Questions of Standards 20. Statistics and standards Readership: Pure and applied statisticians, researchers 21. The trail of the Pyx and graduate students in distribution 22. Normative terminology (with W.H. Kruskal) theory, scientists who use distributions Readership: Anyone with a serious interest in statistics This second edition is more than twice the length of who desires to be instructed, stimulated its nine-chapter original (the last of the four-volume and amused Distributions in Statistics by Johnson and Kotz), first published in 1972. It reflects activity and changes in the The list of chapter headings indicates the very wide direction and scope of research during the last quarter of the range of topics. But this most remarkable collection of essays will century. Each of the first three chapters (which together still surprise even those who have read many of the original occupy half the book) contain nearly all the material in the versions and are acquainted with the author’s breadth of corresponding chapter of the original, plus at least as much erudition and lively and witty style. Statistical theory and new update material. From thereon, the revision is more practice have for centuries entered into most aspects of drastic. The original three chapters on multivariate-t, Wishart, living; but this reviewer remains astonished at the extent and the and other sampling distributions associated with the depth of the further coverage now presented. multivariate normal distribution have been completely The title is taken from Karl Pearson’s controversy omitted. There is, however, very substantially expanded and with the Cambridge economists, Marshall, Keynes and Pigou updated coverage of various topics from the remaining three who in the second decade of the past century were original chapters (which were on multivariate beta and gamma confidently asserting that ”drink” was responsible for much of distributions, multivariate extreme value and exponential the poverty then widespread in advanced countries. distributions, and miscellaneous real multivariate Pearson and his assistant Ethel M. Elderton had collected distributions). Virtually all the work reported in the new statistical evidence to the contrary, and having presented this, chapter on the multivariate Liouville distributions was carried 42 out during the past quarter-century. The same is true of the 5. Factorial designs: Basic ideas entirely new concluding chapter (contributed by Professor 6. Factorial designs: Further topics Muriel Casalis) on natural exponential families. Each chapter of 7. Optimal design the book ends with its own comprehensive bibliography 8. Some additional topics which, for completeness, contains some items not specifically referred to in the text. This book brings one right up to date and APPENDIX A: Statistical Analysis is a worthy addition to the existing set of second editions of the APPENDIX B: Some Algebra other volumes of Distributions in Statistics. It will remain the APPENDIX C: Computational Issues key reference for many years. Readership: General audience concerned with statistics University of St Andrews in experimental fields with some St Andrews, U.K. C.D. Kemp knowledge of and interest in theoretical issues

DIRECTIONAL STATISTICS. K.V. Mardia and P.E. Jupp. This long awaited book is in the spirit of the classic Chichester, U.K.: Wiley, pp. xviii + 429, £60.00. introductory text by D.R. Cox (Planning of Experiments, 1958, Wiley) in emphasizing design concepts, often Contents approached through intuitive explanations, rather than 1. Circular data mathematical detail. The result is a compact and insightful 2. Summary statistics presentation of an unusually wide range of design areas 3. Basic concepts and models important for industrial and agricultural experiments, and 4. Fundamental theorems and distribution theory clinical trails. Topics include randomization and retrospective 5. Point estimation adjustment for bias, traditional block designs, cross-over 6. Tests of uniformity and tests of goodness-of-fit designs, confounding and split-plot designs, Taguchi 7. Tests on von Mises distributions methods, non-linear design, space filling designs, and 8. Non-parametric methods Bayesian and adaptive designs. Illustrations of how 9. Distributions on spheres particular design concepts arise in practical situations are 10. Inference on spheres an especially useful feature; more detailed examples of real 11. Correlation and regression applications are also included. Bibliographic notes and 12. Modern methodology references to recent books and some pertinent papers are 13. General sample spaces given in every chapter together with exercises. 14. Shape analysis The book will be particularly useful for statisticians APPENDIX 1: Special Functions who want to learn about design theory linked to practical APPENDIX 2: Tables and Charts for the Circular Case problems, and for advanced undergraduate and postgraduate APPENDIX 3: Tables for the Spherical Case students. Whilst much will be accessible to the intended APPENDIX 4: List of Notation audience, some of the more technical sections require considerable confidence and experience in mathematics and Readership: Research scientists, probabilists and statistical theory for a full appreciation. statisticians This book is usefull in its focus on design, rather than analysis, of experiments. Analyses are presented in This book has been written as a drastic revision the main text, when needed, assuming knowledge of linear and major extension to Statistics of Directional Data models and analysis of variance. A review of these areas, (Mardia, 1972). It is a worthy successor to that book and will and S-PLUS code for analyzing the examples, are reserved surely become the definitive reference on this subject area for for an appendix. This approach enables a clear presentation many years. The book has three parts. The first part (Chapters of key ideas in the main areas of design, and gives an 1-8) is concerned with statistics on the circle. The second interesting and enjoyable read. part (Chapters 9-12) considers statistics on the spheres of arbitrary dimension. The third part (Chapters 13-14) treats University of Southampton extensions to general manifolds, shape analysis and complex Southampton, U.K. S.M. Lewis projective spaces. Thoughout the book, the theory is illustrated by practical examples, charts and diagrams. Formulae for Bessel and Kummer functions, statistical EXPERIMENTS: PLANNING, ANALYSIS, AND tables and a list of notation are given in the appendices. PARAMETER DESIGN OPTIMALIZATION. C.F.J. Wu and M. Hamada. New York: Wiley, University of Manchester Institute of 2000, pp. xxviii + 630, £58.50. Science and Technology Manchester, U.K. P.J. Laycock Contents 1. Basic principles and experiments with a single factor 2. Experiments with more than one factor THE THEORY OF THE DESIGN OF EXPERIMENTS. 3. Full factorial experiments at two levels D.R. Cox and N. Reid. Chapman and Hall/CRC, 4. Fractional factorial experiments at two levels 2000, pp. 323, £39.99. 5. Full factorial and fractional factorial experiments at Contents: three levels 1. Some general concepts 6. Other design and analysis techniques for experiments 2. Avoidance of bias at more than two levels 3. Control of haphazard variation 7. Nonregular design: Construction and properties 4. Specialized blocking techniques 8. Experiments with complex aliasing 9. Response surface methodology 10. Introduction to robust parameter design 11. Robust parameter design for signal-response systems 12. Experiments for improving reliability 13. Experiments with nonnormal data APPENDICES: Statistical tables, including critical values for Lenth’s method for analysis of unreplicated factorials 43

Readership: Experimenters in science and engineering, for sample size determination for the one-way classification. final-year undergraduate and master The book could serve as a useful reference source for students in statistics, PhD students in theoretical and practical examples. statistics or any experimental science University of Southampton It has taken a while, but Taguchi methods are now Southampton, U.K. P. Prescott mainstream statistics. This book integrates a fairly standard statistical treatment of factorial experimentation with a clear presentation of the best ideas from Taguchi. It is a statistics PRACTICAL STRATEGIES FOR EXPERIMENTING. text, not an experimenter’s cookbook. The overall level is G.K. Robinson. Chichester, U.K.: Wiley, 2000, about right for a masters student in statistics, although with pp. viii + 265, £39.95. judicious selection of material it would be appropriate for Contents: courses and readers at other levels. Some background in 1. Introduction statistics, preferably up to multiple regression and ANOVA, 2. Clarify the objective and at least some acquaintance with matrix algebra would 3. Summarize beliefs and uncertainties seem to be desirable prerequisites. The authors have been very 4. Decide on a strategy active in research in this area in recent years, and some of the 5. Plan a single experiment other material, Chapter 8 for example, reflects this. A skim 6. Design the experiment through selected parts of this book would make a good 7. Collect the data refresher course for anyone wishing to catch up on recent 8. Update beliefs and uncertainties developments. It is an impressive volume that seems likely to 9. Revisit the objective become a standard text. Readership: Graduates from scientific and engineering University College London disciplines London, U.K. T. Fearn This is one of the most enjoyable books that I have read in a long while and is intended primarily for people who THE ANALYSIS OF VARIANCE. Fixed, Random and will conduct experiments. Written by a statistician who believes Mixed Models. H. Sahai and M.I. Ageel. Boston: that the non-statistical aspects of planning and conducting Birkhäuser, 2000, pp. xxxv + 742, experiments are more important than the formal design and SFr.128.00/DM.148.00/ÖS1081.00. analysis, the text concentrates on questions for which there Contents: are no uniquely correct answers. Topics are presented and 1. Introduction discussed in the order in which they might be considered 2. One-way classification when planning and conducting a programme of experiments, 3. Two-way crossed classification without interaction rather than in order from mathematically simple to 4. Two-way crossed classification with interaction mathematically complex. The book is not intended as an 5. Three-way and higher-order crossed classifications introductory text but a glossary is provided to remind the 6. Two-way nested (hierarchical) classification reader of standard concepts and terms. A section on the 7. Three-way and higher-order nested classifications use of spreadsheets for data recording, however, presents 8. Partially nested classifications a number of time-saving hints and tips for those new to 9. Finite population and other models computer-based data-recording. The author does not 10. Some simple experimental designs discuss computer programs but does highlight some issues 11. Analysis of variance using statistical computing and problems that are associated with analyzing data. packages Finally, guidance is provided for the non-statistician on when to seek professional assistance with the analysis of a Readership: Experimenters, statistical analysts particular experiment. This text covers the analysis of variance for CEFAS Lowesoft Laboratory observations that can be described by normal theory models Lowesoft, U.K. C.M. O’Brien with fixed effect terms, random effects terms or a mixture of both fixed and random effects. The theory for these three model types is developed for increasingly complicated situations, BIOSTATISTICAL METHODS. The Assessment of Relative chapter by chapter, from one-way classification through two- Risks. J.M. Lachin. New York: way classification, with and without interaction, to higher- Wiley, 2000, pp. xvii + 529, £70.00. order nested and partially nested classifications. The development is very detailed, and the first chapter after the short Contents: introduction on one-way classification models takes one 1. Biostatistics and biomedical science hundred and twelve pages, covering point and interval 2. Relative risk estimates and tests for two independent estimation, multiple comparisons, verification of assumptions, groups computer applications, worked samples and a 3. Sample size, power and efficiency comprehensive set of exercises. This pattern is followed for 4. Stratified-adjusted analysis for two independent groups the other situations up to a four-factor partially nested 5. Case-control and matched studies classification with the first three factors nested and the fourth 6. Applications of maximum likelihood and efficient scores factor crossed with the other three. All chapters have 7. Logistic regression models illustrative examples carried out using one or more of the 8. Analysis of count data statistical analysis packages, SAS, SPSS and BMDP. In 9. Analysis of event-time data addition, a chapter is included which describes in more detail the APPENDIX: Statistical Theory use of these systems to produce the analyses discussed. There is an extensive list of references, but perhaps the book’s Readership: Biostatisticians, epidemiologists most useful features are the appendices that contain a wide This is an excellent textbook for an advanced range of distributional results and a wealth of tables and course in biostatistics and also an indispensable reference for charts. These include the percentage points of standard biostatisticians and epidemiologists. The focus is, as the title distributions, tables and charts for powers of various tests, states, on how to estimate and to make inference on sample-size tables, critical values of various multiple relative risk measures. Three are studied in detail: the risk comparison tests and tests for skewness and kurtosis, tables to ratio, the odds ratio and the rate ratio. As with most test for normality, operating characteristic curves and charts textbooks on the subject, these measures are discussed in 44 the context of cross-sectional, prospective and retrospective RELIABILITY. Modeling, Prediction and Optimization. sampling, where matching could also be a feature. However, W.R. Blischke and D.N.P. Murthy. New York: Wiley, 2000, what makes this textbook so valuable is that it covers the pp. xxvi + 812, £70.00. core methods first using classical statistical tools and then likelihood-based theories, highlighting the continuities. Another Contents: important feature is the care and balance with which it is 1. An overview drafted: the reasoning is always clear, the mathematical 2. Illustrative cases and data sets presentation detailed but to the point, the examples linked 3. Collection and preliminary analysis of failure data across different chapters. Further the data used in the 4. Probability distributions for modeling time to failure examples are fully available via the web and occasionally 5. Basic statistical methods for data analysis SAS instructions and outputs are given and discussed. A 6. Modeling failures at the component level chapter deserving special mention is “Sample size, power 7. Modeling and analysis of multicomponent systems and efficiency” for its comprehensive and clear review of the 8. Advanced statistical methods for data analysis principles inter-relating power and efficiency calculations. 9. Software reliability One minor criticism goes to the use of the term “relative 10. Design of experiments and analysis of variance risk” to indicate the whole class of measures of effect as 11. Model selection and validation well as more specifically the risk ratio. 12. Reliability management 13. Reliability engineering London School of Hygiene and Tropical Medicine 14. Reliability prediction and assessment London, U.K. B.L. De Stavola 15. Reliability improvement 16. Maintenance and unreliable systems 17. Warranties and service contracts QUANTITATIVE INVESTIGATIONS IN THE BIOSCIENCES 18. Reliability optimization USING MINITAB™. J. Eddison. Boca Raton, Florida: 19. Case studies Chapman and Hall, 2000, pp. xi + 458. 20. Resources materials Contents: Readership: Reliability, quality and production engineers 1. Introduction and statisticians PART I: Data Familiarisation and Presentation 2. Exploring, summarising and presenting data This book provides a comprehensive overview of 3. Reliability, probability and confidence both qualitative and quantitative aspects of reliability. 4. Sampling Mathematical and statistical concepts related to reliability PART II: Questions of Comparison modeling and analysis are presented along with important 5. Single sample comparison qualitative tools and managerial issues. There is an extensive 6. Comparing two samples bibliography and a listing of resources which includes 7. Multiple comparison journals, reliability standards, other publications, and data PART III: Sequential Relationships bases. The coverage of individual topics is not always deep, but 8. Non-causal and causal relationships this should be a valuable reference for any engineer or PART IV: Questions of Association and Agreement statistician working in reliability. 9. Tabular relationships Concluding remarks University of Waterloo Waterloo, Canada J.F. Lawless Readership: Biologists, undergraduate statisticians

Answers to scientific questions are often obtained XploRe - The Interactive Statistical Computing Environment. through methodical, lengthy and exciting endeavour. Without Academic edition. W. Härdle, S. Klinke and M. Muller. well-defined aims, scientific investigation becomes pointless. This Berlin: Springer-Verlag, 2000, pp. 526, book takes the reader through the structured steps necessary US$106.00 with CD; US$48.00 without CD. for quantitative investigations. The text is suitable for those students with limited knowledge and ability with mathematics Contents but who may, nonetheless, wish to use statistical techniques PART I: First Steps appropriately. The reference list is rather limited and dated 1. Getting started which might deter the inquiring student from further study. 2. Descriptive statistics The text covers the basic statistical concepts, methods and 3. Graphics techniques without the need for lengthy mathematical 4. Regression methods derivations. Analyses are illustrated by full-worked examples 5. Teachware quantlets and the author discusses the type of biological question to PART II: Statistical Libraries which each technique should be applied. The text will be a 6. Smoothing methods useful starting point for students of applied statistics who need 7. Generalized linear models to integrate their studies with Minitab. The end of each chapter 8. Neural networks provides a summary of the Minitab commands introduced and 9. Time series dialog boxes from Minitab are included in the text, as 10. Kalman filtering appropriate. 11. Finance 12. Microeconomics and panel data CEFAS Lowesoft Laboratory 13. Extreme value analysis Lowesoft, U.K. C.M. O’Brien 14. Wavelets

45

PART III: Programming SYMBOLIC COMPUTATION FOR STATISTICAL 15. Reading and writing data INFERENCE. D.F. Andrews and J.E. Stafford. 16. Matrix handling Oxford University Press, 2000, pp. viii + 157, £45.00. 17. Quantlets and quantlibs Contents Readership: Students, teachers and researchers 1. Introduction interested in computer-aided statistical 2. Probability and random variables data analysis 3. Fundamental procedures 4. Asymptotic expansions This book is a guide for the use of the statistical 5. Expansions of expectations, cumulants, and unbiased package “XploRe”. The statistical package ”XploRe” requires the estimates user to complete the special commands for the data 6. Expansions of distributions procedures. Users, who are using other statistical packages 7. Expansions for likelihood quantities with good spreadsheets and databases with an advanced 8. The analytic bootstrap menu system, will not be pleased with this. On the other hand, 9. Sample surveys this package has some good features. It has a good library 10. Intersection matrices of statistical methods, for example, Kalman filtering, extreme value analysis and analysis of wavelets. The authors have Readership: Research statisticians, graduate students included modules for finance analysis, micro-econometrics Increase in computational power in recent decades and panel data analysis that may be of interest to teachers have allowed the development of algebraic systems for and students in economics and business. The book is written in doing mathematics by computer. This book concerns a good style and there is a bibliography for each chapter. The symbolic algorithms and their application in statistical student version of the package is accompanied by a CD disk. I inference. It considers the development of fundamental tested some of the modules of the package and found them algorithms and their application to different areas of to be good. statistical methodology, including likelihood inference, the Sevastopol State Technical University bootstrap, sample surveys, Edgeworth and saddlepoint Sevastopol, Ukraine A.V. Tsukanov calculations. The focus of the writing lies in discussion of the foundations of the methodology, in particular in the definition and structure of a series of core operators, which could be implemented in a number of systems. The interested reader will, MATRICES FOR STATISTICS. 2nd edition. M.J.R. Healy. however, be able to enjoy immediately the implementation Oxford University Press, 2000, pp. ix + 147, £40.00 Cloth; and application of the algorithms, through a series of £18.50 Paper. Mathematica notebooks available from the first author’s Contents: website, as described in the book. 1. Introducing matrices University of Cambridge 2. Determinants Cambridge, U.K. G.A. Young 3. Inverse matrices 4. Linear dependence and rank NON-PARAMETRIC STATISTICAL DIAGNOSIS. 5. Simultaneous equations and generalized inverses B.E. Brodsky and B.S. Darkhovsky. Dordrecht: 6. Linear spaces Kluwer Academic, 2000, pp. xv + 449, 7. Quadratic forms and eigensystems DFL345.00/US$102.00/£114.00. 8. Other topics Contents: APPENDIX A: Matrix Calculations PART 1: Theory APPENDIX B: Some Matrix Algoritms 1. Preliminary considerations Readership: Applied statisticians and other users of 2. State of the art review statistical methods, students of statistics 3. Retrospective methods of statistical diagnosis for random sequences: Change-point problems This book succeeds admirably in its aim of pres- 4. Retrospective methods of statistical diagnosis for enting ‘those parts of matrix theory and their applications… random processes: Contamination problems useful to statisticians’ in a way to meet the needs of non- 5. Sequential methods of statistical diagnosis specialist users of matrix methods. This 2nd edition has some 6. Statistical diagnosis problems for random fields 60% more pages than the first edition [1986, Short Book PART 2: Applications Reviews, Vol. 7, p. 25], partly due to an improved typeface 7. Applications of the change-point analysis to and layout, but much more importantly to the thorough investigations of the brain electrical activity rewriting of the text in a reader-friendly, sometimes 8. Methods of statistical diagnosis in economic and conversational, style, with ideas and arguments explained in a financial systems clear unhurried way. There is also some new material, mainly APPENDIX: Algorithms of Statistical Diagnosis consisting of a new chapter ‘Other topics’ which include Readership: Mathematical statisticians, applied vectorizing, Jacobians, Hessians, Hermitian and unitary statisticians in biomedical engineering matrices, quadratic forms in normal variates and Cochran’s and econometrics theorem. There are useful examples after each chapter (mostly the same as in the first edition), with solutions in most It is the opinion of the authors that statistical cases. All in all this new edition is highly recommended. diagnosis should be at the beginning of any statistical research. The purpose is to investigate whether the data are University of East Anglia generated by one or by many probabilistic sources. It is only in Norwich, U.K. T. Lewis the case of a unique probabilistic data generating mechanism that effective application of classical statistical inference is possible. In this book the authors consider 46 methods for statistical analysis of complex situations with 1. Conditional specification: Concepts and theorems many (a priori unknown) data generating mechanisms. The 2. Exact and near compatibility present book can be seen as an updating of a previous one by 3. Distributions with normal conditionals the same author (Nonparametric Methods in Change-Point 4. Conditionals in exponential families Problems, 1993). The monograph is divided in a theoretical 5. Other conditionally specified families part (Chapters 1 to 6) and an applied part (Chapter 7, 8 and the 6. Improper and nonstandard models Appendix). In the theoretical part, the important models for 7. Characterizations involving conditional moments statistical diagnosis considered here are the change-point 8. Multivariate extensions models (i.e. abrupt or gradual changes of probabilistic 9. Estimation in conditionally specified models characteristics of the observations in the sample). Both 10. Marginal and conditional specification in general problems are considered for random functions and for random 11. Conditional survival models fields. The applied part of the book starts with a special 12. Applications to modeling bivariate extremes chapter (written by A.Ya. Kaplan and S.L. Shishkin) on the 13. Bayesian analysis using conditionally specified models nonparametric analysis of human electroencephalogram 14. Conditional versus simultaneous equation models (EEG) signals. Another important application is in the context 15. Paella of financial and econometric modelling. In the Appendix, the authors describe their specially developed program package APPENDIX A: Simulation Verdia. There is an extensive bibliography of three hundred APPENDIX B: Notation and forty-three items. All this makes the book a valuable up-to- Readership: Researchers and students of statistics and date mathematical treatment of the subject. probability theory Limburgs Universitair Centrum It is well known that marginal distributions do not Diepenbeek, Belgium N.D.C. Veraverbeke characterize joint distributions, but what can we say if conditional distributions are available? If conditional distributions are known, will there exist a corresponding joint distribution, and if COMPUTER-ASSISTED ANALYSIS OF MIXTURES AND so, will it be unique? Do there exist bivariate distributions APPLICATIONS. Meta-Analysis, Disease Mapping and with all the conditional densities normal, which are not Others. D. Böhning. Boca Raton, Florida: Chapman and bivariate normal? In the Bayesian context, if conditional Hall, 2000, pp. xi + 232. [Original 1999] distributions are elicited from experts, and it is found that they Contents: are not compatible with a joint distribution, then how might one obtain a joint distribution to best match the conditionals in 1. Introduction 2. Theory of nonparametic mixture models some sense? 3. Algorithms This fascinating book provides the answers to these 4. Likelihood ratio test and number of components and many related questions, in a wide range of areas. It is a 5. C.A.MAN-application: Meta-analysis substantially updated version of the authors’ monograph 6. Moment estimators of the variance of mixing distribution entitled “Conditionally Specified Distributions”, published by 7. C.A.MAN-application: Disease mapping Springer-Verlag in 1992 and contains a wealth of new material by the authors and others. The book is well written, and 8. Various C.A.MAN-applications presents clearly an important and developing subject. APPENDIX: Working with C.A.MAN University of Kent Readership: Biometricians, ecologists, epidemiologists, Canterbury, U.K. B.J.T. Morgan statisticians

This book presents a selection of theoretical and STATISTICAL CURVES AND PARAMETERS: CHOOSING algorithmic tools for handling mixture models that are AN APPROPRIATE APPROACH. M.E. Tarter. Natick, becoming increasingly important for the modelling of Massachusetts: Peters, 2000, pp. xiii + 386, US$56.00. unobserved population heterogeneity. Diagnostic tests for extra-population heterogeneity are discussed, contrasted and a Contents: correction presented to a long-standing test statistic. The 1. Introduction software package C.A.MAN (Computer-assisted analysis of 2. Model and distribution terminology mixtures), developed by the author and his co-workers, is 3. Variability and related curve properties introduced and its application discussed throughout the 4. Moments and curve uncertainty book. This software should permit the interested reader to 5. Goodness of fit carry out mixture analysis of their own data with little difficulty 6. Variates, variables and regression and facilitate a better appreciation of the methods presented. 7. Mixing parameters and data-generation models Currently, there are a number of other packages and routines 8. The association parameter ρ available for computing mixture distribution estimates and a 9. Regression and association parameters selection of these are briefly reviewed. With regard to 10. Parameters, confounding and least squares C.A.MAN, the program is menu driven and is more robust 11. Nonparametric adjustment with respect to initial values than other packages. The 12. Continuous variate adjustment application of meta-analysis to the question of homogeneity 13. Procedural road maps (or heterogeneity) of study results is investigated. Disease 14. Model-based and generalized representation mapping in 2-D space with an additional time component is 15. Parameters, transformations and quantiles illustrated. The text is well written and easy to read. CEFAS Lowesoft Laboratory Lowesoft, U.K. C.M. O’Brien

CONDITIONAL SPECIFICATION OF STATISTICAL MODELS. B.C. Arnold, E. Castillo and J.M. Sarabia. New York: Springer-Verlag, 1999, pp. xvi + 411, US$74.95/£44.86/DM135.51. Contents: 47

16. Noncentrality parameters and degrees of freedom Contents: 17. Parameter-based estimation 1. Introduction 18. Interference and composite variates 2. Notation and definitions 19. Parameters and test statistics 3. Uniform laws of large numbers 20. Curve truncation and the curve e(x) 4. First applications: Consistency 5. Increments of empirical processes APPENDIX I: Models and notation 6. Central limit theorems APPENDIX II: Variate independence and curve identity 7. Rates of convergence for maximum likelihood APPENDIX III: General statistical and estimators mathematical notation 8. The non-i.i.d. case Readership: Experimental scientists, research workers 9. Rates of convergence for least squares estimators 10. Penalties and sieves This book is aimed at providing an introductory 11. Some applications to semiparametric models guide to statistical methodology and its underlying concepts for 12. M-estimators users of statistical methods in research and development. The author’s approach is based on a framework which focusses Readership: Graduate students and researchers in discussion on the ideas of curves and individual mathematical statistics parameters. The book deserves to succeed in providing the This book, which grew out of a doctoral course reader with key insights into both data acquisition and given by the author in 1996, deals with the asymptotic theory statistical interpretation. The style is refreshing. This is no of M-estimators. Special attention is given to the two most cookbook, but instead an eloquent essay, based on a series important examples, maximum likelihood estimators and least of interdisciplinary lectures, on the fundamentals of squares estimators, for which an extensive account is given of statistical practice. It is a book which both rewards the the rate of convergence problem. The essential tool in this reader and demands close concentration. unified treatment is empirical process theory and the University of Cambridge necessary material is included in the book. Also penalty and Cambridge, U.K. G.A. Young sieve methods are considered. The book is well written and provides a modern contribution to a very important class of nonparametric estimators. It will be appreciated by researchers in statistics who want to know the state of the art in this field. DECISION THEORY: An Introduction to Dynamic Another plus of the book is that each chapter ends with Programming and Sequential Decisions. J. Bather. interesting notes and some challenging problems. Chichester, U.K.: Wiley, 2000, pp. xi + 191, £24.95. Limburgs Universitair Centrum Contents: Diepenbeek, Belgium N.D.C. Veraverbeke 1. Introduction PART I: Deterministic Models 2. Multi-stage decision problems MONTE CARLO METHODS IN BAYESIAN COMPUTATION. 3. Networks M.-H. Chen, Q.-M. Shao and J.G. Ibrahim. New York: 4. Further applications Springer-Verlag, 2000, pp. xiii + 286, 5. Convexity US$79.95/DM159.00/£49.60. PART II: Stochastic Models 6. Markov systems Contents 7. Optimal stopping 1. Introduction 8. Special problems 2. Markov chain Monte Carlo sampling PART III: Markov Decision Processes 3. Basic Monte Carlo methods for estimating posterior 9. General theory quantities 10. Minimising average costs 4. Estimating marginal posterior densities 11. Statistical decisions 5. Estimating ratios of normalizing constants 6. Monte Carlo methods for constrained parameter Readership: Mathematics/statistics undergraduate and problems MSc students and those who teach them, 7. Computing Bayesian credible and HPD intervals those working in operational research 8. Bayesian approaches for comparing nonnested models 9. Bayesian variable selection This textbook has evolved from courses on the 10. Other topics subject given by the author to mathematics undergraduates. Thus, it draws on his many years of experience in teaching this Readership: Theoretical and applied statisticians, topic as well as on his considerable professional expertise PhD students in statistics in the area. It is ideally suited to its stated purpose as a student text. The prerequisites are the calculus, real analysis This book focuses on Monte Carlo methods for the and introductory probability that mathematics/ estimation of the posterior parameters of densities. The main statistics students cover in their first or second years of basis for the theory is Markov chain Monte Carlo estimation is study. The material is carefully structured and presented given. The authors have investigated different topics in with clear motivations and explanations. There are many simulation methods of Bayesian estimation and modelling; illustrative examples and exercises given at the end of each estimating posterior quantities, model comparison and chapter. Notes on the exercises, with hints on their solutions selection, variable selection and other topics. This book and answers, are given at the end of the book. A brief combines the theory topics with good computer and historical introduction to the subject is given in the application examples from the field of food science, Introduction. As is appropriate at this level, the list of agriculture, cancer and others. The volume will provide an references is short and mostly limited to other, related, excellent research resource for statisticians with an interest in textbooks rather than research papers. computer intensive methods for modelling with different sorts of prior information. Although there are many exercises, this is University College London not an introductory book to Monte Carlo methods in London, U.K. V.S. Isham Bayesian modelling. The mathematical prerequisites are APPLICATIONS OF EMPIRICAL PROCESS THEORY. high; it is possible to recommend it to PhD students with an S. van de Geer. Cambridge University Press, 2000, interest in solving complex problems within the Bayesian pp. xii + 286, £35.00/US$59.95. paradigm. 48

Sevastopol State Technical University Imperial College of Science, Sevastopol, Ukraine A.V. Tsukanov Technology and Medicine London, U.K. R. Coleman

GAUSSIAN AND NON-GAUSSIAN LINEAR TIME SERIES AND RANDOM FIELDS. M. Rosenblatt. New York: MARKOV CHAINS, GIBBS FIELDS, MONTE CARLO Springer-Verlag, 2000, pp. xiii + 246. SIMULATION, AND QUEUES. P. Brémaud. New York: Springer-Verlag, 1999, pp. xviii + 444, US$49.95. Contents: 1. Reversibility and identifiability Contents: 2. Minimum phase estimation 1. Probability review 3. Homogeneous Gaussian random fields 2. Discrete-time Markov models 4. Cumulants, mixing and estimation for Gaussian fields 3. Recurrence and ergodicity 5. Prediction for minimum and nonminimum phase models 4. Long run behavior 6. The fluctuation of the quasi-Gaussian likelihood 5. Lyapunov functions and martingales 7. Random fields 6. Eigenvalues and nonhomogeneous Markov chains 8. Estimation for possibly nonminimum phase schemes 7. Gibbs fields and Monte Carlo simulation 8. Continuous-time Markov models Readership: Probabilists, theoretical statisticians 9. Poisson calculus and queues Linear time series are often treated in a linear way, Readership: Students and researchers in operations and this sometimes requires one to pretend that the model is research, electrical engineering, physics Gaussian. This book compares what is possible when the and biology model is Gaussian with what is possible when it is not by addressing the issues that are frequently left on the sidelines of It is not easy to find good textbooks aimed at a standard time series texts: reversibility, identifiability, non-mathematical audience in which Markov chain theory different Markov properties, regularity versus singularity and (discrete and continuous time, discrete state space) is entropy. Non-linear techniques for estimation and prediction treated together with serious fields of applications. This book appear naturally. These and other topics will make this book indeed gives the former; for the latter Gibbs sampling and useful as a reference source to the more theoretical among queueing applications are included. I particularly liked time series specialists. Chapter 7 (60 pages) on Gibbs fields and Monte Carlo simulation where for instance such topics as image Cornell Univerity restoration, simulated annealing and MCMC are discussed. Ithaca, U.S.A. G. Samorodnitsky The author’s style of writing is fairly relaxed. Numerous examples and exercises are given. The book is fully self- contained. It will not only appeal to the intended readership, but FOURIER ANALYSIS OF TIME SERIES. An Introduction, also more generally makes an excellent text on which to base 2nd edition. P. Bloomfield. New York: Wiley, 2000, a course on applied stochastic processes. pp. xiv + 261, £65.00. [Original 1976] ETH-Zürich Contents: Zürich, Switzerland P.A.L. Embrechts 1. Introduction 2. Fitting sinusoids 3. The search for periodicity 4. Harmonic analysis FINANCIAL DERIVATIVES IN THEORY AND PRACTICE. 5. The fast Fourier transform P.J. Hunt and J.E. Kennedy. Chichester, U.K.: 6. Examples of harmonic analysis Wiley, 2000, pp. xviii + 393, £55.00. 7. Complex demodulation Contents: 8. The spectrum PART I: Theory 9. Some stationary time series theory 1. Single-period option pricing 10. Analysis of multiple series 2. Brownian motion 11. Further topics 3. Martingales Readership: Students (undergraduate or graduate) of 4. Stochastic integration statistics or allied fields taking a course on 5. Girsanov and Martingale representations time series methods; workers in the many 6. Stochastic differential equations fields in which time series data arise 7. Option pricing in continuous time 8. Dynamic term structure models The first edition of 1976 stood out as a model of PART II: Practice how the theory of time series might be taught with great 9. Modelling in practice precision and lucidity at an introductory level. This new 10. Basic instrument and terminology edition holds up very successfully while incorporating a 11. Pricing standard market derivatives quarter century of change. The content has been expanded to 12. Futures contracts include more on complex demodulation and harmonic PART III: Orientation: Pricing exotic European derivatives analysis. An important step has been to adapt to modern 13. Terminal swap-rate models statistical computing practice: Fortran is out, S-plus is in, the Fast 14. Convexity corrections Fourier Transform is given less emphasis. Each of the time 15. Implied interest rate pricing models series used as examples are readily obtainable through the 16. Multi-currency terminal swap-rate models internet. PART IV: Orientation: Pricing exotic American and path- A disappointment is that the author did not apply his dependent derivatives pedagogic skill to include a much needed introduction to the 17. Short-rate models current next big thing in spectral analysis wavelets. 18. Market models What I cannot understand is why the publishers 19. Markov-functional models have made this excellent textbook too expensive for widespread adoption by college level courses. APPENDIX 1: The Usual Conditions APPENDIX 2: L2 Spaces APPENDIX 3: Gaussian Calculations 49

Readership: Mathematical practitioners and academic STOCHASTIC PROCESSES IN QUANTUM PHYSICS. mathematicians with an interest in M. Nagasawa. Basel: Birkhäuser, 2000, pp. vii + 598, real-world problems associated with SFr168.00/DM198.00/ÖS1446.00. financial derivatives Contents: Many books on financial derivatives have 1. Markov processes appeared in recent years. This one adopts the mathematics 2. Time reversal and duality text style of approach, with theorems and proofs. But, it is not a 3. Non-relativistic quantum theory dry book. In particular, the authors adopt the strategy of outlining 4. Stationary Schrödinger processes what they are going to do before getting down to the nitty gritty. 5. Construction of the Schrödinger processes This helps one keep one’s sense of direction amongst the 6. Markov processes with jumps details. The book begins by pointing out that there are two 7. Relativistic quantum particles reasons for the increase in interest in this area over the last 8. Stochastic differential equations of pure-jumps thirty years: One is the need for organizations to control 9. Variational principle for relativistic quantum particles financial risk, and the other is the fact that the groundwork of 10. Time dependent subordination and Markov processes the necessary mathematics had been laid in preceding with jumps decades. The book is divided into two parts, dealing 11. Concave majorants of Lévy processes and the light respectively, with the theory of mathematical finance and the cone practical aspects. The book is deep and detailed, though the 12. The locality in quantum physics authors do take pains to point out the impossibility of being 13. Micro statistical theory comprehensive. 14. Processes on open time intervals 15. Creation and killing of particles Imperial College of Science, 16. The Itô Calculus Technology and Medicine London, U.K. D.J. Hand Readership: Researchers interested in quantum stochastics AN INTRODUCTION TO CHAOS IN NONEQUILIBRIUM This book presents an account of the author’s work STATISTICAL MECHANICS. J.R. Dorfman. Cambridge aimed at establishing quantum physics on a basis of University Press, 1999, pp. xiv + 287, £19.95/US$34.95. stochastic process theory. The author, who is a well-known Contents: specialist in stochastic analysis, takes his cue from a paper by 1. Nonequilibrium statistical mechanics Schrödinger (1931) on representation and reversibility of 2. The Boltzmann equation stochastic processes and develops ideas from that paper in the 3. Liouville’s equation light of modern probability theory. 4. Boltzmann’s ergodic hypothesis Does the author succeed in his ambitious aim? 5. Gibbs’ picture: Mixing systems I think not. In fact, the work appears to be carried out rather in 6. The Green-Kubo formulae isolation from present day thinking in quantum theory (most 7. The Baker’s transformation of the references to the physical literature are quite old), 8. Lyapunov exponents, Baker’s map and toral and this book as regards recent developments in the theory automorphisms of quantum instruments and continuous in time nondemolition 9. Kolmogorov-Sinai entropy experiments, due to Kraus, Davis, Qzawa, Belavkin, 10. The Frobenius-Perron equation Barchielli and Holevo (see, for instance, Barchielli and Holevo 11. Open systems and escape rates (1995); also Percival (1998)) and the questions of hidden 12. Transport coefficients and chaos variables and nonlocality. Today, most leading physicists 13. Sinai-Ruelle-Bowen (SRB) and Gibbs measures regard the quest for hidden variables unnecessary and most 14. Fractal forms in Green-Kubo relations likely futile, and they consider nonlocality as a well documented 15. Unstable periodic orbits fact. Actually, the nonlocality aspect of the quantum world is 16. Lorentz lattice gases presently being exploited in a variety of essential new 17. Dynamical foundations of the Boltzmann equation experiments and techniques. By contrast, Nagasawa 18. The Boltzmann equation returns argues for hidden variables and against nonlocality. 19. What’s next? As already indicated, the book is to a very large extent based on Nagasawa’s own work. Correspondingly, the Readership: Graduate students and researchers, with a writing style is somewhat idiosyncratic, and the main thrust background in statistical mechanics, of the author’s thinking is not easily discerned. Readers will working in condensed matter physics, likely find it useful to have the monograph by Aebi (1996) at nonlinear science, theoretical physics, hand when studying the book under review here. All in all this mathematics and theoretical chemistry is a book of quite specialized interest. This is Volume 14 in the Cambridge Lecture Notes in Aebi, R. (1996): Schrödinger Diffusion Processes. Physics. The book began its life as a set of lecture notes for a Basel: Birkhäuser. fourth year course at the Institute for Theoretical Physics at Barchieli, A. and Holevo, A.S. (1995): Constructing quantum the University of Utrecht. The fundamental problem measurement processes via classical calculus. addressed is that of ‘the reconciliation of the apparent Stoch. Proc. Appl. 58, 293-318. irreversible behaviour of macroscopic systems with reversible, Percival, I. (1998): Quantum State Diffusion. microscopic laws of mechanics which underlie this macroscopic Cambridge University Press. behaviour’. This problem is classical in origin and the purpose of this book is to give understanding of this and of recent University of Aarhus developments through dynamical chaos leading on to current Aarhus, Denmark O.E. Barndorff-Nielsen research topics and a growing literature. Imperial College of Science, Technology and Medicine London, U.K. F.H. Berkshire 50

AN INTRODUCTION TO SUPPORT VECTOR MACHINES. made in a number of areas and the accumulating evidence N. Cristianini and J. Shawe-Taylor. Cambridge University is that such methods can be highly effective. Moreover, the Press, 2000, pp. xiii + 189, £27.50/US$44.95. work in this area, like that in neutral networks some years before, has yielded deep insights into problems of Contents: generalization. 1. The learning methodology 2. Linear learning machines Imperial College of Science, 3. Kernel-induced feature spaces Technology and Medicine 4. Generalisation theory London, U.K. D.J. Hand 5. Optimalisation theory 6. Support vector machines 7. Implementation techniques APPROXIMATING INTEGRALS VIA MONTE CARLO AND 8. Applications of support vector machines DETERMINISTIC METHODS. M. Evans and T. Swartz. Oxford University Press, 2000, pp. iv + 228, £35.00. APPENDIX A: Pseudocode for the SMO algorithm APPENDIX B: Background Mathematics Contents: 1. Introduction Readership: Machine learning students and practitioners 2. Some basic concepts who want a gentle but rigorous introduction 3. Algorithms for sampling to this class of learning systems 4. Asymptotic approximations In the 1960s a new class of algorithms (that is, one 5. Multiple quadrature which was different from the linear discriminant method 6. Independent importance sampling developed earlier in the 1930s by Fisher) was developed for 7. Markov chain methods fitting linear decision surfaces in supervised classification Readership: Statisticians, numerical analysts, problems. This method was based on sequentially updating the mathematicians and scientists who need parameter estimates as new data points were presented: it was to evaluate integrals a ‘learning’ algorithm. Models based on this approach, though having the same linear form as those based on Fisher’s This volume is both a good textbook and a useful method were known as perceptrons. Gradually, over time, reference. It surveys a wide variety of different ways of research in this area began to develop in two, quite distinct, numerically evaluating integrals. The authors believe that directions. One led to the development of feedforward “all of the methods that (they) discuss should be part of the neural networks, and the other led to the development of practitioner’s toolkit”. An underlying theme is that integrating support vector machines. Neural networks overcome the methods are often complementary rather than competing. limitations of the simple linear decision surface of the perceptron The main emphasis is on higher-dimensional integrals, though by introducing nonlinear transformations into the process, the lower-dimensional case is well covered. Approximately half yielding nested series of linear combinations of nonlinear the book is devoted to Monte Carlo methods. The transformations of linear combinations of the raw variables. multivariate normal distribution plays an important role in this In contrast, support vector machines transform the raw book, as does Bayesian statistics. For each method variables into a high-dimensional space of derived considered, the basic theory is given and discussed (usually variables, and then fit a linear decision surface in this at some length) as well as the practical issues (including space. The choice of decision surface is based on finding error analysis). There is a set of exercises at the end of each that separating surface which is maximally distant from the chapter; these are largely concerned with verifying points of nearest points in each class (the ‘support vectors’) in this the theory mentioned in the text. The authors’ aim was to high-dimensional space. make their exposition sufficiently complete to ensure that the In itself this is all very interesting, but the power and reader will only rarely need to consult other references in particular interest of support vector machines arises order to understand a method. Their target audience is because a mathematical trick means that it is possible to “physical and mathematical scientists who face challenging sidestep the explicit transformation into the high- integration problems”; hence a good, broad mathematical dimensional space: in fact, the key aspects of the background (including probability and statistics) is assumed. classification decisions can be represented in terms of a The bibliography is quite extensive (300 or so items) and kernel function based on inner products of the transformed really up-to-date. representations of the data points. This book describes this University of St. Andrews approach. It is the most accessible introduction to the area I St. Andrews, U.K. C.D. Kemp have yet seen. It includes exercises, and also pointers to website software sources – an essential for a book dealing with material at the cutting edge of statistics, computing and machine learning. Applications of the methods have been NOTES

UNCLE PETROS AND GOLDBACH’S CONJECTURE. ”Uncle Petros and Goldbach’s Conjecture is an A. Doxiadis. London: Faber and Faber, 2000, pp. 209, inspiring novel of intellectual adventure, of proud genius and £9.99. [first published in Greek] the exhilaration of pure mathematics. It is also a story of the rivalry, antagonism and sense of impending failure which From the back of the book: “Uncle Petros is a haunts those who pursue impossible goals.” family joke. An ageing recluse, he lives alone in a suburb of From a review: “A very funny, tender, charming Athens, playing the odd game of chess and tending to his and, to my mind, irresistible novel.” (Oliver Sacks) garden. If you didn’t know better, you’d surely think he was one of life’s failures. “But his young nephew suspects otherwise. For Uncle Petros, he soon discovers, was once a celebrated mathematician. A mathematician brilliant and foolhardy enough to stake everything on solving a problem that has defied all attempts at proof for nearly three centuries – Goldbach’s Conjecture. 51

famous scientists including: Max Born, Wolfgang Pauli, Mitchell Fergenbaum, John von Neumann STATISTICS FOR THE 21ST CENTURY. Methodologies for Applications of the Future. C.R. Rao and G.J. Székely CARL SAGAN. A Life. K. Davidson. New York: Wiley, 1999, (Eds.). New York: Dekker, 2000, pp. ix + 483. pp. xx + 540, £19.50. This volume is a collection of twenty-one papers From the book jacket: “Carl Sagan was one of the dealing with the present state of statistical methodology in a most celebrated scientists of his time — the leading visionary of wide variety of applications. The authors were asked “to the Space Age. He was also a highly controversial figure describe the current state of statistical methodology in who inspired wildly opposed opinions. His enthusiasm and different areas of applications and to mention what, in their eloquence about the wonders of space, the marvels of the opinion, should be the future lines of research in statistics.” human brain, and the mysteries of life captured the imagination of millions.”

STATISTICS, SCIENCE AND PUBLIC POLICY: IV. STEPHEN SMALE: The Mathematician Who Broke the The Two Cultures? A.M. Herzberg and I. Krupka (Eds.). Dimension Barrier. S. Batterson. Providence, Rhode Island: Kingston, Canada: Queen’s University, 2000, American Mathematical Society, 2000, pp. xviii + 306, pp. xvii + 245, Can$29.95. £25.00. Approximately forty leading scientists, politicians, From the book cover: “In 1957 Stephen Smale senior public servants and journalists from several countries startled the mathematical world by showing that, in a met at Herstmonceux Castle in the U.K. to consider how to theoretical sense, it is possible to turn a sphere inside out. A promote better understanding between scientists and policy- few years later, from the beaches of Rio, he introduced the makers by focussing on the issue of the two cultures. This horseshoe map, demonstrating that simple functions could volume consists of the edited version of the proceedings of the have chaotic dynamics. His next stunning mathematical conference. accomplishment was to solve the higher dimensional Poincaré conjecture, thus demonstrating that higher GONE FOR GOOD. Tales of University Life after the dimensions are simpler than the more familiar three. In 1966 in Golden Age. S. Rojstaczer. Oxford University Press, Moscow, he was awarded the Fields Medal, the most 1999, pp. x + 187, £15.50. prestigious prize in mathematics.”

From the book jacket: “Amid the clamorous STRANGE BEAUTY. Murray Gell-Mann and the Revolution in debates on political correctness, the Western canon, and Twentieth-Century Physics. G. Johnson. London: Cape, alcohol abuse on campus, many observers have failed to 2000, pp. x + 434, £18.99. notice the most radical change in the American University: the Golden Age of massive government funding is gone. And, This volume is the biography of Murray Gell-Mann as Stuart Rojstaczer points out in this incisive look at higher (1929-) the Nobel Prize winner who discovered the quark. education, the consequences are affecting virtually every This biography illuminates the complexity of both the man aspect of university life.” and the science in which Gell-Mann worked.

INVENTING MONEY. The Story of Long-Term Capital THE DONS: Mentors, Eccentrics and Geniuses. N. Annan. Management and the Legends behind it. N. Dunbar. University of Chicago Press, 1999, pp. ix + 357, Chichester, U.K.: Wiley, 2000, pp. xiii + 245, £17.99. US$30.00. From the book jacket: “In the story of Long-Term From the book jacket: “… it describes the great Capital Management the facts speak for themselves. dons [university teachers] in all their glorious and eccentric December 1992, former Salomon Brothers’ Vice-Chairman garb: Who they were, what they were like, why they John Meriwether teams up with two Nobel laureates — mattered and what their legacy is. … No other book has Myron Scholes and Robert Merton — together with his team of ever explained so precisely why the dons mattered and the huge-earning arbitrage traders to found LTCM. In both 1995 importance of the role they played in shaping higher and 1996 LTCM returns net profits of over 40%. In November education – at a time when the nature of learning is even 1997 LTCM hands back US$2.7 billion “excess capital” to more the subject of dissention and uncertainty.” investors. In early 1998 LTCM increased its portfolio of assets to US$130 billion and commanded a derivatives PARENTS AND SCHOOLS. The 150-year Struggle for portfolio with a notional value of US$1.25 trillion. In Control in American Education. W.W. Cuter. August/September 1998 the total value of assets on the University of Chicago Press, 2000, pp. xiii + 290, world’s markets declines by US$3 trillion. By September US$25.00/£16.00. 1998 LTCM loses 90% of its value and has to be bailed out to the tune of US$3.6 billion. From September 1998 to the This volume shows how parent-teacher co-oper- present day, the ripples of this collapse continue to be felt ation which is essential for the success of education might be across the globe. achieved. “But try to look behind these bold facts, and the picture becomes shrouded in mystery. The diverse nature of AN ELUSIVE SCIENCE. The Troubling History of Education LTCM’s trading, which only allowed insiders to know the full Research. E.C. Lageman. University of Chicago Press, picture, has confused many onlookers seeking to piece 2000, pp. xvii + 302, US$25.00/£17.50. together the puzzle. It has been described as the equivalent to three blind men standing by an elephant: The first one The author explains how and why education grabs the tail and thinks it’s a snake, the second leans research has a low-status reputation and describes the against it and thinks it’s a wall and the third reaches out to individuals, institutions and conflicts that have shaped the the trunk and believes it to be a branch. study of education. “In Inventing Money Nicholas Dunbar strips away the shroud of mystery and complexity to tell the complete story THE GENIUS OF SCIENCE. A Portrait Gallery. A. Pais. of this most public of financial disasters in a captivating and Oxford University Press, 2000, pp. 356, £25.00. accessible style. The well-known physicist and biographer of Albert “Inventing Money is in equal measure the story of the Einstein now gives short biographies of seventeen other strategy and people behind the collapse of one of the 52 world’s largest hedge funds, an explanation of how the development of human embryos to the mysterious Higgs modern world of finance functions and a walk through the boson. His tour culminates in the research now underway in historical development of this multi-billion industy.” Switzerland, where scientists are preparing an experiment to recreate the Big Bang and hope to resolve the mystery of the original asymmetry. Lucifer’s Legacy describes the SHAKING THE TREE. Reading from Nature in the History possible outcomes of this experiment, and assesses their of Life. H. Gee (Ed.). University of Chicago Press, 2000, implications for our understanding of the universe.” pp. vii + 411, US$78.00/£55.00 Cloth; US$27.50/£17.50 Paper. ON TYCHO’S ISLAND. Tycho Brahe and his Assistants, From the book cover: “Nature has published news 1570-1601. J.R. Christianson. Cambridge University about the history of life ever since its first issue in 1869, in Press, 2000, pp. xii + 451, £30.00/US$34.95. which T.H. Huxley (“Darwin’s bulldog”) wrote about Triassic From the book jacket: “Tycho Brahe (1546-1601), the dinosaurs. In recent years, the field has enjoyed a premier patron-practitioner of science in sixteenth-century tremendous flowering due to new investigative techniques Europe, established a new role of scientists as administrator, drawn from cladistics (a revolutionary method for charting active reformer, and natural philosopher. This book explores his evolutionary relationships) and molecular biology. Shaking the wide range of activities, which encompass much more than his Tree brings together nineteen review articles written for reputed role of astronomer. [The author] broadens this singular Nature over the past decade by many of the major figures in perspective by portraying him as Platonic philosopher, paleontology and evolution. Each article is brief, accessible, and Paracelsian chemist, Ovidian poet, and devoted family man. opinionated, providing “shoot from the hip” accounts of the From his private island in Denmark, Tycho Brahe used latest news and debates. Topics covered include major patronage, printing, friendship, and marriage to incorporate extinction events, homeotic genes and body plans, the origin and men and woman skilled in science, technology, and the fine evolution of the primates, and reconstructions of phylogenetic arts into his program of cosmic reform. This pioneering study trees for a wide variety of groups. The editor, Henry Gee, gives includes capsule biographies of over a hundred individuals, new commentary and updated references.” including Johannes Kepler, Willebrord Snel, William Blaeu, several bishops, and numerous technical specialists, all of FIVE MORE GOLDEN RULES. Knots, Codes, Chaos, and whom helped shape the culture of the Scientific Revolution. Other Great Theories of 20th-Century Mathematics. Under Tycho’s leadership, their teamwork achieved J.L. Casti. New York: Wiley, 2000, pp. iv + 268, £18.50. breakthroughs in astronomy, scientific method, and research organization that were essential to the birth of modern From the book jacket: “How did the classic tale of science.” Alexander the Great influence the principal problem facing knot theorists today? What effect did the exalted Kalman JUNE 8, 2004, VENUS IN TRANSIT. E. Maor. filter have on space travel? How did the Shannon Coding Princeton University Press, 2000, pp. xiii + 186, Theory make mapping human DNA possible? In this US$22.95. brilliantly conceived follow-up to the highly acclaimed Five Golden Rules, popular science author John Casti treats us to From the book jacket: “In 2004, Venus will cross the another exhilarating quintet of theoretical gems to answer sun’s face for the first time since 1882. Some will not bother to these and other intriguing questions. step outside. Others will plan for years, reserving airline tickets “Hailed as one of the great science writers of our to see the transit in its entirety. But even this group of time, Casti reveals the remarkable origins of some of the astronomers and experience seekers will be attracted not by most monumental mathematical discoveries of the last scientific purpose but by the event’s beauty, rarity, and perhaps century — and sheds light on how these revolutionary ideas – after this book – history. For previous sky-watchers, though, have reshaped our lives. Like its critically acclaimed transits afforded the only chance to determine the all- predecessor, Five More Golden Rules takes us on a fascinating important astronomical unit: the mean distance between journey to the frontiers of modern mathematics, infusing a earth and sun. sometimes intimidating subject with an infectious energy that “Maor tells the intriguing tale of the five Venus brings it to thrilling life. Casti draws on such diverse sources transits observed by humans and the fantastic efforts made as Paul Revere’s plot to warn his fellow patriots of the to record them. This is the story of heroes and cowards, of advancing enemy; the celebrated British play Art; the Greek reputations earned and squandered, told against the legend of Gordius and Alexander the Great, the work of backdrop of phenomenal geopolitical and scientific change. nineteenth-century poet William Blake; and a make-believe With a novelist’s talent for the details that keep readers treasure hunt through New York’s Central Park to illustrate the reading late, Maor tells the stories of how Kepler’s power and beauty of the five astonishing theories he misguided theory led him to the laws of planetary motion; of illuminates. obscure Jeremiah Horrocks, who predicted the 1639 transit “From explaining how knot theory is contributing to only to die, at age 22, a day before he was to discuss the the development of new drugs to revealing how event with the only other human known to have seen it; of the astronomers can predict planetary motions with the Hopf unfortunate Le Gentil, whose decade of labor was rewarded with Bifurcation Theorem and highlighting the importance of obscuring clouds, shipwreck, and the plundering of his estate control theory to space travel, Casti offers an invigorating by relatives who prematurely declared him dead; of glimpse into the exciting world of twentieth-century David Rittenhouse, Father of the American Astronomy, who mathematics and how these findings have helped unravel the has overcome by the 1769 transit’s onset and failed to record its secrets of the universe.” beginning; and of Maximilian Hell, whose good name long suffered from the perusal of his transit notes by a color-blind LUCIFER’S LEGACY. The Meaning of Asymmetry. F. Close. critic. Oxford University Press, 2000, pp. 259, £16.99. “Moving beyond individual fates. Maor chronicles how governments’ participation in the first international scientific From the book jacket: “[The author] explores the effort – the observation of the 1761 transit from seventy origins of asymmetry from life to the Universe at large, and stations, yielding a surprisingly accurate calculation of the asks whether this multitude of examples can be traced back astronomical unit using Edmund Halley’s posthumous to a single act that took place at the origin of our Universe. directions – intersected with the Seven Years’ War, British Inspired by a chance meeting with Lucifer in the Tuillerie South Seas expansion, and growing American scientific gardens in Paris, the author takes the reader on a sweeping prominence. Throughout, Maor guides readers to the tour of asymmetry in the world around us, from the upcoming Venus transits in 2004 and 2012, opportunities to 53 witness a phenomenon seen by no living person and not to CANCER. The Evolutionary Legacy. M. Greaves. be repeated until 2117.” Oxford Univerity Press, 2000, pp. x + 276, £19.99.

TIDES. A Scientific History. D.E. Cartwright. This volume is the first to put cancer in an Cambridge University Press, 2000, pp. xii + 292, evolutionary framework. The author shows that medicine £45.00/US$74.95. has much to gain from the insight provided by evolutionary biology. From the book jacket: “Throughout history, the prediction of earth’s tidal cycles has been extremely SCIENCE IN TRANSLATION. Movements of Knowledge important. This book provides a history of the study of the Through Cultures and Time. S.L. Montgomery. University tides over two millennia, from the primitive ideas of the of Chicago Press, 2000, pp. xi + 325. US$28.00/£18.00. Ancient Greeks to the present sophisticated geophysical techniques which require advanced computers and space From the book jacket: “Throughout recorded technology. history, the exchange of scientific knowledge across “Tidal physics has puzzled some of the world’s cultures has shaped human civilizations. For instance, greatest philosophers, scientists and mathematicians. without the Greek and Roman works that were translated into Amongst many others, Galileo, Descartes, Bacon, Kepler, Arabic and later reintroduced into Europe, the Renaissance as Newton, Bernoulli, Euler, Laplace, Young, Whewell, Airy, we know it would not have occurred. Yet until now, the Kelvin, G. Darwin and H. Lamb have all contributed to our enormous importance of translation to the history of science understanding of the tides. The problem of predicting the has remained largely unexamined. astronomical tides of the oceans has now been, in essence, “In this innovative work, [the author] explores the completely solved, and so it is a perfect time to reflect on how diverse roles that translation has played in the development of it was all done from the first vague ideas to the final results. Western science from antiquity to the present. He begins by The volume traces the development of the theory, tracking the transfer of astronomical knowledge from Europe observation and prediction of the tides, and is amply to the Near East and India via ancient Greek, its translation illustrated with diagrams from historical scientific papers, into Arabic, and its return through medieval Latin, showing photographs of artefacts, and portraits of some of the not just the words, but also the science, changed along the subject’s leading protagonists. way. He then presents detailed case histories of science in “The history of the tides is in part the history of a translation from a variety of disciplines and cultural contexts, broad area of science, and the subject provides insight into both Western and non-Western, including an extended the progress of science as a whole: This book will therefore treatment of the origin and evolution of modern science in appeal to all those interested in how scientific ideas develop. It Japan will particularly interest those specialists in oceanography, “In conclusion, [the author] highlights key historical and hydrography, geophysics, geodesy, astronomy and navigation philosophical issues illuminated by the case studies, whose subjects involve tides.” including the instability of the scientific text, what is lost and gained in the process of translating science, and the impossibility of a truly universal technical language.” QUALITY OF LIFE. Assessment, Analysis and Interpretation. P.M. Fayers and D. Machin. Chichester, U.K.: Wiley, THOMAS KUHN. A Philosophical History of our Time. pp. xii + 404, £60.00. S. Fuller. University of Chicago Press, 2000, From the preface: “Measurement of quality of life has pp. xvii + 472, US$35.00/£24.50. grown to become a standard endpoint in many randomised From the book jacket: “Thomas Kuhn’s The Structure controlled trials and other clinical studies. In part, this is a of Scientific Revolutions is one of the best-known and most consequence of the realisation that many treatments for chronic influential books of the twentieth century. Whether they adore diseases frequently fail to cure, and that there may be limited or revile him, critics and fans alike have tended to agree on benefits gained at the expense of taking toxic or unpleasant one thing: Kuhn’s ideas were revolutionary. But were they? therapy. Sometimes therapeutic benefits may be outweighed “Fuller argues that Kuhn actually held a profoundly by quality of life considerations. In studies of palliative therapy, conservative view of science and how one ought to study its quality of life may become the principal or only endpoint of history. Early on, Kuhn came under the influence of Harvard consideration. In part, it is also a recognition that patients President James Bryant Conant (to whom Structure is should have a say in the choice of their therapy, and that dedicated), who had developed an educational program patients place greater emphasis upon non-clinical aspects intended to help deflect Cold War unease over science’s of treatment than healthcare professionals did in the past. uncertain future by focusing on its illustrious past. Fuller Nowadays, many patients and patient-support groups demand argues that this rhetoric made its way into Structure, which that they should be given full information about the Fuller sees as preserving and reinforcing the old view that consequences of their disease and its therapy, including impact science really is just a steady accumulation of truths about upon aspects of quality of life, and that they should be allowed the world (once “paradigm Shifts”) are resolved. to express their opinions. The term quality of life has become a “Fuller suggests that Kuhn, consciously or not, catch-phrase, and patients, investigators, funding bodies and shared the tendency in Western culture to conceal possible ethical review committees often insist that, where appropriate, negative effects of new knowledge from the general public. quality of life should be assessed as an endpoint for clinical Because it insists on a difference between a history of trials. science for scientists and one suited to historians. Fuller “The assessment, analysis and interpretation of charges that Structure created the awkward divide that has quality of life relies upon a variety of psychometric and led directly to the “Science Wars” and has stilled much statistical methods, many of which may be less familiar than the innovative research. In conclusion, the author offers a way other techniques used in medical research. Our objective is to forward that rejects Kuhn’s fixation on paradigms in favor of explain these techniques in a non-technical way.” a conception of science as a social movement designed to empower society’s traditionally disenfranchised elements. “Certain to be controversial, Thomas Kuhn must be read by anyone who has adopted, challenged, or otherwise engaged with The Structure of Scientific Revolutions.” 54

IMAGE MAKERS: ADVERTISING, PUBLIC This volume gives a comprehensive analysis of RELATIONS, AND THE ETHOS OF ADVOCACY. modern advocacy from commercials to government R. Jackhal and J.M. Hirota. University of Chicago Press, propaganda and advocacy’s roots in advertising and public 2000, pp. xii + 333, US$25.00/£16.00. relations.

NEW EDITIONS, PAPER EDITIONS OR REPRINTS

A HANDBOOK OF STATISTICAL ANALYSES USING PAUL DIRAC. The Man and his Work. A. Pais, M. Jacob, STATA, 2nd edition. S. Rabe-Hesketh and B Everitt. D.I. Olive and M.F. Atiyah. Edited by P. Goddard. 2000, pp. 210, £29.99. Cambridge University Press, 1999, pp. xv + 124, £14.95/US$21.95. [Original 1998; note, Short Book AN INTRODUCTION TO MATHEMATICAL STATISTICS Reviews, Vol. 18, p. 56] AND ITS APPLICATIONS. 3rd edition. R.J. Larsen and M.L. Marx. Upper Saddle River, SPATIAL TESSELLATIONS. Concepts and Applications of New Jersey: Prentice Hall, 2001, pp. x + 790. Voronoi Diagrams, 2nd edition. A. Okabe, B. Boots, K. Sugihara and S.N. Chiu. Foreword by D.G. Kendall. APPLIED FUNCTIONAL ANALYSIS. 2nd edition. Chichester, U.K.: Wiley, 2000, pp. xii + 671, £65.00. J.-P. Aubin. Exercises by B. Cornet and L.-M. Lasry. [Original 1992, Short Book Reviews, Vol. 13, p. 23]. Translated by C. Labrousse. New York: Wiley, 2000, pp. xvi + 495, £64.50. STATISTICAL DISTRIBUTIONS, 3rd edition. M Evans, N. Hastings and B. Peacock. New York: Wiley, 2000, APPLIED MATHEMATICAL MODELING. pp. xvi + 221, £35.50. [2nd edition 1993] A Multidisciplinary Approach. D.R. Shier and K.T. Wallenius. Boca Raton, Florida: Chapman and STATISTICS WITH APPLICATIONS TO THE BIOLOGICAL Hall/CRC, 2000, pp. xxiv + 443, £49.99. AND HEALTH SCIENCES, 3rd edition. M.A. Schork and R.D. Remington. Upper Saddle River, New Jersey: APPLIED STATISTICAL DECISION THEORY. Prentice-Hall, 2000, pp. xiv + 478 + disk. H. Raiffa and R. Schlaifer. New York: Wiley, 2000, pp. xxviii + 356, £41.95. [Original 1961] THE NATURE OF THE BOOK. Print and Knowledge in the Making, A. Johns. University of Chicago Press, 1998, ASYMPTOTIC STATISTICS. A.W. van der Vaart. pp. xvii + 753, US$22.50/£16.00 Paper. [Note, Short Book Cambridge University Press, 2000, pp. xv + 443, Reviews, Vol. 19, p. 15] £42.50/US$69.95 Cloth; £21.95/US$34.95 Paper. [Original 1998; Short Book Reviews, Vol. 19, p. 28] TIME. A Travelers Guide. C.A. Pickover, Oxford University Press, 1999, pp. xviii + 285, £16.99 Paper. [Original BAYES AND EMPIRICAL BAYES METHODS FOR DATA 1998]. ANALYSIS, 2nd edition. B.P. Carlin and T.A. Louis. Boca Raton, Florida: Chapman and Hall/CRC, 2000, UNDERSTANDING ROBUST AND EXPLORATORY DATA pp. xvii + 419, £34.99. [Original 1996, Short Book ANALYSIS. D.C. Hoaglin, F. Mosteller and J.W. Tukey Reviews, Vol. 17, p. 2]. (Eds.). New York: Wiley, 2000, pp. xx + 447, £45.50. [Original 1983; Short Book Reviews, Vol. 4, p.18] NONLINEAR MODEL PREDICTIVE CONTROL. F. Allgöwer and A. Zheng (Eds.). Basel: Birkhäuser, 2000, pp. vii + 472, SFr168.00/DM198.00/ÖS1446.00.

GOVERNMENT PUBLICATIONS

EMPLOI ET CHOMAGE 1994-1999. Bulletin de STATEC, Voorburg: Statistics Netherlands, 1999, pp. 41, DFL20.00 Volume XXXXVII, No.3. Luxembourg: Service Central de la per copy/DFL42.00 Annual Subscription. Statistique et des Etudes Economiques, 2000, pp. 53, LUF150.00 per issue/LUF900.00 Annual subscription (8 NETHERLANDS OFFICIAL STATISTICS. Volume 15, issues). Spring 2000. Voorburg/Heerlen: Statistics Netherlands, 2000, pp 50, DFL20.00 per copy/DFL42.00 Annual NETHERLANDS OFFICIAL STATISTICS. Volume 14, Subscription. Winter 1999. J. Pannekoek (Editor-in-Chief).

55

UNITED NATIONS STATISTICAL OFFICE PUBLICATIONS RECENTLY ISSUED

CHARTING THE PROGRESS OF POPULATIONS. POPULATION AND VITAL STATISTICS REPORT. ST/ESA/SER.R/151, 2000, Statistical Papers, Series A, Vol. LII, No. 1. U.N. Sales No. E.00.XIII.6, pp. x + 95. Data available as of 1 January 2000. ST/ESA/STAT/SER.A/212, 2000, pp. 19. CLASSIFICATIONS OF EXPENDITURE ACCORDING TO PURPOSE: COFOG, COICOP, COPNI, COPP. POPULATION AND VITAL STATISTICS REPORT. Statistical Papers, Series M, No. 84, Statistical Papers, Series A, Vol. LII, No. 2. ST/ESA/STAT/SER.M/84, 2000, U.N. Sales No. Data available as of 1 April 2000. E.00.XVII.6, pp. 159. ST/ESA/STAT/SER.A/213, 2000, pp. 19. NATIONAL ACCOUNTS STATISTICS: THE WORLD’S WOMAN 2000. Trends and Statistics. Main Aggregates and Detailed Tables, 1995. Part II. Social Statistics and Indicators, Series K. No.16, ST/ESA/STAT/SER.X/24.PARTII, 1999, ST/ESA/STAT/SER.K/16, 2000, U.N. Sales No. E.99.XVII.7, pp. xx + 1260. U.N. Sales No.E.00.XVII.14, pp. xx + 180.

COLLECTED PAPERS, TABLES AND PROCEEDINGS

APPLIED AND COMPUTATIONAL CONTROL, SIGNALS MEASURING RISK IN COMPLEX STOCHASTIC AND CIRCUITS. Volume 1, B.N. Datta (Ed.). Boston: SYSTEMS. J. Franke, W. Härdle and G. Stahl (Eds.). Birkhäuser, 1999, pp. xxi + 539, New York: Springer-Verlag, 2000, pp. xiii + 257, SFr118.00/DM138.00/ÖS1008.00. US$45.95/DM119.00/£39.62. ARL STATISTICS 1998-99. A compilation of statistics from META-ANALYSIS IN MEDICINE AND HEALTH POLICY. the one hundred twenty-one members of the Association D.K. Stangl and D.A. Berry (Eds.). New York: of Research Libraries. M. Kyrillidou and M. O’Connor Dekker, 2000, pp. xiii + 398. (Ed.). Washington D.C.: Association of Research Libraries, 2000, pp. 127. ON GROWTH AND FORM. Spatio-temporal Pattern Formation in Biology. M.A.J. Chaplain, G.D. Singh ENCYCLOPEDIA OF BIOPHARMACEUTICAL and J.C. McLachlan (Eds.). Chichester, U.K.: Wiley, STATISTICS. S.-C. Chow (Ed.). New York: Dekker, 2000, 1999, pp. xxii + 413, £80.00. pp. xiv + 535. SEMI-MARKOV MODELS AND APPLICATIONS. EQUILIBRIUM. Volume I: Introduction to Equilibrium in J. Janssen and N. Limnios (Eds.). Dordrecht: Economics; Volume II: Equilibrium in Traditional Models; Kluwer Academic, 1999, pp. xxi + 404, Volume III: Some Recent Types of Equilibrium Models. Dfl.320.00/US$169.00/£106.00. D.A. Walker (Ed.), Cheltenham, U.K.: Edward Elgar, 2000, pp. xxiii + 583 (Volume I); SIMULATION-BASED INTERFERENCE IN pp. x + 598 (Volume II); pp. x + 621 (Volume III), £400.00 ECONOMETRICS. Methods and Applications. (3-volume set). R. Mariano, T. Schuermann and M.J. Weeks (Eds.). Cambridge University Press, 2000, pp. x + 462, FRACTAL GEOMETRY AND STOCHASTICS II. C. Bandt, £55.00/US$85.00. S. Graf and M. Zähle (Eds.). Basel: Birkhäuser, 2000, pp. x + 292, SFr.98.00/DM118.00/AS.862.00. STATISTICS IN ECOTOXICOLOGY. T. Sparks (Ed.). Chichester, U.K.: Wiley, 2000, pp. x + 320, £60.00. HANDBOOK OF DISCRETE AND COMBINATORIAL MATHEMATICS. K.H. Rosen (Editor-in-Chief). THE APPLICATION OF STATISTICAL AND Boca Raton, Florida: CRC Press, 2000, pp. 1232, £62.99. ECONOMETRIC METHODS FOR MODELLING OF ECONOMIC PROCESSES. V. Sboraík (Ed.). Acta HETEROGENEOUS MEDIA. Micromechanics Modeling Oeconomica Pragensia, 4. Ročník 7. Praha: VSE, 1999, Methods and Simulations. K. Markov and L. Preziosi (Eds.). pp. 180. Boston: Birkhäuser, 2000, pp. xiv + 477, SFr148.00/DM178.00/ÖS1300.00. THE CHANGING HOSPITAL INDUSTRY. Comparing Not- For-Profit and For-Profit Institutions. D.M. Cutler (Ed.). INTERDISCIPLINARY PERSPECTIVES ON DRINKING University of Chicago Press, 2000, pp. ix + 368, WATER RISK ASSESSMENT AND MANAGEMENT. US$53.00/£37.50. E.G. Reichard, F.S. Hauchman and A.M. Sancha (Eds.). Wallingford, U.K.: IAHS Press, 2000, pp. ix + 177, £33.00. TRACERS AND MODELLING IN HYDROGEOLOGY. A. Dassargues (Ed.). Wallingford, U.K.: IAMS Press, MACHINE INTELLIGENCE, 15. Intelligent Agents. 2000, pp. xi + 571, £74.00. K. Furukawa, D. Michie and S. Muggleton (Eds.). Oxford University Press, 1999, pp. iv + 515, WAVELETS. The key to Intermittent Information? £125.00. B.W. Silverman and J.C. Vassilicos (Eds.). Oxford University Press, 2000, pp. xiv + 256, £45.00. 56

BOOKS RECEIVED

A GUIDE TO MONTE CARLO SIMULATIONS IN INTRODUCTION TO GRAPHICAL MODELLING, STATISTICAL PHYSICS. D.P. Landau and K. Binder. 2nd edition. D Edwards. New York: Springer-Verlag, Cambridge University Press, 2000, pp. xiii + 384, 2000, pp. xv + 333, US$69.95/DM139.00/£46.32. £65.00/US$100.00 Cloth; £22.95/US$37.95 Paper. LIMIT THEOREMS FOR RANDOM FIELDS WITH A PRIMER IN LONGITUDINAL DATA ANALYSIS. W. Taris. SINGULAR SPECTRUM. N. Leonenko. Dordrecht: London: Sage, 2000, pp. ix + 163, £47.50 Cloth, Kluwer Academic, 1999, pp. viii + 401, £18.99 Paper. DFl.320.00/US$192.00/£112.00. ADVENTURES IN SOCIAL RESEARCH. Data Analysis MATHEMATICAL EPIDEMIOLOGY OF INFECTIOUS Using SPSS™ for Windows 95/98. E. Babbie, F. Halley DISEASES. Model Building, Analysis and Interpretation. and J. Zaino. Thousand Oaks, California: O. Diekmann and J.A.P. Heesterbeek. Chichester, U.K.: Pine Forge, 2000, pp. xxviii + 451 + Disk, £27.00. Wiley, 2000, pp. xvi + 303, £39.95. AGAINST THE TIDE. An Autobiographical Account MATRIX ANALYSIS AND APPLIED LINEAR ALGEBRA. of a Professional Outsider. L.C. Woods. Bristol: C. Meyer. Philadelphia: Society for Industrial and Applied Institute of Physics, 2000, pp. xiii + 319, Mathematics, 2000, pp. viii + 718, US$ 75.00. (Solutions £26.00/US$40.00. manual 171 pages). APPROXIMATION THEORY. Moduli of Continuity and MODELING, ANALYSIS, DESIGN, AND CONTROL Global Smoothness Preservation. G.A. Anastassiou and OF STOCHASTIC SYSTEMS. V.G. Kulkarni. S.G. Gal. Boston: Birkhäuser, 2000, New York: Springer-Verlag, 1999, pp. xiv + 374, pp. xi + 525, SFr.158.00/DM.188.00/ÖS.1373.00. US$69.95/DM129.00/£43.46. BILINEAR STOCHASTIC MODELS AND RELATED MULTILEVEL ANALYSIS: AN INTRODUCTION TO BASIC PROBLEMS OF NONLINEAR TIME SERIES ANALYSIS. AND ADVANCED MULTILEVEL MODELLING. A Frequency Domain Approach. G. Terdik. New York: T.A. Snijders and R.J. Bosker. London: Sage, 1999, Springer-Verlag, 1999, pp. xx + 260, pp. viii + 266. US$54.00/DM109.00/£33.81. OPTIMAL FILTERING. Volume II: Spatio-Temporal Fields. CONSTRUCTIVE MODELS. Y.L. Ershov and V. Fomin. Dordrecht: Kluwer Academic, 1999, S.S. Goncharov. New York: Kluwer/Plenum Press pp. xii + 359, DFl.295.00/US$180.00/£105.00. Consultants Bureau, 2000, pp. xii + 293, US$195.00/£135.00/DFl.453.00. ORDINAL DATA MODELING. V.E. Johnson and J.H. Albert. New york: Springer-Verlag, 1999, pp. x + 258, US$64.95. CUTTING BROWNIAN PATHS. Memoirs of the American Mathematical Society, Volume 137, No. 657. PARTIAL DIFFERENTIAL EQUATIONS. Approximate R.F. Bass and K. Burdzy. Providence, Rhode Island: Solutions in Scales of Functional Spaces. Mathematical American Mathematical Society, 1999, pp. viii + 95. Research, Volume 108. T.V. Gramchev and P.R. Popivanov. Berlin: Wiley-VCH, 2000, pp. 155, DISCOVERING STATISTICS USING SPSS FOR £50.00. WINDOWS: Advance Techniques for the Beginner. A. Field. London: Sage, 2000, pp. xiii + 496, PROBABILISTIC BEHAVIOR OF HARMONIC £60.00 Cloth; £19.99 Paper. FUNCTIONS. R. Bañuelos and C.A. Moore. Basel: Birkhäuser, 1999, pp. xiv + 204, EVALUATING DERIVATIVES. Principles and Techniques of SFr98.00/DM118.00/ÖS862.00. Algorithmic Differentiation. A. Griewank. Philadelphia: Society for Industrial and Applied Mathematics, 2000, PROBABILITY METHODS FOR COST UNCERTAINTY pp. xxiv + 369, US$49.50. ANALYSIS. A Systems Engineering Perspective. P.R. Garvey. New York: Dekker, 2000, pp. xv + 401. FEYNMAN INTEGRAL AND RANDOM DYNAMICS IN QUANTUM PHYSICS. A Probabilistic Approach to RESEARCH AND EVALUATION FOR BUSINESS. Quantum Dynamics. Z. Haba. Dordrecht: M.K. Pelosi, T.M. Sandifer and U. Sekaran. New York: Kluwer Academic, 1999, pp. xx + 364, Wiley, 2001, pp. xiii + 876 + CD, £32.50. DFl.298.00/US$180.00/£125.00. SELF-LEARNING CONTROL OF FINITE MARKOV CHAINS. FRENCH DNA. Trouble in Purgatory. P. Rabinow. A.S. Poznyak, K. Najim and E. Gómez-Ramírez. University of Chicago Press, 1999, pp. viii + 201, New York: Dekker, 2000, pp. xiii + 298. US$25.00/£17.50. SPECTRAL METHODS IN MATLAB. L.N. Trefethen. HAS FEMINISM CHANGED SCIENCE? L. Schiebinger. Philadelphia: Society for Industrial and Applied Cambridge, Massachusetts: Harvard University Press, 1999, Mathematics, 2000, pp. xvi + 165, US$36.00. pp. x + 252, £18.50. STAT LABS. Mathematical Statistics through Applications. HEALTH FUTURES. A Handbook for Health Professionals. D. Nolan and T. Speed. New York: Springer-Verlag, M.J. Garrett. Geneva: World Health Organization, 1999, 2000, pp. xv + 282, US$34.95/DM69.00/£23.29. pp. xiv + 320, Sw.Fr.102/US$91.80. STATISTICAL METHODS IN ANALYTICAL CHEMISTRY, INTEGRABLE GEODESIC FLOWS ON TWO- 2nd edition. P.C. Meier and R.E. Zünd. New York: Wiley, DIMENSIONAL SURFACES. A.V. Bolsinov and 2000, pp. xvi + 424, £61.50. A.T. Fomenko. New York: Consultants Bureau, 2000, pp. xiii + 322, US$165.00/£114.00/ DFl.385.00. 57 58 59

STATISTICS FOR PEOPLE WHO (THINK THEY) HATE THE DYNAMICS OF CONTROL. F. Colonius and STATISTICS. N.J. Salkind. Thousand Oaks, California: W. Kliemann. Appendix by L. Grüne. Boston: Birkhäuser, Sage, 2000, pp. xxi + 383. 2000, pp. xii + 629, SFr158.00/DM188.00/ÖS1373.00. STATISTICS FOR SOCIAL AND HEALTH RESEARCH. THE FEYNMAN INTEGRAL AND FEYNMAN’S With a guide to SPSS. G. Argyrous. London: OPERATIONAL CALCULUS. G.W. Johnson and Sage, 2000, pp. xiii + 538 + CD, M.L. Lapidus. Oxford: Clarendon Press, 2000, £60.00 Cloth; £24.99 Paper. pp. xviii + 771, £90.00. STOCHASTIC MODELS OF SYSTEMS. V.S. Korolyuk and THE MATH CHAT BOOK. F. Morgan. Washington D.C.: V.V. Korolyuk. Dordrecht: Kluwer Academic, 1999, The Mathematical Association of America, 2000, pp. xii + 185, DFl.175.00/US$105.00/£62.00. pp. xiv + 113, US$19.95. STOCHASTIC POPULATION MODELS: A Compartmental THE MEME MACHINE. S. Blackmore. New York: Oxford Perspective. J.H. Matis and T.R. Kiffe. New York: University Press, 1999, pp. xx + 264, £18.99. Springer-Verlag, 2000, pp. x + 202, THE STATISTICAL MECHANICS OF INTERACTING US$49.95/DM98/£33.17. WALKS, POLYGONS, ANIMALS AND VESICLES. SUBSAMPLING. D.N. Politis, J.P. Romano and M. Wolf. E.J. Janse van Rensburg. Oxford University Press, 2000, New York: Springer-Verlag, 1999, pp. xv + 347. pp. x + 379, £45.00 US$79.95/DM156.00/£49.86. THE TWO SEXES. Growing Up Apart, Coming Together. THE ART OF MODELING IN SCIENCE AND E.E. Maccoby. Cambridge, Massachusetts: ENGINEERING. D. Basmadjian. Boca Raton, Florida: The Belknap Press of Harvard University Press, 1999, Chapman and Hall/CRC Press, 1999, pp. 654, £59.00. pp. viii + 376, £13.50. THE BEGINNINGS AND EVOLUTION OF ALGEBRA. UNDERSTANDING SOCIAL STATISTICS. J.L. Fielding and I.G. Bashmakova and G.S. Smirnova. Washington D.C.: G.N. Gilbert. London: Sage, 2000, pp. x + 329. The Mathematical Association of America, 2000, VARIATIONAL METHODS IN NONLINEAR ELASTICITY. pp. xvi + 179, US$24.95. P. Pedregal. Philadelphia, Pennsylvania: Society for THE CONTEST PROBLEM BOOK VI. American High Industrial and Applied Mathematics, 2000, pp. xi + 99, School Mathematics Examinations 1989-1994. US$32.00. L.J. Schneider. Washington D.C.: The Mathematical WAVELETS MADE EASY. Y. Nievergelt. Boston: Association of America, 2000, pp. xx + 212, US$21.95. Birkhäuser, 1999, pp. xi + 297, SFr78.00/DM88.00/ÖS643.00. INDEX, VOLUME 20, 2000

Anderson, M.J. and Fienberg, S.E. Who Counts? The Chernick, M.R. Bootstrap Methods: A Practitioner’s Guide. Politics of Census-Taking in Contemporary America. (G.A. Young) p. 9. (D.A. Binder) p. 1. Chilès, J.-P. and Delfiner, P. Geostatistics. Modeling Spatial Andrews, D.F. and Stafford, J.E. Symbolic Computation for Uncertainty. (B.D. Ripley) p. 5. Statistical Inference. (G.A. Young) p. 45. Collins, C.A. and Seeney, F.M. Statistical Experimental Arnold, B.C., Castillo, E. and Sarabia, J.M. Conditional Design and Interpretation. An Introduction with Specification of Statistical Models. (B.J.T. Morgan) p. 46. Agricultural Examples. (C.M. O’Brien) p. 10. Avellaneda, M. and Laurence, P. Quantitative Modeling of Cook, R.D. and Weisberg, S. Applied Regression Including Derivative Securities. (D.J. Hand) p. 32. Computing and Graphics. (N.R. Draper) p. 26. Bartholomew, D.J. and Knott, M. Latent Variable Models and Cowell, R., Dawid, A.P., Lauritzen, S.L. and Spiegelhalter, Factor Analysis, 2nd edition. (W.J. Krzanowski) p. 29. D.J. Probabilistic Networks and Expert Systems. Bather, J. Decision Theory: An Introduction to Dynamic (V.V. Fedorov) p. 30. Programming and Sequential Decisions. (V.S. Isham) p. 47. Cox, D.R. and Reid, N. The Theory of the Design of Berthold, M. and Hand, D.J. (Eds.) Intelligent Data Analysis: Experiments. (S.M. Lewis) p. 42. An Introduction. (C.M. O’Brien) p. 12. Cristianini, N. and Shawe–Taylor, J. An Introduction to Bilodeau, M. and Brenner, D. Theory of Multivariate Support Vector Machines. (D.J. Hand) p. 50. Statistics. (R. Shanmugam) p. 28. Dale, M.R.T. Spatial Pattern Analysis in Plant Ecology. Blischke, W.R. and Murthy, D.N.P. Reliability. Modeling, (M.F. Ramalhoto) p. 5. Prediction and Optimization. (J.F. Lawless) p. 44. De Gans, H.A. Population Forecasting 1895–1945. The Bloomfield, P. Fourier Analysis of Time Series. An Transition to Modernity. (D. Coleman) p. 1. Introduction, 2nd edition. (R. Coleman) p. 48. Dodge, Y. Analyse de Régression Appliquée. Böhning, D. Computer-Assisted Analysis of Mixtures and (N.D.C. Veraverbeke) p. 3. Applications. Meta–Analysis, Disease Mapping and Others. Donnelly, C.A. and Ferguson, N.M. Statistical Aspects of BSE (C.M. O’Brien) p. 46. and vCJD. Models for Epidemics. (R.N. Curnow) p. 1. Brémaud, P. Markov Chains, Gibbs Fields, Monte Carlo Dorfman, J.R. An Introduction to Chaos in Nonequilibrium Simulation, and Queues. (P.A.L. Embrechts) p. 48. Statistical Mechanics. (F.H. Berkshire) p. 49. Breyfogle III, F.W. Implementing Six Sigma: Smarter Dudley, R.M. Uniform Central Limit Theorems. Solutions Using Statistical Methods. (C.A. Fung) p. 4. (N.D.C. Veraverbeke) p. 30. Brodsky, B.E. and Darkhovsky, B.S. Non-Parametric Durbin, R., Eddy, S., Krogh, A. and Mitchison, G. Biological Statistical Diagnosis. (N.D.C. Veraverbeke) p. 45. Sequence Analysis. Probabilistic Models of Proteins and Brown, H. and Prescott, R. Applied Mixed Models in Nucleic Acids. (D. Siegmund) p. 2. Medicine. (C.M. O’Brien) p. 27. Durrett, R. Essentials of Stochastic Processes. Chatterjee, S., Hadi, A.S. and Price, B. Regression Analysis (P.A.L. Embrechts) p. 9. by Example, 3rd edition. (P. Prescott) p. 26. Eddison, J. Quantitative Investigations in the Biosciences Chen, M.-H., Shao, Q.-M. and Ibrahim, J.G. Monte Carlo Using MINITAB™. (C.M. O’Brien) p. 44. Methods in Bayesian Compution. (A.V. Tsukanov) p. 47. Cheng, C.-L. and Van Ness, J.W. Statistical Regression with Measurement Error. (N.R. Draper) p. 11. 60 Evans, M. and Swartz, T. Approximating Integrals via Migon, H.S. and Gammerman, D. Statistical Inference. An Monte Carlo and Deterministic Methods. (C.D. Kemp) p. 50. Integrated Approach. (N.D.C. Veraverbeke) p. 8. Everitt, B.S. Chance Rules. (N.R. Draper) p. 21. Mills, T.C. The Econometric Modelling of Financial Time Fine, T.L. Feedforward Neural Network Methodology. Series, 2nd edition. (J.G. MacKinnon) p. 7. (D.J. Hand) p. 14. Nagasawa, M. Stochastic Processes in Quantum Physics. Foata, D. and Fuchs, A. Wahrscheinlichkeitsrechnung. (O.E. Barndorff-Nielsen) p. 49 (N.D.C. Veraverbeke) p. 23. Neuilly, M. and CETAMA Modelling and Estimation of Fox, B.L. Strategies for Quasi-Monte Carlo. (R. Boel) p. 29. Measurement Errors. (D.J. Hand) p. 6. Frieden, B.R. Physics from Fisher Information: A Unification. Nielsen, L.T. Pricing and Hedging of Derivative Securities. (A.W. Kemp) p. 22. (P.A.L. Embrechts) p. 31. Gershenfeld, N. The Nature of Mathematical Modeling. Pagan, A. and Ullah, A. Nonparametric Econometrics. (R. (N.D.C. Veraverbeke) p. 21. Coleman) p. 12. Gordon, A.D. Classification, 2nd edition. (L. Billard) p. 10. Prakasa Rao, B.L.S. Semimartingales and their Statistical Govindarajulu, Z. Elements of Sampling Theory and Inference. (C.C. Heyde) p. 8. Methods. (P. Prescott) p. 29. Prakasa Rao, B.L.S. Statistical Inference for Diffusion Type Guttmann, Y.M. The Concept of Probability in Statistical Processes. (C.C. Heyde) p. 8. Physics. (D.J. Hand) p. 22. Pronzato, L., Wynn, H.P. and Zhigljavsky, A.A. Dynamical Härdle, W., Klinke, S. and Muller, M. XploRe – The Search — Applications of Dynamical Systems in Search Interactive Statistical Computing Environment. Academic and Optimization. (G.C. Goodwin) p. 33. edition. (A.V. Tsukanov) p. 44. Rencher, A.C. Linear Models in Statistics. (N.R. Draper) Healy, M.J.R. Matrices for Statistics, 2nd edition. (T. Lewis) p. 27. p. 45. Robert, C.P. and Cassella, G. Monte Carlo Statistical Hedayat, A.S., Sloane, N.J.A. and Stufken, J. Orthogonal Methods. (A. Lawson) p. 12. Arrays. Theory and Applications. (P.W.M. John) p. 9. Robinson, G.K. Practical Strategies for Experimenting. Hunt, P.J. and Kennedy, J.F. Financial Derivatives in (C.M. O’Brien) p. 43. Theory and Practice. (D.J. Hand) p. 48. Rosenblatt, M. Gaussian and Non-Gaussian Linear Time Ivanoff, G. and Marzbach, E. Set-Indexed Martingales. Series and Random Fields. (G. Samorodnitsky) p. 48. (P.E. Greenwood) p. 30. Ross, S.M. An Introduction to Mathematical Finance: Jennison, C. and Turnbull, B.W. Group Sequential Options and Other Topics. (P.P. Boyle) p. 31. Methods with Applications to Clinical Trials. (V.T. Sahai, H. and Ageel, M.I. The Analysis of Variance. Farewell) p. 25. (P. Prescott) p. 43. Kadane, J.B., Schervish, M.J. and Seidenfeld, T. Schinazi, R.B. Classical and Spatial Stochastic Processes. Rethinking the Foundations of Statistics. (D.J. Hand) (B.D. Ripley) p. 5. p. 22. Serfozo, R. Introduction to Stochastic Networks. (J.F. Kallianpur, G. and Karandikar, R.L. Introduction to Option Teugels) p. 14. Pricing Theory. (D.J. Hand) p. 31. Singpurwalla, N. and Wilson, S. Statistical Methods in Kendall, D.G., Barden, D., Carne, T.K. and Le, H. Software Engineering: Reliability and Risk. (A. Lawson) Shape and Shape Theory. (R. Pyke) p. 24. p. 13. Knight, K. Mathematical Statistics. (N.D.C. Veraverbeke) Spanos, A. Probability Theory and Statistical Inference. p. 25. Econometric Modeling with Observational Data. (R. Kolosov, G.E. Optimal Design of Control Systems, Coleman) p. 7. Stochastic and Deterministic Problems. (G.C. Goodwin) Stigler, S.M. Statistics on the Table: The History of p. 32. Statistical Concepts and Methods. (G.A. Barnard) p. 41. Korn, E.L. and Graubard, B.I. Analysis of Health Surveys. Tarter, M.E. Statistical Curves and Parameters: Choosing (T.A. Stukel) p. 24. an Appropriate Approach. (G.A. Young) p. 46. Kotz, S., Balakrishnan, N. and Johnson, N.L. Continuous Terrell, G.R. Mathematical Statistics: A Unified Approach. Multivariate Distributions, volume 1: Models and (M.C. Borja) p. 25. Applications, 2nd edition. (C.D. Kemp) p. 41. Thompson, J.R. Simulation. A Modeler’s Approach. (N.R. Lachin, J.M. Biostatical Methods. The Assessment of Draper) p. 28. Relative Risks. (B.L. De Stavola) p. 43. van de Geer, S. Applications of Empirical Process Theory. Le Gall, J.-F. Spatial Branching Processes, Random (N.D.C. Veraverbeke) p. 47. Snakes and Partial Differential Equations. (V.S. Isham) Vapnik, V.N. The Nature of Statistical Learning Theory, p. 30. 2nd edition. (V.V. Fedorov) p. 21. Leonard, T. with contributions by Papasouliotis, O. Vidakovic, B. Statistical Modeling by Wavelets. (E. McCoy) A Course in Categorical Data Analysis. (J.M. Juritz) p. 10. p. 11. Leonard, T. and Hsu, J.S.J. Bayesian Methods: An Whittle, P. Neural Nets and Chaotic Carriers. (S. Amari) Analysis for Statisticians and Interdisciplinary p. 13. Researchers. (J.V. Zidek) p. 25. Wild, J. and Seber, G.A.F. Chance Encounters. A First Lindsey, J.K. Models for Repeated Measurements, 2nd Course in Data Analysis and Inference. (J.M. Juritz) edition. (D.J. Hand) p. 6. p. 23. Lloyd, C.J. Statistical Analysis of Categorical Data. (B.J.T. Wilkinson, L. The Grammar of Graphics. (J.T. Smith) p. 3. Morgan) p. 6. Williams, H.P. Model Building in Mathematical Loader, C. Local Regression and Likelihood. (S. Leonov) Programming, 4th edition. (S. Powell) p. 33. p. 28. Woodward, M. Epidemiology: Study Design and Data Mardia, K.V. and Jupp, P.E. Directional Statistics. (P.J. Analysis. (H.M. Oksanen) p. 2. Laycock) p. 42. Wu, C.F.J. and Hamada, M. Experiments: Planning, Maxim, P.S. Quantitative Research Methods in the Social Analysis, and Parameter Design Optimalization. (T. Sciences. (S. Starkings) p. 3. Fearn) p. 42. McConway, K.J., Jones, M.C. and Taylor, P.C. Statistical Yong, J. and Zhou, X.Y. Stochastic Control, Hamiltonian Modelling Using Genstat. (C.M. O’Brien) p. 27. Systems and HJB Equations. (G.C. Goodwin) p. 14.