An Interview with Ben Brown, Co-founder of So New Media and Publisher of Words! Words! Words!

With this installment of “They Might Be Giants,” Michael Brown talks with Ben Brown (no relation) about publishing books (ten so far!) and magazines (issue 3 of Words! Words! Words! is about to be released), while at the same time working nine-to-five at a really boring tech job. It's a do-it-yourselfer's dream come true. Serials Review 2002; 28:344–348.     

Conditional estimation of average on the basis of weighting data

LetF(x,y) be a distribution function of a two dimensional random variable (X,Y). We assume that a distribution functionF _x(x) of the random variableX is known. The variableX will be called an auxiliary variable. Our purpose is estimation of the expected valuem=E(Y) on the basis of two-dimensional simple sample denoted by:U=[(X ₁, Y₁)…(X_n, Y_n)]=[X Y]. LetX=[X ₁…X _n]andY=[Y ₁…Y _n].This sample is drawn from a distribution determined by the functionF(x,y). LetX _(k)be the k-th (k=1, …,n) order statistic determined on the basis of the sampleX. The sampleU is truncated by means of this order statistic into two sub-samples: % MathType!End!2!1! and % MathType!End!2!1!.Let % MathType!End!2!1! and % MathType!End!2!1! be the sample means from the sub-samplesU _k,1 andU _k,2, respectively. The linear combination % MathType!End!2!1! of these means is the conditional estimator of the expected valuem. The coefficients of this linear combination depend on the distribution function of auxiliary variable in the pointx _(k).We can show that this statistic is conditionally as well as unconditionally unbiased estimator of the averagem. The variance of this estimator is derived. The variance of the statistic % MathType!End!2!1! is compared with the variance of the order sample mean. The generalization of the conditional estimation of the mean is considered, too.     

Newsletters for Networks

Abstract

In the previous installment of this column, Donnice Cochenour wrote about Project Muse, Johns Hopkins University Press's project to provide electronic access to its journals. This column will explore OCLC's collaboration with publishers who are making traditional print publications available electronically. Serials Review interviewed Andrea Keyhani, Manager of Electronic Publishing at OCLC, about traditional print publishers' interests in electronic distribution of journals, OCLC's solution to publishers' migration to electronic distribution, enhancements to their Guidon software, and libraries' costs and archive concerns.     

Computing the distribution of spearman's footrule in O ( n^4 ) time

Consider the exact distribution of Spearman's "footrule", D(\sigma, \pi) = \sum_{i=1}^n \vert \sigma (i) - \pi (i)\vert , where \sigma and \pi are chosen independently at random from S_n , the set of all permutations of the first n integers; or, equivalently, where \sigma is chosen at random and \pi = (1,2,\ldots,n) . This can obviously be obtained by complete enumeration of all n ! permutations: that is, in O(n!) time. However, we show that the intrinsically different approach used by Salama and Quade (1990) reduces the computation to the polynomial-time class, specifically, to O(n^4) time.     

An Interview with Ariel Gore and Bee Lavender of Hip Mama

Abstract

Every small, unassuming zine has the potential to be big. Case in point: Hip Mama, a zine that began in the early '90s as Ariel Gore's senior project using a $1,000 student loan and blossomed into a nationally acclaimed alternative parenting resource. Together with Bee Lavender, Gore continues to publish the journal much as she did with that first issue. But today new readers and new technologies are pushing the zine onto the Web and into larger communities. Read all about how a little zine became a giant in this interview with Ariel Gore and Bee Lavender of Hip Mama. Serials Review 2002; 28:159–162.     

Estimation of a multivariate normal covariance matrix under a certain structure

We consider the estimation of Σ of the p-dimensional normal distribution N_p (0, Σ) when Σ?=?θ₀ I_p ?+?θ₁ aa′, where a is an unknown p-dimensional normalized vector and θ₀?>?0, θ₁?≥?0 are also unknown. First, we derive the restricted maximum likelihood (REML) estimator. Second, we propose a new estimator, which dominates the REML estimator with respect to Stein's loss function. Finally, we carry out Monte Carlo simulation to investigate the magnitude of the new estimator's superiority.     

Ohio Little Magazines

Abstract

The company now known as DC began as National Periodicals, publishing anthology series such as Adventure Comics, More Fun Comics, and Detective Comics. Superman, the first true “super-hero,” appeared on the scene in a brief story in Action Comics no. 1 (June, 1938). Batman appeared not long after, in the pages of Detective Comics no. 27 (May 1939)|3-and the world was never the same. In the late 1940s, National absorbed its competitor Ail-American Comics (which published such series as Green Lantern, Aquaman, and Green Arrow) and changed the company's name to Detective Comics, “DC” for short. The merger made DC the largest comic book company until the 1950s, when interest in the medium dried up, and Dell, who at that time published Walt Disney's comic books, took over the top spot.     

Failure Rates and Publication Status: Periodicals Reviewed in Library Journal (1980–2005) and Database Accuracy

Abstract

Life spans of periodicals are described for all titles reviewed in Library Journal's (LJ) “Magazines” column from 1980 through 2005 using data from WorldCat, EBSCO's Serials Directory and Ulrichsweb. Fifty-four percent of the periodicals reviewed in LJ have failed. The highest rate of failure is in the first few years of publication, but there remains a substantial failure rate thereafter. The many challenges of keeping accurate records on end dates for periodicals are discussed in the context of cooperative cataloging under CONSER's leadership. The relative strengths and weaknesses of data in WorldCat, Serials Directory and Ulrichsweb are discussed and quantified.     

Four Correlation Coefficients with a Third Blocking Variable: Their Efficacy,Relative Efficiency,and Test Statistics

Abstract

The efficacy and the asymptotic relative efficiency (ARE) of a weighted sum of Kendall's taus, a weighted sum of Spearman's rhos, a weighted sum of Pearson's r's, and a weighted sum of z-transformation of the Fisher–Yates correlation coefficients, in the presence of a blocking variable, are discussed. The method of selecting the weighting constants that maximize the efficacy of these four correlation coefficients is proposed. The estimate, test statistics and confidence interval of the four correlation coefficients with weights are also developed. To compare the small-sample properties of the four tests, a simulation study is performed. The theoretical and simulated results all prefer the weighted sum of the Pearson correlation coefficients with the optimal weights, as well as the weighted sum of z-transformation of the Fisher–Yates correlation coefficients with the optimal weights.     

Explicit Formulae for the Queue Length Distribution of Batch Arrival Systems

Abstract

A G ^θ I/G/1-type batch arrival system is considered. Explicit formulae for the distribution of queue length both at the fixed time t and as t → ∞ are obtained. The study is based on the generalization of Korolyuk's method for semi-markov random walks.     

The Librarians Guide to Intellectual Property in the Digital Age

Abstract

Michael Brown goes for broke and contacts literary royalty, the co-publisher of Glimmer Train Stories. Talking to Susan Burmeister-Brown, Michael learns that little magazines are rarely little. Often, they are as big as the hearts that pour into them.     

Reviews

Abstract

Jill M. Church reviews Exploring Discovery: The Front Door to Your Library's Licensed and Digitized Content; Scott Johnson reviews Now You're a Manager: Quick and Practical Strategies for New Mid-level Managers in Academic Libraries.     

Adaptive plotting position and test of normality

The quantile–quantile plot is widely used to check normality. The plot depends on the plotting positions. Many commonly used plotting positions do not depend on the sample values. We propose an adaptive plotting position that depends on the relative distances of the two neighbouring sample values. The correlation coefficient obtained from the adaptive plotting position is used to test normality. The test using the adaptive plotting position is better than the Shapiro–Wilk W test for small samples and has larger power than Hazen's and Blom's plotting positions for symmetric alternatives with shorter tail than normal and skewed alternatives when n is 20 or larger. The Brown–Hettmansperger T* test is designed for detecting bad tail behaviour, so it does not have power for symmetric alternatives with shorter tail than normal, but it is generally better than the other tests when β₂ is greater than 3.25.     

From Picas to Pixels: Life in the Trenches of Print and Web Publishing: An Interview with Rick and Andy Alfaro,Editors of FILE Magazine

Abstract

“They Might Be Giants” gets a facelift, tackles a new medium and welcomes a co-editor. Michael Brown and Jessica Teeter bring you this first installment of “From Picas to Pixels: Life in the Trenches of Print and Web Publishing.” This installment features an interview with the publishers of a Web magazine called FILE Magazine, A Collection of Unexpected Photography.     

Role of weights in improving the efficiency of Kim and Warde's mixed randomized response model

ABSTARCT

In this paper we have suggested a class of unbiased estimators of π_S, the proportion of respondents possessing a sensitive attribute A using mixed randomized response model. The variance of the proposed class of estimators has been obtained. In addition to Kim and Warde's (2005) estimator, several other acceptable estimators of π_S have been identified from the proposed class for suitable weights. It has been shown that the newly identified estimators are more efficient than the Kim and Warde's (2005) estimator. Numerical illustrations and graphs are also given in support of the present study.     

The Sampling Variance of r(X,Y) for Unrelated X and Y: A Simple Algebraic Demonstration

Abstract

A demonstration of the variance of Pearson's correlation coefficient r for samples of unrelated X, Y variables is laid out in elementary algebra. An approximation of var(r) for samples of ρ-related binormal variables is also provided.     

THE GENERALIZED SECANT HYPERBOLIC DISTRIBUTION AND ITS PROPERTIES

ABSTRACT

The properties of a family of distributions generalizing the secant hyperbolic are developed. This family consists of symmetric distributions, with kurtosis ranging from 1.8 to infinity, and includes the logistic as a special case, the uniform as a limiting case, and closely approximates the normal and Student's t-distributions with corresponding kurtosis. A significant difference between this family and Student's t is that for any member of the generalized secant hyperbolic family, all moments are finite. Further, technical difficulties associated with evaluating moments of Student's t (especially for fractional degrees of freedom) are not present with this family. The properties of the maximum likelihood and modified maximum likelihood estimates of the location and scale parameters for complete samples are considered. Examples illustrate the methods developed in this work.     

Asymptotic Properties of the Empirical Spatial Extremogram

The extremogram is a useful tool for measuring extremal dependence and checking model adequacy in a time series. We define the extremogram in the spatial domain when the data is observed on a lattice or at locations distributed as a Poisson point process in d‐dimensional space. We establish a central limit theorem for the empirical spatial extremogram. We show these conditions are applicable for max‐moving average processes and Brown–Resnick processes and illustrate the empirical extremogram's performance via simulation. We also demonstrate its practical use with a data set related to rainfall in a region in Florida and ground‐level ozone in the eastern United States.     

An Interview with Edward J. Valauskas

Abstract

In May 2003 Heather Cannon interviewed Edward J. Valauskas, manager of the Library and Plant Information Office of the Chicago Botanic Garden and chief editor of First Monday. Valauskas discusses the issues surrounding producing e-journals, as well as the skills librarians will need to work with changing technologies in the future. Valauskas also describes the Chicago Botanic Garden's recent acquisition of a collection of rare historical books and journals about botany and horticulture from the Massachusetts Horticultural Society. Serials Review 2003; 29:305–310.