1. Barry C. Arnold is Professor, Department of Statistics, University of California, Riverside, CA 92521 . Enrique Castillo is Professor, Department of Applied Mathematics and Computational Sciences , and JoséMaría Sarabia is Professor, Department of Economics , University of Cantabria, 39005 Santander, Spain. This work was supported in part by Iberdrola, the Universities of Cantabria and Castilla-La Mancha, and the Dirección General de Investigación Científica y Técnica (DGICYT) (projects DPI2002-04172...