A BIBLIOGRAPHY ON VARIANCE COMPONENTS AN INTRODUCTION AND AN UPDATE: 1984-2002 Hardeo Sahai University of Puerto Rico, San Juan, PR, USA and University of Veracruz, Xalapa, Veracruz, Mexico Anwer Khurshid* University of Karachi, Pakistan and Sultan Qaboos University, Sultanate of Oman June 2005 INTRODUCTION The variability among data may have quite complex structure and the splitting of variation into its individual components is important in many areas of applications. In particular, the study of variation through a class of linear models known as random and mixed models is a central topic in statistics with wide ramifications in both theory and applications. Sometimes these models are called components of variance models since the interest in the model lies in investigating the variances of the effects of factor levels which are assumed to be randomly selected from a large population of levels. These variances are also known as variance components since the total variance can be expressed as the sum of these variances and the error variance. Knowledge of the variance components, i.e., the information on the relative importance and magnitude of the sources of variability in the data is of critical importance in many problems since the isolation of the total variance into the individual components of variance would result in the physical elimination of the sources of variability in question. * Hardeo Sahai (hardeosahai@yahoo.com) is currently a statistical consultant at Centre for Addiction Studies, School of Medicine, Universidad Central del Caribe, Bayamon, Puerto Rico, USA. Anwer Khurshid ( anwer_khurshid@yahoo.com) is a Professor of Statistics at University of Karachi, Pakistan. Currently he is at Sultan Qaboos University, Oman. Statistica Applicata Vol. 17, n. 2, 2005 191