Summary:In this paper we present a martingale related to the exit measures of super Brownian motion. By changing measure with this martingale in the canonical way we have a new process associated with the conditioned exit measure. This measure is shown to be identical to a measure generated by a non-homogeneous branching particle system with immigration of mass. An application is given to the problem of conditioning the exit measure to hit a number of speci ed points on the boundary of a domain. The results are similar in avor to the \immortal particle" picture of conditioned super Brownian motion but more general, as the change of measure is given by a martingale which need not arise from a single harmonic function.running head: Exit measures

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We introduce several martingale changes of measure of the law of the exit measure of super Brownian motion. These changes of measure include and generalize one arising by conditioning the exit measures to charge a point on the boundary of a 2dimensional domain. In the case we discuss this is a non-degenerate conditioning. We give characterizations of the new processes in terms of \immortal particle" branching processes with immigration of mass, and give applications to the study of solutions to Lu = cu 2 in D. The representations are related to those in an earlier paper, which treated the case of degenerate conditionings.running head: Conditioned Exit measures

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The pmg add-on package for the open source statistics software R is described. This package provides a simple to use graphical user interface (GUI) that allows introductory statistics students, without advanced computing skills, to quickly create the graphical and numeric summaries expected of them.