We make a model-independent analysis of all available data that indica
te neutrino oscillations. Using probability diagrams, we confirm that
a mass spectrum with two nearly degenerate pairs of neutrinos separate
d by a mass gap of similar or equal to 1 eV is preferred over a spectr
um with one mass eigenstate separated from the others. We derive some
new relations among the four-neutrino mixing matrix elements. We desig
n four-neutrino mass matrices with three active neutrinos and one ster
ile neutrino that naturally incorporate maximal oscillations of atmosp
heric nu(mu) and explain the solar neutrino and LSND results. The mode
ls allow either a large or small angle MSW or vacuum oscillation descr
iption of the solar neutrino deficit. The models predict (1) oscillati
ons of either nu(e) --> nu(tau) or nu(e) --> nu(s) in long-baseline ex
periments at L/E much greater than 1 km/GeV, with amplitude determined
by the LSND oscillation amplitude and argument given by the atmospher
ic delta m(2), and (ii) the equality of the nu(e) disappearance probab
ility, the nu(mu) disappearance probability, and the LSND nu(mu) --> n
u(e) appearance probability in short-baseline experiments. [S0556-2821
(98)06921-5]