An Introduction to Mathematical Statistics and its Applications.

Abstract

1. Introduction 1.1 An Overview 1.2 Some Examples 1.3 A Brief History 1.4 A Chapter Summary 2. Probability 2.1 Introduction 2.2 Sample Spaces and the Algebra of Sets 2.3 The Probability Function 2.4 Conditional Probability 2.5 Independence 2.6 Combinatorics 2.7 Combinatorial Probability 2.8 Taking a Second Look at Statistics (Monte Carlo Techniques) 3. Random Variables 3.1 Introduction 3.2 Binomial and Hypergeometric Probabilities 3.3 Discrete Random Variables 3.4 Continuous Random Variables 3.5 Expected Values 3.6 The Variance 3.7 Joint Densities 3.8 Transforming and Combining Random Variables 3.9 Further Properties of the Mean and Variance 3.10 Order Statistics 3.11 Conditional Densities 3.12 Moment-Generating Functions 3.13 Taking a Second Look at Statistics (Interpreting Means) Appendix 3.A.1 MINITAB Applications 4. Special Distributions 4.1 Introduction 4.2 The Poisson Distribution 4.3 The Normal Distribution 4.4 The Geometric Distribution 4.5 The Negative Binomial Distribution 4.6 The Gamma Distribution 4.7 Taking a Second Look at Statistics (Monte Carlo Simulations) Appendix 4.A.1 MINITAB Applications Appendix 4.A.2 A Proof of the Central Limit Theorem 5. Estimation 5.1 Introduction 5.2 Estimating Parameters: The Method of Maximum Likelihood and the Method of Moments 5.3 Interval Estimation 5.4 Properties of Estimators 5.5 Minimum-Variance Estimators: The Crami?½r-Rao Lower Bound 5.6 Sufficient Estimators 5.7 Consistency 5.8 Bayesian Estimation 5.9 Taking A Second Look at Statistics (Beyond Classical Estimation) Appendix 5.A.1 MINITAB Applications 6. Hypothesis Testing 6.1 Introduction 6.2 The Decision Rule 6.3 Testing Binomial Dataâ H0: p = po 6.4 Type I and Type II Errors 6.5 A Notion of Optimality: The Generalized Likelihood Ratio 6.6 Taking a Second Look at Statistics (Statistical Significance versus â Practicalâ Significance) 7. Inferences Based on the Normal Distribution 7.1 Introduction 7.2 Comparing Y-i?½ s/ vn and Y-i?½ S/ vn 7.3 Deriving the Distribution of Y-i?½ S/ vn 7.4 Drawing Inferences About i?½ 7.5 Drawing Inferences About s2 7.6 Taking a Second Look at Statistics (Type II Error) Appendix 7.A.1 MINITAB Applications Appendix 7.A.2 Some Distribution Results for Y and S2 Appendix 7.A.3 A Proof that the One-Sample t Test is a GLRT Appendix 7.A.4 A Proof of Theorem 7.5.2 8. Types of Data: A Brief Overview 8.1 Introduction 8.2 Classifying Data 8.3 Taking a Second Look at Statistics (Samples Are Not â Validâ !) 9. Two-Sample Inferences 9.1 Introduction 9.2 Testing H0: i?½X =i?½Y 9.3 Testing H0: s2X=s2Yâ The F Test 9.4 Binomial Data: Testing H0: pX = pY 9.5 Confidence Intervals for the Two-Sample Problem 9.6 Taking a Second Look at Statistics (Choosing Samples) Appendix 9.A.1 A Derivation of the Two-Sample t Test (A Proof of Theorem 9.2.2) Appendix 9.A.2 MINITAB Applications 10. Goodness-of-Fit Tests 10.1 Introduction 10.2 The Multinomial Distribution 10.3 Goodness-of-Fit Tests: All Parameters Known 10.4 Goodness-of-Fit Tests: Parameters Unknown 10.5 Contingency Tables 10.6 Taking a Second Look at Statistics (Outliers) Appendix 10.A.1 MINITAB Applications 11. Regression 11.1 Introduction 11.2 The Method of Least Squares 11.3 The Linear Model 11.4 Covariance and Correlation 11.5 The Bivariate Normal Distribution 11.6 Taking a Second Look at Statistics (How Not to Interpret the Sample Correlation Coefficient) Appendix 11.A.1 MINITAB Applications Appendix 11.A.2 A Proof of Theorem 11.3.3 12. The Analysis of Variance 12.1 Introduction 12.2 The F Test 12.3 Multiple Comparisons: Tukeyâ s Method 12.4 Testing Subhypotheses with Contrasts 12.5 Data Transformations 12.6 Taking a Second Look at Statistics (Putting the Subject of Statistics togetherâ the Contributions of Ronald A. Fisher) Appendix 12.A.1 MINITAB Applications Appendix 12.A.2 A Proof of Theorem 12.2.2 Appendix 12.A.3 The Distribution of SSTR/(kâ 1) SSE/(nâ k)When H1 is True 13. Randomized Block Designs 13.1 Introduction 13.2 The F Test for a Randomized Block Design 13.3 The Paired t Test 13.4 Taking a Second Look at Statistics (Choosing between a Two-Sample t Test and a Paired t Test) Appendix 13.A.1 MINITAB Applications 14. Nonparametric Statistics 14.1 Introduction 14.2 The Sign Test 14.3 Wilcoxon Tests 14.4 The Kruskal-Wallis Test 14.5 The Friedman Test 14.6 Testing for Randomness 14.7 Taking a Second Look at Statistics (Comparing Parametric and Nonparametric Procedures) Appendix 14.A.1 MINITAB Applications Appendix: Statistical Tables Answers to Selected Odd-Numbered Questions Bibliography Index