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Авторизация |
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Поиск по указателям |
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Stone C.J.D. — Course in Probability and Statistics |
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Предметный указатель |
Acceptance region 340 367
Addition, stepwise 558
Additive function 417
Additivity 20 571—572
Additivity of the sample distribution 10
Additivity, countable 20
Allowable levels 411
Alternative hypothesis 366
Analysis of variance 392
ANOVA table 392
Approximation 64
Approximation, best linear 318
Approximation, least-squares 474
Approximation, normal 149
Asymptotic correlation 725
Asymptotic covariance 725
Asymptotic standard deviation (ASD) 637 640 726
Asymptotic vanance-covariance matrix 725
Asymptotic variance (AV) 637 640 726
At random 15
Averages, law of 113
Basis 430
Basis functions, stepwise addition and deletion of 558
Basis, change of 433—437
Basis, orthogonal 461
Basis, orthonormal 461
Bayes' estimate 331
Bayes' theorem 282—284
Beetle experiment 682—683 744—745
Beetle experiment, data 682—683
Bernoulli distribution 36
Bernoulli distribution as binomial distribution 173
Bernoulli distribution, mean 82
Bernoulli distribution, probability function 36
Bernoulli distribution, second moment 99
Bernoulli distribution, standard deviation 101
Bernoulli distribution, variance 101
Best linear unbiased estimate (BLUE) 219
Beta distribution 141—143
Beta distribution, defined 141
Beta distribution, density function 141
Beta distribution, distribution function 187
Beta distribution, mean 143
Beta distribution, Mode 142
Beta distribution, second moment 143
Beta distribution, uniform distribution as 142
Beta distribution, variance 143
beta function 142
Beta-binomial distribution 337
Beta-binomial distribution, mean 337
Beta-binomial distribution, probability function 332
Between sum of squares (BSS) 391
Bias 114
Biased estimate 115
Binomial distribution 172—188 768—769
Binomial distribution as exponential family 662
Binomial distribution, Bernoulli distribution as 173
Binomial distribution, defined 173
Binomial distribution, exact P-values and 651—661
Binomial distribution, maximum-likelihood estimation and 688—689
Binomial distribution, mean 173
Binomial distribution, modes 176
Binomial distribution, Newton — Raphson method and 717—721
Binomial distribution, normal approximation to 179—186
Binomial distribution, Poisson approximation to 200—201
Binomial distribution, probability function 173 176 187
Binomial distribution, standard deviation 173
Binomial distribution, variance 173
Binomial formula 167
Binomial one-sample and multisample models 636
Bivariate normal distribution 272
Bivariate normal distribution, conditional distribution 323
Bivariate normal distribution, density function 272
Blocking 385 620—634
Bounded random variable 96
Box — Mueller method 261
Box, George, E.P. 407 605
Canonical parameter 635 663
Canonical regression function 673 674 675
Canonical regression function, maximum-likelihood estimate of 699—707 789—790
Canonical regression model 675
Canonical regression model, experimental version 679—681 788—789
Canonical regression model, input-response version 675—679 787—788
Canonical regression model, linear 677
Cardinality 3 6
Cartesian product 7
Cauchy distribution 51 68.
Causal model 325
Causation 324—329
Causation, correlation vs. 324 327 328
Central limit theorem 158—160
Change of basis 433—437
Change of basis, coefficient matrix for 434
Chebyshev's inequality 111
Chi-square distribution 344—346 774
Chi-square distribution as gamma distribution 345
Chi-square distribution, defined 344
Chi-square distribution, density function 345
Chi-square distribution, distribution function 345
Chi-square distribution, mean 345
Chi-square distribution, normal approximation to 345
Chi-square distribution, quantiles 345 831
Chi-square distribution, standard deviation 345
Chi-square distribution, variance 345
Cholesky decomposition 264 273 757
choose 165
Clustering 290
Coded value 396
Coefficient 430
Coefficient correlation 215
Coefficient matrix for change of basis 434
Coefficient multiple correlation 508
Coefficient of variation 106
Coefficient regression 416
Coefficient vector 430
Collinear design points 441
Combination 165
Combinatorics 162—172
Complement 5
Complete factorial experiment 407 412
Completely randomized design 622
Completely randomized design, improving 628
Compound experiment 9—12
Conditional density function 300—307
Conditional density function, defined 301—302
Conditional distribution 274—285
Conditional distribution of discrete random variables 278—282
Conditional distribution, defined 275
Conditional distribution, mean of 302 308
Conditional distribution, standard deviation of 302 308
Conditional distribution, variance of 302 308
Conditional expectation 307—316
Conditional expectation, defined 308
Conditional probability 275
Conditional probability function 283—284
Conditional probability, Bayes' theorem and 282
Conditional variance 308
Conditioning 274—337
Conditioning, multivariate normal distribution and 322—330
Conditioning, sampling without replacement and 285—292
Confidence bound 358—359 522
Confidence bound, nominal 642 729
Confidence interval 339 343 359 522
Confidence interval, nominal 642 729
Confounder 326
Confounding 328
Congruential method 126
Consistent estimate 1 15
Constancy, test of 573—574
Constant function 427
| Constant random variable 33
Constant random variable, mean 82
Constant random variable, standard deviation 101
Constant random variable, variance 101
Constant weights 455
Continuous distribution 38
Continuous random variable 38 87—90
Coplanar design points 442
Coronary heart disease study 683 730—732 747—748
Coronary heart disease study, data 683
Correlated random variables 217
Correlation 215—217 770
Correlation coefficient 215
Correlation coefficient, multiple 241 508
Correlation coefficient, squared multiple 241 508
Correlation, causation vs. 324—329
Correlation, coefficient of 215
Correlation, matrix 235
Correlation, variance-covariance matrix and 234—235
Countable additivity 20
Counting rules See Combinatorics.
Covariance 209—213
Covariance between random vectors 225—227 769—770
Covariance matrices 225—227 771
Covariance matrices, defined 225
Covariance, defined 209
Covariate 621 629—630
Critical region 340 366
Cumulative hazard function 59
De Morgan's laws 6
Deciles 46
Decision 341 368
Degree of monomial 429
Degree of polynomial 429
Degrees of freedom for chi-squared distribution 344
Degrees of freedom for F distribution 350
Degrees of freedom for t distribution 347
Deletion, stepwise 558
Density function 38—44 761
Density function, conditional 300—307
Density function, defined 38
Density function, estimating unknown 125
Density function, joint 242
Density function, lack of uniqueness 39
Density function, marginal 331
Density function, mode of 137
Density function, multivariate 242—252
Density function, posterior 331
Density function, prior 331
Density function, symmetric about zero 49 95
Density function, unimodal 137
Density-probability function 331
Dependence 209—273
Dependent random variables 70 219
Derivative matrix 252
Design distribution 582—586
Design matrix 444 500
Design of Experiments, The (Fisher) 411
Design points 412
Design points, collinear 441
Design points, coplanar 442
Design probability function 582
Design random variables 582
Design set 412
Design set, symmetric 490
Deviance 742 794
Die 2
DIMENSION 430
Direct sum 579
Dirichlet distribution 251
Dirichlet distribution, density function 251
Discrete distribution 33
Discrete random variable 33 81—87
Discrete random variable, conditional distribution of 278—282
Disjoint sets 6 432
Distribution function 761—762
Distribution function for continuous random variables 46—55
Distribution function for nonnegative, integer-valued random variable 55—58
Distribution function, defined 45
Distribution function, quantiles and 45—46
Distributions 14—23 760—761.
Distributions, Bernouilli 36
Distributions, beta 141—143
Distributions, beta-binomial 337
Distributions, binomial 172—188 768—769
Distributions, Cauchy 51 68
Distributions, chi-square 344—346 774
Distributions, conditional 275
Distributions, continuous 38
distributions, defined 20
Distributions, design 582
Distributions, Dirichlet 251
Distributions, discrete 33
Distributions, exponential 42
Distributions, F 68 349—352 775—776 772—773
Distributions, gamma 135—141 767—768
Distributions, geometric 37
Distributions, hypergeometric 293
Distributions, joint 29
Distributions, logistic 63
Distributions, lognormal 151
Distributions, marginal 331
Distributions, mean vector of 223
Distributions, mixture of 44
Distributions, multinomial 188—194
Distributions, multivariate normal 263—273
Distributions, negative binomial 187 335
Distributions, negative multinomial 194
Distributions, Normal 145—155 766—767
Distributions, Poisson 195—203 769
Distributions, posterior 331
Distributions, prior 331
Distributions, properties of 19—21
Distributions, sample 5—14
Distributions, t 346—349 775
Distributions, uniform 15—18 40
Distributions, Weibull 59
Dose, effective 678
Dose, lethal 678
Dose-response model 676
Double-blind experiment 373
Effect, spurious 326
Effect, true 326
Effective dose 678
Empty set 5
Equality, t test of 375—388 553
Error of approximation 474
Error of prediction 213
Estimate, Bayes' 331
Estimate, best linear unbiased (BLUE) 219
Estimate, bias of 114
Estimate, biased 115
Estimate, consistent 1 ] 5
Estimate, mean squared error of 114—115
Estimate, unbiased 115
Estimate, variance of 115
Estimation 114—116
Event 23
Expectation 81—133 764—765
Expectation, conditional 307—316
Expectation, defined 82
Expectation, multivariate 219—225
Expected value 82 91.
Experiment, compound 9—12
Experiment, double-blind 373
Experiment, factorial See Factorial experiment.
Experiment, notation and terminology for 411—414
Experiment, screening 590
Experiment, simple 9
Experimental model 419—421 779—781
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