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| Авторизация |
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| Поиск по указателям |
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| Hogg R.V., Craig A.T. — Introduction to Mathematical Statistics |
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| Предметный указатель |
Absolute-error loss function 311 367
Adaptive methods 536 542
Algebra of sets 4
Analysis of variance 466
Ancillary statistic 347 353
Andrews, D.F. 393
Approximate distribution 248 251 381 392 525
Approximate distribution, chi-square 295 422
Approximate distribution, normal for binomial 249 499
Approximate distribution, normal for chi-square 244
Approximate distribution, normal for Poisson 246
Approximate distribution, Poisson for binomial 244
Arc sine transformation 252 273
Asymptotically efficient 379
Basu, D. 354
Bayes' formula 23 364
Bayesian methods 363 437
Bernoulli trials 116
Bernstein, S. 112
Best critical region 396 399 402
Beta distribution 180 504
Biased estimator 263
Binary statistic 514
Binomial distribution 118 244 249 254 498 506
Bivariate normal distribution 146 212 226 346 385 439 478
Boole's inequality 465
Borel measurable function 29 156
Box — Muller transformation 177
Burr distribution 372
Cauchy distribution 175 257 387
Censoring 49
Central limit theorem 246 511
Change of variable 163 168 186
Characteristic function 64
Characterization 202 214
Chebyshev's inequality 68 120 222 240
Chi-square distribution 134 144 210 294 447 482 489 491
Chi-square test 293 424
Classification 439 496
Cochran's theorem 490
Column effect 467 470
Complement of a set 7
Complete sufficient statistics 332 335 343 353 537
Completeness 329 343
Composite hypothesis 284 288 406 413
Compounding 372
Conditional distribution 82 148
Conditional expectation 84 110
Conditional mean 85 93 123 148 357 367
Conditional p.d.f. 83 109 148 364
Conditional probability 83
Conditional variance 85 95 148 357
Confidence coefficient 270
Confidence interval 268 289 462
Confidence interval for difference of means 276
Confidence interval for means 268 462
Confidence interval for p 272
Confidence interval for quantiles 497
Confidence interval for ratio of variances 280
Confidence interval for regression parameters 473
Confidence interval for variances 276
Contingency tables 299
Continuous-type random variables 37 108 168 193
Contrasts 464
control limits 431
Convergence 233 239 240
Convergence in distribution 233
Convergence in probability 239
Convergence with probability one 240
Convolution formula 178
Correlation coefficient 91 100 105 123 150 377 478 534
Covariance 92 386 535
Covariance matrix 227 385
Coverage 503
Cramer 243
Critical region 282 284
Critical region, best 396 399 402
Critical region, size 285
Critical region, uniformly most powerful 405
Curtiss, J.H. 243
CUSUMS 432
Decision function 308 433
Degenerate distribution 65 235
Degrees of freedom 134 298 422
Delta method 251
Dependence 101
Design matrix 493
Discrete-type random variable 28
Distribution function 34 37 44 78 108 501
Distribution of  214
Distribution of coverages 503
Distribution of F 182 221 421 451 463
Distribution of F(X) 161
Distribution of functions of random variables 155
Distribution of linear functions 208
Distribution of noncentral chi-square 301 458
Distribution of noncentral F 458 468
Distribution of noncentral T 420 460
Distribution of Order statistics 193 258
Distribution of quadratic forms 447 481
Distribution of R 480
Distribution of runs 518
Distribution of sample 158
Distribution of sample mean 214 220 249
Distribution of sample variance 214
Distribution of T 181 217 218 238 277 356 415 419 476 480
Distribution, Bernoulli 116
Distribution, Beta 180 504
Distribution, binomial 118 244 249 254 498 506
Distribution, bivariate normal 146 212 226 346 385 439 478
Distribution, Burr 372
Distribution, Cauchy 175 257 387
Distribution, chi-square 134 144 210 294 447 482 489 491
Distribution, conditional 82 109 148 364
Distribution, continuous-type 37 108
Distribution, degenerate 65 235
Distribution, Dirichlet 188 371 504
Distribution, discrete-type 28
Distribution, double exponential 176
Distribution, empirical 158
Distribution, exponential 133 203
Distribution, exponential class 333 343
Distribution, function 34 37 44 78 108 501
Distribution, gamma 131 202
Distribution, geometric 121
Distribution, hypergeometric 34 56 517
Distribution, limiting 233 237 243 253 294 380
Distribution, logistic 178
Distribution, lognormal 154 222
Distribution, marginal 80 93 101 109
Distribution, multinomial 121 199 295 515 527
Distribution, multivariate normal 223 294 482
Distribution, negative binomial 121
Distribution, normal 138 143 147 208 214 247 381 446
Distribution, Pareto 267
Distribution, Poisson 126 166 244
Distribution, posterior 367 493
Distribution, prior 367 493
Distribution, trinomial 122 371
Distribution, truncated 146
Distribution, uniform 48 160
Distribution, Weibull 137 201 372
Distribution-free methods 498 506 537
Distribution-function technique 50 159
Double exponential distribution 176
Efficiency 377
Element 3
Empirical distribution 158
Equally likely events 15
Estimation 259 307 363
| Estimation, Bayesian 363
Estimation, interval 268 370
Estimation, maximum likelihood 261 324 380 385 389
Estimation, method of moments 266
Estimation, minimax 309
Estimation, minimum chi-square 298
Estimation, point 259 307
Estimation, robust 387
Estimation, unbiased 263 307 340 381 542
Estimation, unbiased minimum variance 307 326 332 338
Estimator 259 307 363
Estimator, consistent 264 384
Estimator, efficient 377
Estimator, maximum likelihood 262 324 380 385 389
Estimator, minimum chi-square 298
Estimator, minimum mean-square-error 310
Estimator, unbiased 263 307 340 381 542
Estimator, unbiased minimum variance 307 326 332 338
Events 2
Events, equally likely 15
Events, exhaustive 15 22 297
Events, independent 24 27 103
Events, mutually exclusive 15 22 297
Expectation (expected value) 52 87 109 205 218
Expectation (expected value) of a product 104
Expectation (expected value), conditional 84
Exponential class 333 343
Exponential distribution 133 203
F-distribution 182 221 421 451 463
Factorial moment 65
Factorization theorem 318 334 341
Family of distributions 260 330
Fisher's information 372 385
Fisher's linear discriminate function 441
Fisher, R.A. 372 441
frequency 2
Frequency, relative 2 12 17
Function, characteristic 64
Function, characteristic of parameter 338
Function, characteristic of random variables 155
Function, characteristic, decision 308 433
Function, characteristic, distribution 34 37 44 78 108 501
Function, characteristic, gamma 131
Function, characteristic, likelihood 261 416
Function, characteristic, loss 308 367 434
Function, characteristic, moment-generating 59 97 105 111 203 209 243 486 510
Function, characteristic, point 7
Function, characteristic, power 282 285 443
Function, characteristic, probability density 33 39 45 50 76 108 397
Function, characteristic, probability distribution 34 37 44
Function, characteristic, probability set 12 29 47 75 108
Function, characteristic, risk 308 368 434
Function, characteristic, set 7
Gamma distribution 131 202
Gamma function 131
Geometric distribution 121
Geometric mean 336
Gini's mean difference 203
Goal post loss function 311
Gosset, W.S. 182
Huber, P. 390
Hypergeometric distribution 34 56 517
Hypothesis 280 284 395
Independence 19 24 111 150 157 353 480 537
Independence of  and  217 231 354
Independence of linear forms 214 228
Independence of quadratic forms 447 481 486
Independence, mutual 25 111
Independence, pairwise 25 112
Independence, test of 478
Independent events 24 27
Independent random variables 100 157 167 176
Independent trials 26
Inequality, Boole 465
Inequality, Chebyshev 68 120 222 240
Inequality, Rao — Blackwell 90 326
Inequality, Rao — Cramer 372
Information, Fisher's 372 385
Interaction 469
Intersection of sets 5
Interval, confidence 270 289 462
Interval, prediction 149 275
Interval, random 269
Interval, tolerance 500 503
Invariance property of maximum likelihood estimation 265 474
Jacobian 179 186 224
Joint conditional distribution 110
Joint distribution function 79
Joint probability density function 79 111 397
kurtosis 66 539
Law of Large Numbers 120 222 240
Law of total probability 23
Least squares 473
Lehmann alternative 529
Lehmann — Scheffe 332
Levy, P. 243
Liapounov 511
Likelihood function 261 416
Likelihood principle 312 324
Likelihood ratio tests 409 413 422 452 467
Limiting distribution 233 237 243 253 294 380
Limiting moment-generating function 243
Linear discriminant function 441
Linear functions 208
Linear functions, covariance 223
Linear functions, mean 219
Linear functions, moment-generating function 209 228
Linear functions, variance 219
Linear model 472
Linear rank statistic 529
Location-invariant statistic 351 355 443 542
Logistic distribution 178
Lognormal distribution 154 222
Loss function 308 367 434
M-estimators 387
Mann — Whitney — Wilcoxon 521
Marginal probability density function 80 93 101 109
Mathematical expectation 52 88 109 205 218
Maximum likelihood 261
Maximum likelihood, estimator 261 324 380 385 389
Maximum likelihood, method of 261
Mean 58 158
Mean of 220
Mean of a sample 158
Mean of distribution 58
Mean of linear function 219 530
Mean of X 58
Mean, conditional 85 93 123 148 357 367
Median 44 57
Median test 516
Method of least squares 473
Method of maximum likelihood 261
Method of moments 266
Midrange 200
Minimal sufficient statistics 347
Minimax, criterion 309 433
Minimax, criterion, decision function 310 433
Minimum chi-square estimates 298
Minimum mean-square-error estimates 310
MODE 43
Model 15 40 78 325 472
Moment-generating function 59 97 105 111 203 209 243 486 510
Moment-generating function of 209
Moment-generating function of binomial distribution 118
Moment-generating function of bivariate normal distribution 149
Moment-generating function of chi-square distribution 134
Moment-generating function of gamma distribution 133
Moment-generating function of multinomial distribution 123
Moment-generating function of multivariate normal distribution 226
Moment-generating function of noncentral chi-square distribution 448
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