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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 |
Moment-generating function of normal distribution 139
Moment-generating function of Poisson distribution 128
Moment-generating function of trinomial distribution 123
Moments 62 65
Moments, Factorial 65
Moments, method of 266
Monotone likelihood ratio 409
Most powerful test 397 405 443
Multinomial distribution 121 199 295 515 527
Multiple comparisons 461
Multiplication rule 21
Multivariate normal distribution 223 294 482
Mutually exclusive events 15 30 297
Mutually independent events 25 111
Mutually independent random variables 111
Negative binomial distribution 121
Neyman factorization theorem 318 334 341
Neyman — Pearson theorem 397 438
Noncentral chi-square 301 458
Noncentral F 458 468
Noncentral parameter 420 459 468 485
Noncentral T 420 460
nonparametric methods 497 506 536
Normal distribution 138 143 147 208 214 247 381 446
Normal equations 493
Normal scores 514 533
Null hypothesis 288 413
Null set 5 13
Observations 156
One-sided test 288
Order statistics 193 258 347 498 501 527
Order statistics, distribution 193 258
Order statistics, functions of 200 503
Outcome 1 12
p-values 291
Paired t-test 306
Pairwise independence 25 112
PARAMETER 118 129 134 143 420
Parameter space 260 415 434
Parameter, function of 338
Parameter, location 143 350 388
Parameter, scale 144 351
Parameter, shape 144
Pareto distribution 267
Partition 15 22 315
Pearson, Karl 293
percentile 44 505
Personal probability 3 367
PERT 203
Point estimate 259 307
Poisson distribution 126 166 244
Poisson process 127 132 137
Posterior distribution 23 367 493
Power 282 397 405
Power of a test 285 397 405 443
Power, function 282 285
Prediction interval 149 275
Prior distribution 23 367 493
probability 2 12 17 29
Probability density function 33 39 45 50 76 108 397
Probability density function, conditional 83 109
Probability density function, exponential class 333 343
Probability density function, joint 79 111 397
Probability density function, marginal 80 93 101 109
Probability density function, posterior 367 493
Probability density function, prior 367 493
Probability set function 12 29 47 75 108
Probability, conditional 19 23 83
Probability, induced 29 37
Probability, measure 2 12 29
Probability, models 15 17 47 78
Probability, posterior 23
Probability, prior 23
Probability, subjective 3 367
Quadrant test 540
Quadratic forms 446 481
Quadratic forms, distribution 447 481
Quadratic forms, independence 447 481
Quantiles 44 258 497
Quantiles, confidence intervals for 497
Random experiment 2 28 259
Random interval 269
Random sample 157 209 211
Random sampling distribution theory 155
Random variable 28 37 49 74 87 108 155
Random variable, continuous-type 37 108 168 193
Random variable, discrete-type 28 108 164
Random variable, mixture of types 48 67
Random variable, space of 32 39 74 108
Random walk 431
Randomized test 291 412
RANGE 200
Rank 509 525 527 529
Rao — Blackwell theorem 90 326
Rao — Cramer inequality 372
Real quadratic form 446
Redescending M-estimator 393
Regression 471 493
Regression coefficients 473 493
Regular case 334 345 373 410
Relative frequency 2 12 17
Risk function 308 368 434
Robust methods 387 538
Row effect 467 470
Run 517
Run test 519
Sample 155 159 211
Sample, correlation coefficient 478
Sample, mean of 158 220 249
Sample, median of 200
| Sample, random 158 209 211
Sample, size 158 274 428
Sample, space 2 12 20 28 74 259 281 413
Sample, standard deviation 158
Sample, variance 158 214
Scale-invariant statistic 351 355 443
Scheffe, H. 462
Sequential probability ratio test 425
Set 3 10
Set of discrete points 33
Set, complement of 7 13
Set, element of 3
Set, function 7 12
Set, null 5
Set, probability measure 2 12
Set, subset 4 13 20
Sets 3
Sets, algebra 4
Sets, intersection 5
Sets, union 5 13
Shewhart, W. 431
Sigma field 13 29
Sign test 506
Significance level of test 285 400 429
Simulation 161 177
Size of critical region 285
skewness 66 358
Slutsky's theorem 254 381
Space 6
Space of random variables 32 39 74 108
Space product 101
Space, parameter 260 415 434
Space, sample 2 12 20 28
Spearman rank correlation 534 540
Square-error loss function 310 367
Standard deviation 59 158
Standard normal distribution 143 247 381
Statistic 156
Statistical hypothesis 280 284 395
Statistical hypothesis, alternative 281 288 406 413 527
Statistical hypothesis, composite 284 288 406 413
Statistical hypothesis, null 288 413
Statistical hypothesis, one-sided 288
Statistical hypothesis, simple 284 397 406 426
Statistical hypothesis, test of 280 284 395
Statistical hypothesis, two-sided 288
Statistical inference 259
Student's t 182 358
Subjective probability 3 367
Subset 4 13 20
Sufficient statistic(s) 314 322 332 335 353 409 537
Sufficient statistic(s), joint 341 537
t-distribution 181 217 218 238 277 356 415 419 476 480
Technique change of variable 163 168 186
Technique change of variable, distribution function 50
Technique change of variable, moment-generating function 203
Test of a statistical hypothesis 280 284 395
Test of a statistical hypothesis for variances 293
Test of a statistical hypothesis of equality of distributions 514
Test of a statistical hypothesis of equality of means 290 356 452
Test of a statistical hypothesis of equality of variances 293 356
Test of a statistical hypothesis of independence 478
Test of a statistical hypothesis of randomness 520
Test of a statistical hypothesis, best 395 399 402
Test of a statistical hypothesis, chi-square 293 424
Test of a statistical hypothesis, critical region of 284
Test of a statistical hypothesis, likelihood ratio 409 413 422 452 467
Test of a statistical hypothesis, median 516
Test of a statistical hypothesis, nonparametric 497
Test of a statistical hypothesis, paired t 306
Test of a statistical hypothesis, power of 282 285 397 405 443
Test of a statistical hypothesis, run 517
Test of a statistical hypothesis, sequential probability ratio 425
Test of a statistical hypothesis, sign 506
Test of a statistical hypothesis, significance level 285 400 429
Test of a statistical hypothesis, uniformly most powerful 405
Tolerance interval 500 503
Total probability 23
Training sample 441
Transformation 163 168 177
Transformation of continuous-type variables 168
Transformation of discrete-type variables 163
Transformation, not one-to-one 188
Transformation, one-to-one 163 168 186
Trinomial distribution 122 371
Truncated distribution 146
Types I and II errors 286 429
Unbiased 17
Unbiased estimator 263 307 340 381 542
Unbiased minimum variance estimator 307 326 332 338
Uniform distribution 48 160
Uniformly most powerful test 405
Union of sets 5
Uniqueness of characteristic function 64
Uniqueness of estimator 329 335
Uniqueness of moment-generating function 59
Variance 58 89 276
Variance of 220
Variance of a distribution 58
Variance of a linear function 219 530
Variance of a sample 158
Variance of X 58
Variance, analysis of 466
Variance, conditional 85 95 148 357
Variance-covariance matrix 227 385
Venn diagram 6
Wald 427
Weibull distribution 137 201 372
Weight function 388
Wilcoxon 508 521 539
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