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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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