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                    | Kotz S., Johnson N.L. — Breakthroughs in Statistics: Volume 1: Foundations and Basic Theory | 
                  
                
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                    | Предметный указатель | 
                  
                
                    
                          criterion      599  
Acceptance sampling      69  
Accuracy, intrinsic      3 11 34  
Admissibility      51 251 415 422 437 441 445 454 459  
Admissible distributions      342  
Admissible distributions, estimation      452  
Admissible distributions, hypotheses      78 88  
Admissible distributions, test      262  
Akaike's information criterion (AIC)      600  
Alternative hypothesis      68 87 293 409 410 539 564  
Alternative hypothesis, priors      566  
Analysis of variance      412 620  
Ancillarity      579 582  
Ancillary statistic      463 471 490 497 575  
Arithmetic      549  
Asymptotic multinormality      321 324  
Asymptotic multinormality, normality      3 299 301 302 321 325 333 605 618  
Autoregressive models      269 611 620  
Axioms      131 370 479 527  
Bayes' theorem      28 146 379 487 536 538 540 552 572  
Bayesian approach      4 12 26 72 128 131 251 264 339 340 352 360 375 384 388 390 397 409 422 440 462 469 478 495 509 514 519 531 547 552 559 564 570 579 582 592 596 600 607  
Bayesian approach, empirical      362 379 440  
Bayesian approach, estimator      389  
behavior      369 371  
Behavior, inductive      534  
Behavioral sciences      xxxiv  
Bernoulli trials      573  
Berry - Esseen bounds      305  
Bets      139 146  
Bienaym  - Tchebycheff inequality      159  
Bimbaum's inequality      280  
Binary experiments      467 499 500 506  
Binomial distribution      4 122 258 276 283 380 382 393 523 558  
Block designs      429  
Block designs, balanced      43  
Block designs, balanced incomplete      430  
Block designs, randomized      402  
Cauchy distribution      6 24  
Censoring principle      471  
Central limit theorem      321 326  
Chain experiments      258  
Characteristic function      118 161 253 287  
Chi-squared      35 43 110 118 409 569 605  
Chi-squared, decomposition of      619  
Chi-squared, noncentral      439 446  
Classification      245  
Coherence      134 141 360  
Communication theory      624  
Complete class      415 421  
Composite hypothesis      78 97 110 616  
Computer      xxxii xxxvi 599  
Computer algorithms      397  
Concentration, coefficient of      329  
Conditional distribution      580 592  
Conditional distribution, inference      111 489 494  
Conditional distribution, likelihood      117 584  
Conditional distribution, probability      145 536  
Conditional distribution, sufficiency      595  
Conditionality principle      464 466 478 480 489 579  
Confidence interval      402 524  
Confidence interval, set      69 509  
Confounding      xxv  
Conjugate families      521 557  
Consistency      11 18 23 134 235 592  
Contingency table      110 124 360 524  
Convergence, stochastic      167 188  
Correlation coefficient      17 46 49 52 121  
Correlation coefficient, difference sign      332  
Correlation coefficient, multiple      62  
Correlation coefficient, rank      309 313 331  
Cost function      347 355 412  
Covariance, structural      599  
Coverage      381  
Cram r - Rao inequality      227 230  
Credibility      367  
Critical region      79 82 102 108 261  
Cross-validation      600 606  
Cumulants      313  
D-optimality      413  
Data analysis      70  
decision functions      335 339 342 345 365 375 534  
Decision functions, randomized      348  
Decision functions, rational      359 363  
Decision functions, theory      258 342 399 443 521 526 532 534 548 554  
Degrees of belief      128 363 367 370 377  
Degrees of belief, freedom      36 56 404  
Descriptive methods      xxii xxvii xxxiv  
Design      4  
Design of experiments      xxiv 395 470 515  
Design of experiments, sequential      xxvi  
Design, most stringent      4  
Design, optimum      400  
Design, randomized      403 417  
Dilution series      8  
Discrimination      602 611 612  
dispersion      xxiii  
Distance      227 243 245 347  
Distance, Kullback - Leibler      602  
Distance, Mahalanobis      48  
distribution      16 584  
Distribution-free estimator      584  
Domain of attraction      186 189 212 214 217  
Double sampling      251 258  
E - Bayes rule      339  
Efficiency      3 11 18 39 67 74 230 235 237 262 295 398  
Efficiency, second order      231  
Empirical Bayes      362 379 388 440  
entropy      603 623  
Epsilontics      544  
Equivalence of evidential meaning      487  
Error, mean squared      7 437 443  
Error, probabilities      482  
Errors      70 79 256 270 293 296 504  
Estimation      1 25 75 230 417 437 482 486 560 611 613 615  
Estimation, maximum likelihood      8 25 28 236 245 516 603 616  
Estimation, nonparametric      417  
Estimation, sequential      444  
Estimator, admissible      452  
Estimator, consistent      2  
Estimator, distribution-free      311  
Estimator, James - Stein      437  
Estimator, Pitman      444  
Estimator, unbiased      236 308 310  
Estimator, unbiased minimum variance      230  
Evidence, statistical      465 483 497 512  
Evidence, weight of      372 479 483  
Evidential interpretation      468 486 497 506 516  
Exchangeability      125 129 160 167 172  
Exchangeable events      153 169  
Exchangeable events, sequences      191  
Expected gain      372  
Expected gain, number of observations      258 281  
Experiment      504 556  
Experiment, chain      258  
Experiment, randomized      417  
Exponential distribution      118  
Exponential distribution, family      228 444 584  
Extremal index      191  
Extreme value distributions      185 196  
Extreme value distributions, multivariate      191  
Extreme value distributions, Types I - III      185 186  
Extremes      191  
F-distribution      47  
F-test      408 426 569  
Factor analysis      600 619  
Fee, fair      373  
Fever      541  
Fiducial argument      469 479 482 512 579 582  
Fiducial argument, distribution      114 514  
Fiducial argument, probability      513 587 596  
 | File drawer problem      524  
Final prediction error (FPE)      608  
Fisher's Inequality      231 241  
Fisher's inequality, k-statistics      309 313  
Fourier integrals      177  
Fourier integrals theory      175  
Fractional replication      xv  
frequencies      128 130 148 152 380 382  
Frequency, relative      535  
Function space      165  
Gain, expected      372  
Game theory      336 344 345 521 532  
Gamma distribution      391  
Gaussian distribution (see normal distribution) Gaussian distribution process      459  
General equivalence theorem      396  
Generalized variance      413 426 621  
Geometric distribution      380 392  
Geometry      52  
Gini' s mean difference      309 329  
Goodness-of-fit      117 120  
Group theory      413 420 429 441 490  
GROUPING      7 19 37 40  
Hamburger moment conditions      101  
Harmonic analysis      175 179 181  
Heteroscedasticity      412  
Hilbert space      176 178  
Hoeffding decomposition (U-statistics)      304  
Homogeneity of variances      110 118  
Hotelling's        45 399  
Hotelling's  , distribution      63  
Hypothesis      67 72 98 256 264 367 375 408  
Hypothesis, alternative      68 87 293 409 410 539 564  
Hypothesis, composite      78 97 110 611 616  
Hypothesis, null      523 531 556 561 568 570  
Hypothesis, simple      67 82 418 427 521 547 556  
Hypothesis, test      521 547 556  
Hypothesis, test, Bayesian      557  
Incomplete beta function      64  
Index, extremal      191  
Indexnumber      xxiii  
Indifference curves      555  
Inductive behavior      534  
Industrial process      621  
Inference      xxvii 252 461 467 478 501 525 531 559 561  
Inference, conditional      111 489 494  
Inference, informative      465 478 482 485 494 515  
Inference, structural      583  
Infinitely divisible distribution      188  
information      2 242 438 462 601 614  
Information matrix      236 604 613  
Information theory      599  
Information, Akaike's criterion      600  
Information, ancillary      113  
Information, Fisher      5 236 601 624  
Information, Kullback - Leibler      611  
Information, loss of      242  
Insufficient reason, principle of      509 512  
Interaction      124  
Interval estimate      479 533  
Intrinsic accuracy      3 11 24  
Intrinsic accuracy, confidence sets      481 507  
Intrinsic accuracy, significance level      481 500  
Intrinsic accuracy, standard error      481  
Invariance      5 180 396 412 441 591  
Inventions      372  
Inverse probability      13 29 41  
Isostatistical region      11 33  
James - Stein estimator      340 437  
Jury      374  
Jute      258  
k-statistics, Fisher's      309  
Large-sample theory      31 125 602  
Latin square      429  
Law of Large Numbers      158 187 197 302  
Law of large numbers, Bemoulli - Cantelli      161  
Law of Large Numbers, strong      127 159  
Law of large numbers, weak      130  
Law of the iterated logarithm      399  
Least squares      235 439 443  
Legal procedures      374  
Likelihood      12 29 43 78 462 506 610  
Likelihood, composite      78  
Likelihood, conditional      117 584  
Likelihood, contours      xxxii  
Likelihood, function      4 8 467 473 478 488 504 584 596 616  
Likelihood, marginal      584  
Likelihood, predictive      473  
Likelihood, principle of      76 86 106 117 461 467 481 495 498 505 514 525 531 572 573 596  
Likelihood, ratio      68 110 464 468 522 557 561 565 603 606 611 615 619  
Limit laws      195 202  
Limit theorem, central      321 326  
Limit theorem, U-statistics      320 325  
Lindley's paradox      524  
LISREL      600  
Location      12 443  
Location model      595  
Location parameter      445 451  
Location scale family      580  
Location, group      588 629  
Log likelihood      601 610  
Log linear model      599  
Logic      138 366  
Loss function      443 450 615 616  
Loss function, quadratic      437 443 452  
Mahalanobis distance      48  
Mahalanobis distance, studentized      48  
Markov process      48  
Martingale      249 253 305  
Maximum likelihood      3 7 25 31 236 245 389 443 462 516 584 599 601 602 610 614 615  
Mean difference, Gini's      309 329  
Mean squared error      7 437 443  
Median      24  
Meta-analysis      472  
minimax      339 352 375 377 399 444 456  
Minimax invariance      414  
Missing data      461  
Mixture      471 498  
Model, loglinear      599  
Model, nonlinear      397  
Model, selection      70 605 610  
Moment generating function      274 277  
Moment generating function, factorial      123  
Moments, method of      23  
Moments, sample      312  
Most stringent design      407  
Multinormal distribution      19 45 445 456 618  
Multinormality, asymptotic      321 324  
Multiple sampling      251 258  
Negentropy, probabilistic      602  
Net      181  
Neyman - Pearson lemma      68  
Neyman - Pearson lemma, test of type      409  
Noise      398  
Noncentral F distribution      52  
Nonnormal regression      584  
Nonparametric      306  
Normal distribution      14 37 86 101 118 202 241 276 283 342 407 523 551 563 566  
Normality      75 426 619 620  
Normality, asymptotic      3 299 320 325 330 333 451 618  
Normality, test of      120  
Nuisance parameter      111 461 464  
Null hypothesis      523 531 556 561  
Odds      463 522 552 560  
One-step prediction      621  
Optimality      xxvii 71  
Optimality criteria      425  
Optimality criteria, A      426  
Optimality criteria, D      396 426  
Optimality criteria, E      426  
Optimality criteria, G      396 427  
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