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Авторизация |
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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
Cramr - 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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