Introduction to Mathematical StatisticsThis classic book retains its outstanding ongoing features and continues to provide readers with excellent background material necessary for a successful understanding of mathematical statistics.Chapter topics cover classical statistical inference procedures in estimation and testing, and an in-depth treatment of sufficiency and testing theory—including uniformly most powerful tests and likelihood ratios. Many illustrative examples and exercises enhance the presentation of material throughout the book.For a more complete understanding of mathematical statistics. |
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Results 1-3 of 84
Page 327
... asymptotic relative efficiency , ( ARE ) , of Ô1n to Ô2n is the reciprocal of the ratio of their respective asymptotic variances ; i.e , 02n e ( in , Ôn ) = θλη ( 6.2.27 ) Hence by Theorem 6.2.2 , under regularity conditions , maximum ...
... asymptotic relative efficiency , ( ARE ) , of Ô1n to Ô2n is the reciprocal of the ratio of their respective asymptotic variances ; i.e , 02n e ( in , Ôn ) = θλη ( 6.2.27 ) Hence by Theorem 6.2.2 , under regularity conditions , maximum ...
Page 621
... asymptotic distribution of the estimator from its influ- ence function . Under general conditions , expression ( 12.1.28 ) holds , but often the verification of the conditions is difficult and the asymptotic distribution can be ob ...
... asymptotic distribution of the estimator from its influ- ence function . Under general conditions , expression ( 12.1.28 ) holds , but often the verification of the conditions is difficult and the asymptotic distribution can be ob ...
Page 693
... Asymptotic distribution general scores regression , 569 general scores estimator , 553 Hodges - Lehmann , 539 Mann - Whitney - Wilcoxon estima- tor for shift , 547 multiple linear LS , 644 Wilcoxon , 645 sample median , 529 , 621 Asymptotic ...
... Asymptotic distribution general scores regression , 569 general scores estimator , 553 Hodges - Lehmann , 539 Mann - Whitney - Wilcoxon estima- tor for shift , 547 multiple linear LS , 644 Wilcoxon , 645 sample median , 529 , 621 Asymptotic ...
Contents
Some Elementary Statistical Inferences | 5 |
Multivariate Distributions | 73 |
Some Special Distributions | 133 |
Copyright | |
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Other editions - View all
Introduction to Mathematical Statistics Robert V. Hogg,Joseph W. McKean,Allen Thornton Craig No preview available - 2005 |
Introduction to Mathematical Statistics Robert V. Hogg,Hogg,Joseph W. McKean,Allen T. Craig No preview available - 2013 |
Common terms and phrases
approximate asymptotic Bayes bootstrap C₁ C₂ chi-square distribution compute conditional pdf confidence interval Consider continuous random variable continuous type correlation coefficient critical region defined degrees of freedom denote a random determine discrete random variable discrete type discussed equal equation Example Exercise Find Fx(x gamma distribution given H₁ Hence independent random variables inequality integral joint pdf Let the random Let X1 Let Y₁ likelihood function linear marginal pdf matrix median MVUE normal distribution observations obtain order statistics p-value P(C₁ p₁ pdf f(x pdf of Y₁ Poisson distribution Proof random sample random variables X1 random vector respectively result S-PLUS sample mean sample space sequence Show significance level subsets sufficient statistic Suppose t-distribution test statistic Theorem unbiased estimator Wilcoxon X₁ X1 and X2 Y₁ Y₂ zero elsewhere σ²