Introduction to Mathematical StatisticsAn exceptionally clear and impeccably accurate presentation of statistical applications and more advanced theory. Included is a chapter on the distribution of functions of random variables as well as an excellent chapter on sufficient statistics. More modern technology is used in considering limiting distributions, making the presentations more clear and uniform. |
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Page 251
also have approximate normal distributions, and this is the reason that the normal
distribution is so important to statisticians. That is, while not many underlying
distributions are normal, the distributions of statistics calculated from random ...
also have approximate normal distributions, and this is the reason that the normal
distribution is so important to statisticians. That is, while not many underlying
distributions are normal, the distributions of statistics calculated from random ...
Page 252
Can we find a function, say u(Y/n), whose variance is essentially free of pi Since
Y/n converges in probability to p, we can approximate u(Y/n) by the first two terms
of its Taylor's expansion about p, namely by Of course, v(Y/n) is a linear function ...
Can we find a function, say u(Y/n), whose variance is essentially free of pi Since
Y/n converges in probability to p, we can approximate u(Y/n) by the first two terms
of its Taylor's expansion about p, namely by Of course, v(Y/n) is a linear function ...
Page 273
The reason that this may be approximate is due to the fact that Y has a
distribution of the discrete type and thus it is, in general, impossible to achieve
the probability 0.95 exactly. With c\{p) and c2(p) increasing functions, they have
single- ...
The reason that this may be approximate is due to the fact that Y has a
distribution of the discrete type and thus it is, in general, impossible to achieve
the probability 0.95 exactly. With c\{p) and c2(p) increasing functions, they have
single- ...
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Common terms and phrases
Accordingly approximate best critical region chi-square distribution complete sufficient statistic conditional p.d.f. conditional probability confidence interval Consider continuous type converges in probability correlation coefficient critical region defined degrees of freedom denote a random depend upon 9 discrete type distribution function F(x distribution with mean distribution with p.d.f. distribution with parameters equation estimator of 9 Example Exercise F-distribution gamma distribution given H0 is true hypothesis H0 independent random variables integral joint p.d.f. Let the random Let Xu X2 limiting distribution marginal p.d.f. matrix moment-generating function order statistics p.d.f. of Xu percent confidence interval Poisson distribution positive integer probability density functions probability set function quadratic form random experiment random sample random variables Xx reject H0 respectively sample space Section Show significance level simple hypothesis statistic for 9 sufficient statistic testing H0 theorem unbiased estimator variance a2 Xx and X2 Yu Y2 zero elsewhere