Cover image for An introduction to probability and statistics
Title:
An introduction to probability and statistics
Personal Author:
Edition:
2nd ed.
Publication Information:
New York : John Wiley, 2001
ISBN:
9780471348467

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30000004879890 QA273 R634 2001 Open Access Book Book
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Summary

Summary

The second edition of a well-received book that was published 24 years ago and continues to sell to this day, An Introduction to Probability and Statistics is now revised to incorporate new information as well as substantial updates of existing material.


Table of Contents

Preface to the Second Editionp. xi
Preface to the First Editionp. xiii
1. Probabilityp. 1
1.1 Introductionp. 1
1.2 Sample Spacep. 2
1.3 Probability Axiomsp. 7
1.4 Combinatorics: Probability on Finite Sample Spacesp. 21
1.5 Conditional Probability and Bayes Theoremp. 28
1.6 Independence of Eventsp. 33
2. Random Variables and Their Probability Distributionsp. 40
2.1 Introductionp. 40
2.2 Random Variablesp. 40
2.3 Probability Distribution of a Random Variablep. 43
2.4 Discrete and Continuous Random Variablesp. 48
2.5 Functions of a Random Variablep. 57
3. Moments and Generating Functionsp. 69
3.1 Introductionp. 69
3.2 Moments of a Distribution Functionp. 69
3.3 Generating Functionsp. 85
3.4 Some Moment Inequalitiesp. 95
4. Multiple Random Variablesp. 102
4.1 Introductionp. 102
4.2 Multiple Random Variablesp. 102
4.3 Independent Random Variablesp. 119
4.4 Functions of Several Random Variablesp. 127
4.5 Covariance, Correlation, and Momentsp. 149
4.6 Conditional Expectationp. 164
4.7 Order Statistics and Their Distributionsp. 171
5. Some Special Distributionsp. 180
5.1 Introductionp. 180
5.2 Some Discrete Distributionsp. 180
5.3 Some Continuous Distributionsp. 204
5.4 Bivariate and Multivariate Normal Distributionsp. 238
5.5 Exponential Family of Distributionsp. 251
6. Limit Theoremsp. 256
6.1 Introductionp. 256
6.2 Modes of Convergencep. 256
6.3 Weak Law of Large Numbersp. 274
6.4 Strong Law of Large Numbersp. 281
6.5 Limiting Moment Generating Functionsp. 289
6.6 Central Limit Theoremp. 293
7. Sample Moments and Their Distributionsp. 306
7.1 Introductionp. 306
7.2 Random Samplingp. 307
7.3 Sample Characteristics and Their Distributionsp. 310
7.4 Chi-Square, t-, and F-Distributions: Exact Sampling Distributionsp. 324
7.5 Large-Sample Theoryp. 334
7.6 Distribution of (X, S[superscript 2]) in Sampling from a Normal Populationp. 339
7.7 Sampling from a Bivariate Normal Distributionp. 344
8. Parametric Point Estimationp. 353
8.1 Introductionp. 353
8.2 Problem of Point Estimationp. 354
8.3 Sufficiency, Completeness, and Ancillarityp. 358
8.4 Unbiased Estimationp. 377
8.5 Unbiased Estimation (Continued): Lower Bound for the Variance of an Estimatorp. 391
8.6 Substitution Principle (Method of Moments)p. 406
8.7 Maximum Likelihood Estimatorsp. 409
8.8 Bayes and Minimax Estimationp. 424
8.9 Principle of Equivariancep. 442
9. Neyman-Pearson Theory of Testing of Hypothesesp. 454
9.1 Introductionp. 454
9.2 Some Fundamental Notions of Hypotheses Testingp. 454
9.3 Neyman-Pearson Lemmap. 464
9.4 Families with Monotone Likelihood Ratiop. 472
9.5 Unbiased and Invariant Testsp. 479
9.6 Locally Most Powerful Testsp. 486
10. Some Further Results of Hypothesis Testingp. 490
10.1 Introductionp. 490
10.2 Generalized Likelihood Ratio Testsp. 490
10.3 Chi-Square Testsp. 500
10.4 t-Testsp. 512
10.5 F-Testsp. 518
10.6 Bayes and Minimax Proceduresp. 520
11. Confidence Estimationp. 527
11.1 Introductionp. 527
11.2 Some Fundamental Notions of Confidence Estimationp. 527
11.3 Methods of Finding Confidence Intervalsp. 532
11.4 Shortest-Length Confidence Intervalsp. 546
11.5 Unbiased and Equivariant Confidence Intervalsp. 553
12. General Linear Hypothesisp. 561
12.1 Introductionp. 561
12.2 General Linear Hypothesisp. 561
12.3 Regression Modelp. 569
12.4 One-Way Analysis of Variancep. 577
12.5 Two-Way Analysis of Variance with One Observation per Cellp. 583
12.6 Two-Way Analysis of Variance with Interactionp. 590
13. Nonparametric Statistical Inferencep. 598
13.1 Introductionp. 598
13.2 U-Statisticsp. 598
13.3 Some Single-Sample Problemsp. 608
13.4 Some Two-Sample Problemsp. 624
13.5 Tests of Independencep. 633
13.6 Some Applications of Order Statisticsp. 644
13.7 Robustnessp. 650
Referencesp. 663
Frequently Used Symbols and Abbreviationsp. 669
Statistical Tablesp. 673
Answers to Selected Problemsp. 693
Author Indexp. 705
Subject Indexp. 707