Probability and Statistical Inference

by ;
Edition: 6th
Format: Hardcover w/CD
Pub. Date: 2001-01-01
Publisher(s): PRENTICE HALL
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Summary

This user-friendly introduction to the mathematics of probability and statistics (for readers with a background in calculus) uses numerous applications--drawn from biology, education, economics, engineering, environmental studies, exercise science, health science, manufacturing, opinion polls, psychology, sociology, and sports--to help explain and motivate the concepts. A review of selected mathematical techniques is included, and an accompanying CD-ROM contains many of the figures (many animated), and the data included in the examples and exercises (stored in both Minitab compatible format and ASCII). Empirical and Probability Distributions. Probability. Discrete Distributions. Continuous Distributions. Multivariable Distributions. Sampling Distribution Theory. Importance of Understanding Variability. Estimation. Tests of Statistical Hypotheses. Theory of Statistical Inference. Quality Improvement Through Statistical Methods. For anyone interested in the Mathematics of Probability and Statistics.

Table of Contents

Preface vii
Prologue xi
Empirical and Probability Distributions
1(65)
Basic Concepts
1(9)
The Mean, Variance, and Standard Deviation
10(6)
Continuous-Type Data
16(14)
Exploratory Data Analysis
30(11)
Graphical Comparisons of Data Sets
41(8)
Time Sequences
49(9)
Probability Density and Mass Functions
58(8)
Probability
66(42)
Properties of Probability
66(9)
Methods of Enumeration
75(11)
Conditional Probability
86(10)
Independent Events
96(7)
Bayes' Theorem
103(5)
Discrete Distributions
108(57)
Random Variables of the Discrete Type
108(10)
Mathematical Expectation
118(13)
Bernoulli Trials and the Binomial Distribution
131(11)
The Moment-Generating Function
142(11)
The Poisson Distribution
153(12)
Continuous Distributions
165(57)
Random Variables of the Continuous Type
165(11)
The Uniform and Exponential Distributions
176(10)
The Gamma and Chi-Square Distributions
186(7)
The Normal Distribution
193(12)
Distributions of Functions of a Random Variable
205(11)
Mixed Distributions and Censoring
216(6)
Multivariable Distributions
222(61)
Distributions of Two Random Variables
222(13)
The Correlation Coefficient
235(9)
Conditional Distributions
244(10)
The Bivariate Normal Distribution
254(7)
Transformations of Random Variables
261(12)
Order Statistics
273(10)
Sampling Distribution Theory
283(58)
Independent Random Variables
283(7)
Distributions of Sums of Independent Random Variables
290(9)
Random Functions Associated with Normal Distributions
299(8)
The Central Limit Theorem
307(8)
Approximations for Discrete Distributions
315(5)
The t and F Distributions
320(5)
Limiting Moment-Generating Functions
325(6)
Chebyshev's Inequality and Convergence in Probability
331(10)
Centerpiece: Importance of Understanding Variability
336(5)
Estimation
341(85)
Point Estimation
341(13)
Confidence Intervals for Means
354(10)
Confidence Intervals for Difference of Two Means
364(9)
Confidence Intervals for Variances
373(6)
Confidence Intervals for Proportions
379(7)
Sample Size
386(8)
Distribution-Free Confidence Intervals for Percentiles
394(8)
A Simple Regression Problem
402(14)
More Regression
416(10)
Tests of Statistical Hypotheses
426(130)
Tests About Proportions
426(10)
Tests About One Mean and One Variance
436(17)
Tests of the Equality of Two Normal Distributions
453(14)
Chi-Square Goodness of Fit Tests
467(11)
Contingency Tables
478(13)
Tests of the Equality of Several Means
491(11)
Two-Factor Analysis of Variance
502(13)
Tests Concerning Regression and Correlation
515(7)
The Wilcoxon Tests
522(12)
Kolmogorov-Smirnov Goodness of Fit Test
534(7)
Resampling Methods
541(6)
Run Test and Test for Randomness
547(9)
Theory of Statistical Inference
556(39)
Sufficient Statistics
556(5)
Power of a Statistical Test
561(9)
Best Critical Regions
570(7)
Likelihood Ratio Tests
577(6)
Bayesian Estimation
583(6)
Asymptotic Distributions of Maximum Likelihood Estimators
589(6)
Quality Improvement Through Statistical Methods
595(28)
Statistical Quality Control
595(13)
General Factorial and 2k Factorial Designs
608(7)
More on Design of Experiments
615(8)
Epilogue
621(2)
A REVIEW OF SELECTED MATHEMATICAL TECHNIQUES 623(20)
A.1 Algebra of Sets
623(4)
A.2 Mathematical Tools for the Hypergeometric Distribution
627(3)
A.3 Limits
630(2)
A.4 Infinite Series
632(4)
A.5 Integration
636(2)
A.6 Multivariate Calculus
638(5)
B REFERENCES 643(2)
C TABLES 645(28)
D ANSWERS TO ODD-NUMBERED EXERCISES 673(26)
Index 699

Excerpts

Preface We are pleased with the reception that was given to the first five editions of Probability and Statistical Inference.The sixth edition is still designed for use in a course having from three to six semester hours of credit. No previous study of statistics is assumed, and a standard course in calculus provides an adequate mathematical background. Certain sections have been starred and are not needed in subsequent sections. This, however, does not mean that these starred sections are unimportant, and we hope many of you will study them. We still view this book as the basis of a junior or senior level course in the mathematics of probability and statistics that is taught by many departments of mathematics and/or statistics. We have tried to make it more "user friendly"; yet we do want to reinforce certain basic concepts of mathematics, particularly calculus. To help the student with methods of algebra of sets and calculus, we include a Review of Selected Mathematical Techniquesin Appendix A. This review includes a method that makes integration by parts easier. Also we derive the important Rule of 72that provides an approximation to the number of years necessary for money to double. MAJOR CHANGES IN THIS EDITION Chapter 1 still provides an excellent introduction to good descriptive statistics and exploratory data analysis and the corresponding empirical distributions. However, probability models are also introduced in Chapter 1 so that the student recognizes from the beginning that the characteristics of the empirical distributions are estimates of those of probability distributions. Hopefully, this creates some interest among students in checking to see if a probability model is appropriate for the situation under consideration throughout the text. Chapters 2-4 provide concepts in probability and basic distributions. These have been simplified somewhat from the previous edition by introducing a few of the easiest distributions through examples. Also the probability generating function has been dropped in this edition, although we note that the moment-generating function can serve in that capacity. Of course, the latter can also be used to compute the moments of a distribution. By request of many statisticians, we have introduced multivariate distributions much earlier, but in such a way that only the first section of that chapter is needed for the chapters that follow on techniques used in statistical inference. Hence, if an instructor so desires, he or she can start statistical methods sooner without conditional distributions. While this book is written primarily as a mathematical introduction to probability and statistics, there are a great many examples and exercises concerned with applications. For illustrations, the reader will find applications in the areas of biology, education, economics, engineering, environmental studies, exercise science, health science, manufacturing, opinion polls, psychology, sociology, and sports. That is, there are many exercises in the text, some illustrating the mathematics of probability and statistics but a great number are concerned with applications. We are certainly more concerned with model checking in this edition than in the previous editions. In addition, there is major effort to emphasize confidence intervals more than previously, and we clearly spell out the relationship between confidence intervals and tests of hypotheses. In that regard, we have increased the emphasis on one-sided confidence intervals somewhat because often a practitioner wants a lower or upper bound for the parameter in question, and these have a natural relationship with one-sided tests of hypotheses. The chapter on confidence intervals is so organized that the instructor can introduce early basic concepts of regression and distribution-free techniques, if he or she chooses to do so. That is

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