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Introduction To Mathematical Statistics

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Diego Arcos
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2K views225 pages

Introduction To Mathematical Statistics

Uploaded by

Diego Arcos
Copyright
© Attribution Non-Commercial (BY-NC)
We take content rights seriously. If you suspect this is your content, claim it here.
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Robert V. Hogg Allen T. Craig THE UNIVERSITY OF 10WA Introduction to Mathematical Statistics Fourth Edition Macmillan Publishing Co., Inc. Collier Macmillan Publishers LONDON ey 19, Mata Putin Ca ee. ‘ihe vedo pt of ak my De eped (Tica any try sy an Sten mechan ‘ic eu pnt wn fom th ote ter wt 395 nd 1959 a opi 145 10 eee Litas of Congo Catia a Pete Dat cae ed pnuvtive 13MM ean $6789 Preface ‘We are much indebted to our clleagues throughout the country who have so generouly provided with suggestions on bath the order of preseatation and the kind of mater to be lade in Us edition of Introduction i Mathomatial Statistic. We believe that you wil id the book much mote adaptable for claszoom swe than the previous ‘dition. Again, esentilly all he distribution theory that is needed is found in the frst five chapters. Estimation and tets of statistical Inypotheses,incading nonparaeterie methods follow in Chapter 6,7, 8, tnd 9, reapetivaly. However, scent statistics ean be intodusnd| catlier by considering Chapter 10 immediatly after Chapter 6 on ‘stimation. Many ofthe topics of Chapter IH are sch that they may ako be iirodaced sooner! the Rao-Cramér inequality (11) and fobuststination (11.7) after measures of the quality of estimators (62), sequontal analysis (112) after bet test (7.2), mail com patbon (13) after the analysis of variance (8S), and casaieaton (014) after materia onthe samplecorelition xeicient (87). With thie Aexibity the fst eight chapters ca easily be covered in courses of tither sk semester hours or wght quarter hour, supplementing with the various topics ftom Chapters 9 throgh 11 asthe teacher chowes ad asthe ime permits Ina longer course, we hope any teachers and Sdents wil Be interested in the topies of stochstie independence (LS), robustness (116 and 11.7, multivariate normal dietbations (021), and quadratic fers (12.2 and 123), ‘Weare obligated to Catherine M. Thompon and Masine Merington and to Profs ES. Pearon for permison to include Tables I and Y, which are abridgments and adaptations of tables published in Bionarta. We wish to thank Oliver & Boyd Lid, Balnburg for permission tneinde Table IV, which san absidgment and adaptation “ Preface of Table from the bok Static! Tables or Biologia, Agvcutura, Sha Madi! Research by the late Profesor Sit Ronald A, Fishes, Cambridge, and Dr. Frank Yates, Rothamsted, Finally, we wish © funk Mes, Koren Hone foe ber frstcace help ithe preparation of RV ATC Contents Chapter 1 Distributions of Random Variables 1 14 Intedtion 12 Alger of Sets 13 Set Foncsone 8) 1A The Prbblty Set Function 12 1S. Random Variables 18 17 The Ditibution Function JP 18 Corin Prabty Mole 38 1.10 Some Special Matematiol Bapectations 48 TI Chess’ Ineqaty 5 Chapter 2 Conditional Probability and Stochastic Independence 6 21. Conditional Prtabty 61 22, Marginal and Contonl Disibatons 65 21. The Condathn Confit 22 24 toca Independence 8 Chapter 3 Some Special Distributions 0 41° The Bigomil, Tito and Muloomil Distbatons 99 32 ‘The Poiwon Dicibton 533 The Gamma and Chi Square Ditbatiane 105 34 The Normal Dstriton 108 1S The Bivarite Normal Dstsbaton 127

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