3 s2.0 B9780124171138099884 Main
3 s2.0 B9780124171138099884 Main
3 s2.0 B9780124171138099884 Main
Note: Page numbers followed by b indicate boxes, f indicate figures and t indicate tables.
791
792 Index
H Minitab, 631
Hardy–Weinberg law, 109, 114–115 R code, 629
Highest posterior density (HPD) interval, 571–572 SAS, 634
Histogram, 385, 385f, 700f SPSS, 633
of data, 704f
definition, 18 L
guideline, 18b Large sample approximations, 205–210
Homoscedasticity, 447 binomial distribution, normal approximation,
Hypothesis testing 206–208
composite, 315 Large sample confidence intervals
level of significance, 315 difference of two means, 290b
likelihood ratio tests, 328–333, 330b Minitab, 302
method for, 314b p1-p2, 269b
Neyman–Pearson Lemma, 323–328 Latin square design
p-value, 333–336 definition, 472
sample size, 320–321 Greco–Latin square, 475
simple, 315 R code, 490
single parameter, 333–344 Least-squares equations, 414–416
two samples, 345–359 Least-squares estimators
type I error, 315 definition, 414
type II error, 315 Gauss–Markov theorem, 447
inferences, 425–433
I properties of, 420–422
Independent variables, 462 Least-squares line, 414
Inferential statistics, 5 Least-squares, method of, 413–414
Infinite set, 733 Least-squares regression line, 412, 412f
Informative priors, 555–556 Least-squares regression model, 447–448
Interquartile range (IQR), 27–28 Level of significance, hypothesis testing, 315
Invariance property, 242 Likelihood ratio tests (LRT), 328–333, 330b
Limit theorems, 159–168
J central limit theorem (CLT), 164b
Jackknife method, 640–645 Chebyshev’s theorem, 160b
R code, 680 law of large numbers, 162b
SAS, 686 Linear regression models
Jeffreys’ hypothesis testing criterion, 574 ANOVA, 546–547
Joint density function, 251, 256 coefficient of determination, 457
Joint probability distributions, 139–152 correlation analysis, 436–440
bivariate distributions, 139–140 least-squares estimators, 425–433
conditional expectation, 145 matrix notation, 440–446
covariance and correlation, 147–149 Minitab, 453
marginal pmf, 141 outliers and high leverage points, 457–458
Joint probability mass function, 250 particular value prediction, 433–436
regression diagnostics, 446–449
K SAS, 454–456
Kolmogorov, Andrei Nikolaevich, 53 scatterplots, 456
Kolmogorov–Smirnov test, one sample test simple, 411–425
statistics, 783t SPSS, 454
Kronecker Delta function, 559 Logarithmic transformation, ANOVA, 545
Kruskal–Wallis test Log-likelihood function, 229–231
asymptotic distribution, 620 Loss function, Taguchi methods, 485, 485f
chi-square distribution, 619–620 Lower confidence limit, 261–262, 264,
description, 618 266, 267
Index 795
Univariate data, 713–715 Weibull PDF, 234, 236, 238, 238f, 394, 394f,
Upper confidence limit, 261–262, 264, 266, 267 401–402, 402f
Wilcoxon rank sum test, 767t
V hypothesis testing procedure, 613b
large sample, 615b
Variance
R code, 629
of binomial random variable, 116b
SAS, 634
chi-square random variable, 133b
SPSS, 632
exponential random variable, 132b
Wilcoxon signed rank test, 762t
gamma probability distribution, 130b
hypothesis testing procedure, 601b
normal probability distribution, 123b
large samples, 604b
of Poisson random variable, 118b
Minitab, 630–632
uniform probability distribution, 121b
R code, 628
Venn diagram, 733, 734f
Wilcoxon tests vs. normal approximation, 635
Wolfowitz, Jacob, 589
W
Wald–Wolfowitz test. See Randomness test Z
Weibull cumulative probability distribution, 395, z-score test, 695
395f, 401–402, 402f Z-transform, 270