Chapter 1 INTRODUCTION
1.1 What Is Statistics?
1.2 The Nature of Statistics
1.2.1 Three
Common Statistical Tasks
1.2.2 Probability
and Statistics
1.3 What Is This Book About?
1.4 Advice to the Student
Chapter 2 REVIEW OF PROBABILITY
2.1 Basic Ideas
2.1.1 Sample
Spaces and Events
2.1.2 Axioms
of Probability and Basic Results
2.1.3 How
to Calculate Probabilities?
2.2 Conditional Probability and
Independence
2.2.1 Conditional
Probability
2.2.2 Independence
2.2.3 Law
of Total Probability
2.2.4 Bayes'
Theorem
2.3 Random Variables and Their
Distributions
2.3.1 Discrete
Random Variables
2.3.2 Continuous
Random Variables
2.4 Expected Value, Variance,
and Other Parameters of a Distribution
2.4.1 Expected
Value
2.4.2 Variance
and Standard Deviation
2.4.3 *Skewness
and Kurtosis
2.4.4 *Moment
Generating Function
2.4.5 Quantiles
and Percentiles
2.5 Jointly Distributed Random
Variables
2.5.1 Joint
Probability Mass or Density Function
2.5.2 Marginal
Distribution
2.5.3 Independent
Random Variables
2.5.4 Conditional
Distribution
2.5.5 Covariance
2.5.6 Correlation
Coefficient
2.5.7 Multivariate
Distributions
2.6 Chebyshev's Inequality and
Weak Law of Large Numbers
2.7 Selected Discrete Distributions
2.7.1 Bernoulli
Distribution
2.7.2 Binomial
Distribution
2.7.3 Hypergeometric
Distribution
2.7.4 Poisson
Distribution
2.7.5 Geometric
Distribution
2.7.6 Multinomial
Distribution
2.8 Selected Continuous Distributions
2.8.1 Uniform
Distribution
2.8.2 Exponential
Distribution
2.8.3 Gamma
Distribution
2.8.4 Beta
Distribution
2.9 Normal Distribution
2.9.1 Standard
Normal Distribution
2.9.2 Percentiles
of the Normal Distribution
2.9.3 Linear
Combinations of Normal Random Variables
2.10 *Transformations of Random
Variables
2.11 Chapter Summary
Exercises
Chapter 3 COLLECTING DATA
3.1 Types of Statistical Studies
3.1.1 Importance
of a Control Group in a Comparative Study
3.2 Observational Studies
3.2.1 Sample
Surveys
3.2.2 Prospective
and Retrospective Studies
3.3 Basic Sampling Designs
3.3.1 Simple
Random Sampling
3.3.2 Stratified
Random Sampling
3.3.3 Multistage
Cluster Sampling
3.3.4 Systematic
Sampling
3.4 Experimental Studies
3.4.1 Terminology
and Basic Concepts
3.4.2 Strategies
to Reduce Experimental Error Variation
3.4.3 Basic
Experimental Designs
3.4.4 Iterative Nature of Experimentation
3.5 Chapter Summary
Exercises
Chapter 4 SUMMARIZING AND EXPLORING DATA
4.1 Types of Data
4.2 Summarizing Categorical Data
4.3 Summarizing Numerical Data
4.3.1 Summary
Statistics: Measures of Location
4.3.2 Summary
Statistics: Measures of Dispersion
4.3.3 *Summary
Statistics: Skewness and Kurtosis
4.3.4 Graphical
Techniques
4.4 Summarizing Bivariate Data
4.4.1 Summarizing
Bivariate Categorical Data
4.4.2 Summarizing
Bivariate Numerical Data
4.5 Summarizing Time-Series Data
4.5.1 Data
Smoothing and Forecasting Techniques
4.5.2 Autocorrelation
Coefficients
4.6 Chapter Summary
Exercises
Chapter 5 SAMPLING DISTRIBUTIONS OF STATISTICS
5.1 Sampling Distribution of the
Sample Mean
5.1.1 Central
Limit Theorem
5.1.2 Normal
Approximation to the Binomial Distribution
5.1.3 Continuity
Correction
5.2 Sampling Distribution of
the Sample Variance
5.3 Student's t-Distribution
5.4 Snedecor-Fisher's F-Distribution
5.5 *Sampling Distributions of
Order Statistics
5.5.1 Distribution
of the Sample Minimum and Maximum
5.5.2 Distribution
of the rth Order Statistic
5.6 Chapter Summary
Exercises
Chapter 6 BASIC CONCEPTS OF INFERENCE
6.1 Point Estimation
6.1.1 Bias,
Variance and Mean Square Error
6.1.2 Methods
of Estimation
6.2 Confidence Interval Estimation
6.2.1 Two-Sided
Confidence Intervals
6.2.2 One-Sided
Confidence Intervals
6.3 Hypothesis Testing
6.3.1 Null
and Alternative Hypotheses
6.3.2 Hypothesis
Tests
6.3.3 Type
I and Type II Error Probabilities
6.3.4 *Operating
Characteristic and Power Functions
6.3.5 Level
of Significance
6.3.6 Observed
Level of Significance or P-Value
6.3.7 One-Sided
and Two-Sided Tests
6.3.8 Relation
Between Confidence Intervals and Hypothesis Tests
6.3.9 Use
and Misuse of Hypothesis Tests in Practice
6.4 Chapter Summary
Exercises
Chapter 7 INFERENCES FOR SINGLE SAMPLES
7.1 Inferences on Mean (Large
Samples)
7.1.1 Confidence
Intervals on Mean
7.1.2 Hypothesis
Tests on Mean
7.2 Inferences on Mean (Small
Samples)
7.2.1 Confidence
Intervals on Mean
7.2.2 Hypothesis
Tests on Mean
7.3 Inferences on Variance
7.3.1 Confidence
Interval on Variance
7.3.2 Hypothesis
Tests on Variance
7.4 *Prediction and Tolerance
Intervals
7.4.1 Prediction
Intervals
7.4.2 Tolerance
Intervals
7.5 Chapter Summary
Exercises
Chapter 8 INFERENCES FOR TWO SAMPLES
8.1 Independent Samples and Matched
Pairs Designs
8.2 Graphical Methods for Comparing
Two Samples
8.3 Comparing Means of Two Populations
8.3.1 Independent
Samples Design
8.3.2 Matched
Pairs Design
8.4 *Comparing Variances of Two
Populations
8.5 Chapter Summary
Exercises
Chapter 9 INFERENCES FOR PROPORTIONS AND COUNT DATA
9.1 Inferences on Proportion
9.1.1 Large
Sample Confidence Interval for a Proportion
9.1.2 Large
Sample Hypothesis Tests on a Proportion
9.1.3 *Small
Sample Hypothesis Tests on a Proportion
9.2 Inferences for Comparing
Two Proportions
9.2.1 Independent
Samples Design
9.2.2 *Matched
Pairs Design
9.3 Inferences for One-Way Count
Data
9.3.1 A Test
for the Multinomial Distribution
9.3.2 Chi-Square
Goodness of Fit Test
9.4 Inferences for Two-Way Count
Data
9.4.1 Sampling
Models
9.4.2 Hypothesis
Tests
9.4.3 *Odds
Ratio as a Measure of Association
9.5 Chapter Summary
Exercises
Chapter 10 SIMPLE LINEAR REGRESSION AND CORRELATION
10.1 A Probabilistic Model for
Simple Linear Regression
10.2 Fitting the Simple Linear
Regression Model
10.2.1 Least
Squares (LS) Fit
10.2.2 Goodness
of Fit of the LS Line
10.2.3 Estimation
of F2
10.3 Statistical Inference for
Simple Linear Regression
10.3.1 Statistical
Inference on $0 and $1
10.3.2 Analysis
of Variance for Simple Linear Regression
10.3.3 Prediction
of Future Observations
10.3.4 Calibration
(Inverse Regression)
10.4 Regression Diagnostics
10.4.1 Checking
the Model Assumptions
10.4.2 Checking
for Outliers and Influential Observations
10.4.3 Data
Transformations
10.5 *Correlation Analysis
10.5.1 Bivariate
Normal Distribution
10.5.2 Statistical
Inference on the Correlation Coefficient
10.6 Pitfalls of Regression and
Correlation Analyses
10.7 Chapter Summary
Exercises
Chapter 11 MULTIPLE LINEAR REGRESSION
11.1 A Probabilistic Model for
Multiple Linear Regression
11.2 Fitting the Multiple Regression
Model
11.2.1 Least
Squares (LS) Fit
11.2.2 Goodness
of Fit of the Model
11.3 *Multiple Regression Model
in Matrix Notation
11.4 Statistical Inference for
Multiple Regression
11.4.1 Statistical
Inference on $ 's
11.4.2 Prediction
of Future Observations
11.5 Regression Diagnostics
11.5.1 Residual
Analysis
11.5.2 Data
Transformations
11.6 Topics in Regression Modeling
11.6.1 Multicollinearity
11.6.2 Polynomial
Regression
11.6.3 Dummy
Predictor Variables
11.6.4 *Standardized
Regression Coefficients
11.6.5 *Logistic
Regression Model
11.7 Variable Selection Methods
11.7.1 Stepwise
Regression
11.7.2 Best
Subsets Regression
11.8 A Strategy for Building
a Multiple Regression Model
11.9 Chapter Summary
Exercises
Chapter 12 ANALYSIS OF SINGLE FACTOR EXPERIMENTS
12.1 Completely Randomized Design
12.1.1 Model
and Estimates of Its Parameters
12.1.2 Analysis
of Variance
12.1.3 Model
Diagnostics Using Residual Plots
12.2 Multiple Comparisons of
Means
12.2.1 Pairwise
Comparisons of Means
12.2.2 *Other
Comparisons Among the Means
12.3 *Random Effects Model for
a One-Way Layout
12.4 Randomized Block Design
12.4.1 Model
and Estimates of Its Parameters
12.4.2 Analysis
of Variance
12.4.3 Model
Diagnostics Using Residual Plots
12.4.4 Multiple
Comparisons of Treatment Effects
12.4.5 Mixed-Effects
Model for the RB Design
12.5 Chapter Summary
Exercises
Chapter 13 ANALYSIS OF MULTIFACTOR EXPERIMENTS
13.1 Two-Factor Experiments with
Fixed Crossed Factors
13.1.1 Model
and Estimates of Its Parameters
13.1.2 Analysis
of Variance
13.1.3 Model
Diagnostics
13.1.4 Multiple
Comparisons Between Rows and/or Between Columns
13.1.5 Unbalanced
Two-Way Layouts
13.1.6 Regression
Approach to Two-Factor Experiments
13.2 2k
Factorial Experiments
13.2.1 Main
Effects and Interactions
13.2.2 Statistical
Inference for 2k Experiments
13.2.3 Regression
Approach to 2k Experiments
13.2.4 Model
Diagnostics
13.2.5 Single
Replicate Case
13.3 Other Selected Types of
Two-Factor Experiments
13.3.1 Two-Factor
Experiments with Crossed and Mixed Factors
13.3.2 Two-Factor
Experiments with Nested and Mixed Factors
13.4 Chapter Summary
Exercises
Chapter 14 NONPARAMETRIC STATISTICAL METHODS
14.1 Inferences for Single Samples
14.1.1 Sign
Test and Confidence Interval
14.1.2 Wilcoxon
Signed Rank Test and Confidence Interval
14.2 Inferences for Two Independent
Samples
14.2.1 Wilcoxon-Mann-Whitney
Test
14.2.2 Wilcoxon-Mann-Whitney
Confidence Interval
14.3 Inferences for Several Independent
Samples
14.3.1 Kruskal-Wallis
Test
14.3.2 *Pairwise
Comparisons
14.4 Inferences for Several Matched
Samples
14.4.1 Friedman
Test
14.4.2 Pairwise
Comparisons
14.5 Rank Correlation Methods
14.5.1 Spearman's
Rank Correlation Coefficient
14.5.2 Kendall's
Rank Correlation Coefficient
14.5.3 *Kendall's
Coefficient of Concordance
14.6 *Resampling Methods
14.6.1 Permutation
Tests
14.6.2 Bootstrap
Method
14.6.3 Jackknife
Method
14.7 Chapter Summary
Exercises
Chapter 15 LIKELIHOOD, BAYESIAN, AND DECISION THEORY METHODS
15.1 Maximum Likelihood Estimation
15.1.1 Likelihood
Function
15.1.2 Calculation
of Maximum Likelihood Estimators
15.1.3 Properties
of Maximum Likelihood Estimators
15.1.4 Large
Sample Inferences Based on the MLE's
15.1.5 *Delta
Method for Approximating the Variance of an Estimator
15.2 Likelihood Ratio Tests
15.2.1 Neyman-Pearson
Lemma
15.2.2 *Generalized
Likelihood Ratio Test
15.2.3 *Wald
Sequential Probability Ratio Test
15.3 Bayesian Inference
15.3.1 Bayesian
Estimation
15.3.2 Bayesian
Testing
15.4 Decision Theory
15.4.1 Statistical
Decision Problem
15.4.2 Admissible,
Minimax and Bayes Decision Rules
15.5 Chapter Summary
Exercises
Appendix A TABLES
Appendix B ABBREVIATED ANSWERS TOSELECTED ODD-NUMBERED EXERCISES
Index