|  | Chihara, Laura M. / Hesterberg, Tim C.
Mathematical Statistics with Resampling and R
 1. Auflage August 2011
112,- Euro
2011. 432 Seiten, Hardcover
ISBN 978-1-118-02985-5 - John Wiley & Sons
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| Kurzbeschreibung
This groundbreaking book shows how apply modern resampling techniques to mathematical statistics. The book includes permutation tests and bootstrap methods and classical inference methods. Resampling helps students understand the meaning of sampling distributions, sampling variability, P-values, hypothesis tests, and confidence intervals. The use of R throughout the book underscores the significance of resampling since its implementation is fast enough to be both convenient and explanatory. While computer clock speeds have leveled off, new multi-core computers are well suited for parallel applications like resampling. The book contains examples, figures, exercise sets, case studies, and helpful remarks. An author-maintained web site is available.
Aus dem Inhalt
Preface.
1 Data and Case Studies.
1.1 Case Study: Flight Delays.
1.2 Case Study: Birth Weights of Babies.
1.3 Case Study: Verizon Repair Times.
1.4 Sampling.
1.5 Parameters and Statistics.
1.6 Case Study: General Social Survey.
1.7 Sample Surveys.
1.8 Case Study: Beer and Hot Wings.
1.9 Case Study: Black Spruce Seedlings.
1.10 Studies.
1.11 Exercises.
2 Exploratory Data Analysis.
2.1 Basic Plots.
2.2 Numeric Summaries.
2.2.1 Center.
2.2.2 Spread.
2.2.3 Shape.
2.3 Boxplots.
2.4 Quantiles and Normal Quantile Plots.
2.5 Empirical Cumulative Distribution Functions.
2.6 Scatter Plots.
2.7 Skewness and Kurtosis.
2.8 Exercises.
3 Hypothesis Testing.
3.1 Introduction to Hypothesis Testing.
3.2 Hypotheses.
3.3 Permutation Tests.
3.3.1 Implementation Issues.
3.3.2 One-Sided and Two-Sided Tests.
3.3.3 Other Statistics.
3.3.4 Assumptions.
3.4 Contingency Tables.
3.4.1 Permutation Test for Independence.
3.4.2 Chi-Square Reference Distribution.
3.5 Chi-Square Test of Independence.
3.6 Test of Homogeneity.
3.7 Goodness-of-Fit: All Parameters Known.
3.8 Goodness-of-Fit: Some Parameters Estimated.
3.9 Exercises.
4 Sampling Distributions.
4.1 Sampling Distributions.
4.2 Calculating Sampling Distributions.
4.3 The Central Limit Theorem.
4.3.1 CLT for Binomial Data.
4.3.2 Continuity Correction for Discrete Random Variables.
4.3.3 Accuracy of the Central Limit Theorem.
4.3.4 CLT for Sampling Without Replacement.
4.4 Exercises.
5 The Bootstrap.
5.1 Introduction to the Bootstrap.
5.2 The Plug-In Principle.
5.2.1 Estimating the Population Distribution.
5.2.2 How Useful Is the Bootstrap Distribution?
5.3 Bootstrap Percentile Intervals.
5.4 Two Sample Bootstrap.
5.4.1 The Two Independent Populations Assumption.
5.5 Other Statistics.
5.6 Bias.
5.7 Monte Carlo Sampling: The "Second Bootstrap Principle".
5.8 Accuracy of Bootstrap Distributions.
5.8.1 Sample Mean: Large Sample Size.
5.8.2 Sample Mean: Small Sample Size.
5.8.3 Sample Median.
5.9 How Many Bootstrap Samples are Needed?
5.10 Exercises.
6 Estimation.
6.1 Maximum Likelihood Estimation.
6.1.1 Maximum Likelihood for Discrete Distributions.
6.1.2 Maximum Likelihood for Continuous Distributions.
6.1.3 Maximum Likelihood for Multiple Parameters.
6.2 Method of Moments.
6.3 Properties of Estimators.
6.3.1 Unbiasedness.
6.3.2 Efficiency.
6.3.3 Mean Square Error.
6.3.4 Consistency.
6.3.5 Transformation Invariance.
6.4 Exercises.
7 Classical Inference: Confidence Intervals.
7.1 Confidence Intervals for Means.
7.1.1 Confidence Intervals for a Mean, Ã Known.
7.1.2 Confidence Intervals for a Mean, Ã Unknown.
7.1.3 Confidence Intervals for a Difference in Means.
7.2 Confidence Intervals in General.
7.2.1 Location and Scale Parameters.
7.3 One-Sided Confidence Intervals.
7.4 Confidence Intervals for Proportions.
7.4.1 The Agresti-Coull Interval for a Proportion.
7.4.2 Confidence Interval for the Difference of Proportions.
7.5 Bootstrap t Confidence Intervals.
7.5.1 Comparing Bootstrap t and Formula t Confidence Intervals.
7.6 Exercises.
8 Classical Inference: Hypothesis Testing.
8.1 Hypothesis Tests for Means and Proportions.
8.1.1 One Population.
8.1.2 Comparing Two Populations.
8.2 Type I and Type II Errors.
8.2.1 Type I Errors.
8.2.2 Type II Errors and Power.
8.3 More on Testing.
8.3.1 On Significance.
8.3.2 Adjustments for Multiple Testing.
8.3.3 P-values Versus Critical Regions.
8.4 Likelihood Ratio Tests.
8.4.1 Simple Hypotheses and the Neyman-Pearson Lemma.
8.4.2 Generalized Likelihood Ratio Tests.
8.5 Exercises.
9 Regression.
9.1 Covariance.
9.2 Correlation.
9.3 Least-Squares Regression.
9.3.1 Regression Toward the Mean.
9.3.2 Variation.
9.3.3 Diagnostics.
9.3.4 Multiple Regression.
9.4 The Simple Linear Model.
9.4.1 Inference for ± and ².
9.4.2 Inference for the Response.
9.4.3 Comments About Assumptions for the Linear Model.
9.5 Resampling Correlation and Regression.
9.5.1 Permutation Tests.
9.5.2 Bootstrap Case Study: Bushmeat.
9.6 Logistic Regression.
9.6.1 Inference for Logistic Regression.
9.7 Exercises.
10 Bayesian Methods.
10.1 Bayes' Theorem.
10.2 Binomial Data, Discrete Prior Distributions.
10.3 Binomial Data, Continuous Prior Distributions.
10.4 Continuous Data.
10.5 Sequential Data.
10.6 Exercises.
11 Additional Topics.
11.1 Smoothed Bootstrap.
11.1.1 Kernel Density Estimate.
11.2 Parametric Bootstrap.
11.3 The Delta Method.
11.4 Stratified Sampling.
11.5 Computational Issues in Bayesian Analysis.
11.6 Monte Carlo Integration.
11.7 Importance Sampling.
11.7.1 Ratio Estimate for Importance Sampling.
11.7.2 Importance Sampling in Bayesian Applications.
11.8 Exercises.
Appendix A Review of Probability.
A.1 Basic Probability.
A.2 Mean and Variance.
A.3 The Mean of a Sample of Random Variables.
A.4 The Law of Averages.
A.5 The Normal Distribution.
A.6 Sums of Normal Random Variables.
A.7 Higher Moments and the Moment Generating Function.
Appendix B Probability Distributions.
B.1 The Bernoulli and Binomial Distributions.
B.2 The Multinomial Distribution.
B.3 The Geometric Distribution.
B.4 The Negative Binomial Distribution.
B.5 The Hypergeometric Distribution.
B.6 The Poisson Distribution.
B.7 The Uniform Distribution.
B.8 The Exponential Distribution.
B.9 The Gamma Distribution.
B.10 The Chi-Square Distribution.
B.11 The Student's t Distribution.
B.12 The Beta Distribution.
B.13 The F Distribution.
B.14 Exercises.
Appendix C Distributions Quick Reference.
Solutions to Odd-Numbered Exercises.
Bibliography.
Index.
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