Subject Index

  1. F-RV
    1. definition
    2. expectation
    3. variance
  2. F-statistic
    1. mean vector
      1. one-sample
  3. x2-independence tests
  4. C-matrix
  5. σ-field
  6. t-RV
    1. Cauchy, particular case
    2. definition
    3. expectation
    4. variance
  7. p-value
  8. absolute
  9. accept-reject algorithm
    1. >algorithm
    2. beta distribution
    3. continuous RV
    4. discrete RV
    5. normal distribution
  10. Anscombe warnings
  11. arithmetic
  12. Banach Match Box Problem
  13. bar plot
    1. stacked
  14. Bayes Factors
  15. Bayes formula
  16. Bayesian
    1. likelihood principle
    2. paradigm
    3. sampling distribution
    4. sufficiency
  17. Bayesian Probabilities
    1. Birthday problem
    2. Coupon collector
    3. Laplace Probability of Sunrise
  18. Behrens-Fisher Problem
  19. beta function
    1. definition
  20. beta RV
    1. definition
    2. mean
    3. variance
    4. various parameters
  21. BIBD
    1. ANOVA
    2. decomposition
    3. model
  22. binomial RV
    1. MPbinomial
    2. Bayesian estimation
    3. CDA
    4. central term
    5. definition
    6. expectation
  23. binomial RV (continued)
    1. exponential family
    2. hessian function
    3. likelihood function
    4. LR test
    5. minimal sufficient statistic
    6. MLE
    7. MP test
    8. Poisson approximation
    9. prior
      1. continuous
      2. discrete
    10. risk functions
    11. simulation
    12. variance
    13. Wilson confidence interval
  24. biplot
    1. quadratic decomposition
    2. singular value decomposition
  25. Birthday Problem
  26. block design
    1. ANOVA
    2. decomposition
    3. effects model
    4. incomplete see also BIBD
    5. model validation
    6. randomization
  27. bootstrap
  28. bootstrap algorithm
  29. Borel σ-Field
  30. boxplot
    1. notches
  31. calculus preliminaries
  32. canonical correlation
    1. association measure
  33. canonical correlations
    1. properties
  34. categorical data
  35. categorical data analysis see also CDA
  36. Cauchy RV
    1. definition
    2. hessian function
  37. CDA
    1. graphical methods
    2. overdispersion
  38. Central Limit Theorem
    1. de Moivre-Laplace
    2. Liapounov
    3. Lindeberg-Feller
    4. normal sample
  39. Chapman-Kolmogorov equation
  40. characteristic function
    1. binomial
    2. chi-square
    3. discrete uniform
    4. exponential
    5. gamma
    6. geometric
    7. multivariate normal
    8. negative binomial RV
    9. normal
    10. Poisson
    11. power series distribution
    12. uniform
  41. Chernoff faces
  42. chi-square RV
    1. F-relationship
    2. definition
    3. expectation
    4. variance
  43. classification
  44. complete statistic
    1. definition
  45. completely randomized design see also CRD
  46. complex numbers
  47. condition indices
  48. control programming
  49. condition number
  50. Convergence
    1. rth mean
    2. almost sure
    3. distribution
    4. probability
  51. correlation matrix
  52. countably additive probability measure
  53. Coupon Collectors Problem
  54. Cramér-Rao Inequality
  55. CRD
    1. ANOVA
    2. contrasts
    3. Dunnett's multiple testing
    4. graphical analysis
    5. model
      1. effects
      2. means
    6. model validation
    7. multiple testing
    8. randomization
    9. sum of squares
  56. credible interval
    1. highest posterior
  57. cumulative distribution function
    1. binomial
    2. discrete uniform
    3. geometric
    4. uniform RV
  58. data
    1. basics
    2. clipboard
    3. complete
    4. complex formats
    5. display
    6. foreign/external
    7. handling
    8. import
    9. incomplete
    10. manipulation
    11. missing
    12. names
    13. text
  59. data sets
    1. antique
    2. on www
  60. datasets
    1. R package
  61. date
  62. depth
  63. design matrix
  64. deviance statistic
    1. LR Model
  65. DFBETAS
  66. DFFITS
  67. digraph
    1. Ehrenfest
  68. Dirichlet RV
    1. definition
  69. discrete uniform
    1. definition
    2. expectation
    3. sufficient statistic
    4. variance
  70. discriminant analysis
    1. discriminant (linear) function
  71. DOE
    1. blocking
    2. randomization
    3. replication
  72. dot chart
  73. Dvoretzky-Kiefer-Wolfowitz inequality
  74. EDA
    1. regression models
    2. summaries
  75. Ehrenfest model
  76. elementary RV
  77. EM Algorithm
    1. 2-steps
    2. 5-steps
    3. E-step
    4. i.e, Expectation-Maximization Algorithm
    5. M-step
    6. multinomial RV
      1. application in genetics
    7. Q-function
  78. expectation
  79. Experimental Designs see also Design of Experiments, DOE
  80. exponential family
    1. binomial
    2. definition
    3. GLM
    4. normal
    5. sufficient statistic
  81. exponential RV
    1. UMPExponential
    2. Bayesian estimation
    3. definition
    4. expectation
    5. memoryless property
    6. prior
  82. exponential RV (continued)
  1. gamma
  1. sufficient statistic
  2. UMP test
  3. variance
  1. extended RV
  2. factor analysis
    1. communality
    2. loadings
    3. MLE method
    4. oblique rotation
    5. orthogonal
    6. principal component method
    7. principal factor method
    8. quartimax rotation
    9. spectral decomposition
    10. varimax rotation
  3. factorial design
    1. blocking
      1. ANOVA
      2. decomposition
      3. two-factorial model
    2. three factorial
      1. ANOVA
      2. decomposition
      3. model
    3. two factorial
      1. ANOVA
      2. decomposition
      3. hypotheses testing
      4. model
      5. model validation
  4. field
  5. finite dimensional distributions
  6. finitely additive probability measure
  7. Fisher information
    1. Poisson
    2. random sample
  8. Fisher score function
  9. five numbers
  10. four-fold plot
  11. FWER, family-wise error rate
  12. Gamblers walk
  13. gamma RV
    1. definition
    2. expectation
    3. Metropolis-Hastings algorithm
    4. minimal sufficient statistic
    5. MLE
    6. variance
    7. various density plots
  14. generalized linear model see also GLM
  15. geometric RV
    1. expectation
    2. tail probabilities
    3. variance
  16. Gibbs sampler
    1. exponential product given sum
    2. exponential sum
    3. random points in circle
  17. Glivenko-Cantelli theorem
  18. GLSD
    1. ANOVA
    2. decomposition
    3. model
  19. graeco latin square design see also GLSD
  20. group
    1. definition
    2. family
    3. transformation
  21. handling trigonometry
  22. hat matrix
    1. MLRM
  23. hinges
  24. histogram
    1. bins
    2. embossing
    3. Freedman-Diaconis formula
    4. Scotts formula
    5. Sturges formula
    6. with boxplot
  25. Hotelling's T2
    1. definition
    2. properties
    3. testing one sample
    4. testing two samples
  26. hypergeometric RV
    1. definition
    2. expectation
    3. variance
  27. hypothesis
    1. composite
    2. simple
    3. Type I error
    4. Type II error
  28. independence of sub-vectors
    1. x2 approximate test
    2. likelihood ratio test
  29. independent events
  30. inequality
    1. Chebyshev
    2. Jensen
    3. Markov
  31. infimum
  32. influence point
    1. MLRM
  33. influence points
    1. Cook's distance
  34. inter quartile range
  35. IRLS
    1. algorithm
    2. iterated reweighted least squares
  36. jackknife
    1. bias corrected estimator
    2. pseudo values
    3. variance
  37. kernel
    1. biweight
    2. Epanechnikov
    3. Gaussian
    4. triangle
    5. triweight
    6. uniform
  38. Kolmogorov's consistency theorem
  39. Kolmogorov-Smirnov test
    1. one-sample
    2. two-sample
  40. Kruskal-Wallis test
  41. kurtosis
  42. Laplace Probability of Sunrise
  43. latin square design see also LSD
  44. Lehmann-Scheffé Theorem
  45. Leonard, T.
  46. letter values
  47. leverage
    1. definition
  48. leverage point
    1. MLRM
  49. likelihood function
    1. binomial sample
    2. definition
    3. normal sample
  50. likelihood principle
    1. Bayesian
  51. limit infimum
  52. limit supremum
  53. Linear Regression Model
    1. simple
  54. location family
    1. definition
  55. location-scale family
    1. definition
  56. logistic regression model see also LR Model
  57. loss function
    1. absolute error loss
    2. definition
    3. squared error loss
  58. LR Model
    1. confidence intervals
    2. error
    3. Fisher information
    4. likelihood function
    5. model selection
    6. normal equation
    7. odds ratio
    8. score function
    9. variance-covariance matrix estimation
  59. LR residuals
    1. deviance
    2. Pearson
    3. standardized Pearson
  60. LR test
    1. binomial
    2. likelihood ratio test
    3. normal
  61. LR test (continued)
  1. one-sample
  2. two-sample
  1. LSD
    1. ANOVA
    2. decomposition
    3. model
    4. randomization
  2. Mahalanobis distance
    1. biplot
  3. Mann-Whitney test
  4. MANOVA
    1. between and within sum of squares
    2. Lawley-Hotelling
    3. Pillai
    4. Roy
    5. Wilks
  5. Markov Chain
    1. canonical decomposition
    2. fundamental matrix
    3. regular
  6. Markov chain
    1. computational statistics
    2. definition
    3. digraph
    4. ergodic
    5. irrreducible
    6. mean recurrence time
    7. stationary distribution
  7. matrices
  8. matrix
    1. arithmetic
    2. determinant
    3. inverses
  9. mean vector
  10. measure,
  11. median absolute deviation
  12. median polish
    1. algorithm
  13. Metropolis-Hastings
    1. algorithm
  14. Metropolis-Hastings acceptance probability
  15. Metropolis-Hastings algorithm
    1. binomial proportion
    2. gamma distribution
    3. random walk
  16. Michelson-Morley experiment
  17. minimal field
  18. minimal sufficient statistic
    1. binomial sample
    2. definition
    3. gamma sample
  19. missing data
  20. MLE
    1. as a bird eye
    2. Cauchy
    3. normal
    4. size of binomial
    5. solution of score function
  21. MLRM
    1. 3-d plots
    2. AIC
    3. ANOVA
    4. confidence intervals
    5. contour plot
    6. hat matrix
    7. influence point
    8. least-squares estimator
    9. leverage point
    10. matrix of scatter plots
    11. model diagnostics
    12. prediction interval
  22. model selection
    1. backward elimination
      1. algorithm
    2. forward selection
      1. algorithm
    3. problem
  23. moment generating function
    1. binomial
    2. chi-square
    3. discrete uniform
    4. exponential
    5. gamma
    6. geometric
    7. multivariate normal
    8. negative binomial RV
    9. normal
    10. Poisson
    11. uniform
  24. monte carlo integration
  25. mosaic plot
  26. MP test
    1. binomial
    2. normal
  27. multicollinearity
    1. eigen system analysis
    2. variance inflation factor (VIF)
  28. multinomial random vector
    1. CDA
    2. covariance
    3. definition
    4. expectation
    5. variance
  29. multiple comparison
    1. Bonferroni
      1. CRD
    2. Dunnett
      1. CRD
    3. Holm
      1. CRD
    4. Tukeys HSD
      1. CRD
  30. multiple linear regression model, see also MLRM 421
  31. multivariate t
    1. definition
  32. multivariate data
    1. graphical methods
  33. multivariate normal
    1. bivariate densities
    2. definition
    3. definition, again
  34. Multivariate Statistics
  35. negative binomial RV
    1. definition
    2. expectation
    3. tail probability
    4. variance
  36. Neyman Factorization Theorem
  37. Neyman-Pearson lemma
  38. nominal data
  39. non-parametric technique
  40. non-parametric test
    1. Siegel-Tukey
  41. noncentral distributions
    1. F
    2. t
    3. chi-square
  42. nonparametric test
    1. Kolmogorov-Smirnov
    2. Kruskal-Wallis
    3. Mann-Whitney
    4. Wald-Wolfowitz
    5. Wilcoxon signed-rank
      1. one-sample
      2. two-sample
  43. normal RV
    1. t-RV relationship
    2. MPNormal
    3. UMPNormal
    4. Bayesian estimation
    5. chi-square relationship
    6. curved
    7. definition
    8. exponential family
    9. hessian function
    10. likelihood function
    11. MLE
    12. MP test
    13. prior
      1. discrete
      2. informative
    14. sample mean
    15. sampling
    16. sampling median
    17. sufficient statistic
  44. odds ratio see also OR
  45. OR
    1. cross-product ratio
  46. ordinal data
  47. Pareto chart,
    1. cumulative frequency
    2. frequency
    3. PCA
  48. Pareto prior
  49. Pascal's triangle
  50. PCA
    1. linear regression
    2. principal component
      1. uncorrelated
    3. sample correlation matrix
  51. permutation
  52. pie chart
  53. Pitman family
    1. definition
  54. Poisson regression
    1. x2goodness-of-fit
    2. likelihood function
    3. model
    4. Pearson residuals
    5. rate ratio
  55. Poisson RV
    1. MPPoisson
    2. Bayesian estimation
    3. Bayesian sampling distribution
    4. CDA
    5. death by horse kick
    6. definition
    7. expectation
    8. hessian function
    9. MLE
    10. prior
      1. continuous
      2. discrete
    11. sampling mean
    12. sufficient statistic
    13. UMVUE
    14. variance
    15. various λ
  56. pooled covariance matrix
  57. prediction matrix
  58. principal component analysis see also PCA
  59. prior
    1. conjugate
  60. probit regression
    1. likelihood function
    2. model
    3. model selection
  61. Quesenberry-Hurst simultaneous confidence interval
  62. R
    1. Why?
    2. books
    3. help system
    4. install
    5. mailing list
    6. open source
    7. packages
    8. scripts
    9. session
    10. website
  63. R interface
  64. random number generator see also RNG
  65. random numbers
    1. pseudo
  66. random sample
  67. random variable
  68. Rao-Blackwell theorem
  69. residuals
    1. for identifying violations
    2. normal probability plot
    3. PRESS
    4. properties
    5. R-Student
    6. semi-Studentized
    7. standardized
    8. useful plots
  70. resistant line
    1. algorithm
  71. RNG
    1. LCG algorithm
    2. linear congruential generator (LCG)
    3. middle-square method
  72. rootogram
  73. rounding numbers
  74. run chart
  75. sample space
  76. scale family
    1. definition
  77. scatter plot
    1. matrix of scatter plots
  78. score function
    1. binomial
    2. Cauchy
    3. normal
    4. Poisson
    5. sampling variance
  79. screeplot
  80. sequence, limit
  81. set algebra
  82. Siegel-Tukey test
    1. siegel.tukey
  83. simple linear regression model, see also SLRM 402
  84. simple RV,
  85. Simpson's paradox
  86. simulation
    1. binomial RV algorithm
    2. continuous distributions
      1. exponential
      2. uniform
    3. discrete distributions
      1. arbitrary
      2. binomial
      3. geometric
      4. Poisson
      5. uniform
    4. inverse CDF method
    5. limit theorems
      1. CLT
      2. uniform minima
      3. WLLN
    6. Poisson RV algorithm
    7. probability problems
      1. birthday match
      2. birthday match algorithm
      3. Buffons needle
      4. coupon collector
      5. coupon collector algorithm
      6. match box algorithm
      7. match box problem
    8. random permutation
      1. algorithm
  87. skewness
    1. Bowley measure
  88. SLRM
    1. ANOVA
    2. assumptions
    3. coefficient of determination
      1. R2
      2. Adjusted R2
    4. confidence intervals
    5. fitting
    6. least-squares estimate
    7. model
    8. model validation
    9. origin regression
    10. prediction
    11. residuals
  89. sorting data
  90. special functions
  91. spine plot
  92. state
    1. absorbing
    2. accessible
    3. aperiodic
    4. communicate
    5. first passage time
      1. mean
    6. period
    7. transient
  93. statistic
    1. definition
    2. examples
    3. sample moments
  94. statistical functional
  95. statistical hypothesis
  96. stem-and-leaf
    1. algorithm
    2. back to back
    3. trailing digits
  97. Stochastic Process
  98. sufficient statistic
    1. definition
    2. discrete uniform
    3. exponential RV
    4. normal sample
    5. Poisson RV
  99. summary functions
  100. summary statistics
  101. supremum
  102. test
    1. critical region
    2. hypothesis
    3. level of significance
    4. likelihood ratio test
    5. most powerful see also MP test
    6. multiple comparison
    7. power
      1. example
    8. size
    9. unbiased
  103. testing mean vector
    1. cross-products
    2. Hotelling's T2
    3. one sample
      1. known Σ
      2. unknown Σ
    4. sum squares
    5. two sample
  104. testing variance-covariance matrix
    1. F
    2. k-sample
      1. x2
    3. one sample
    4. sphericity
  105. Thirteenth of a Month, Probability
  106. time
  107. TPM
    1. m-step
    2. Ehrenfest
    3. gambler's walk
  108. transformation
    1. linearization
    2. power transformation
      1. Box-Cox
    3. variance stabilization
  109. transition probability matrix see also TPM
  110. trimean
  111. Tukey's EDA
  112. Tukey's honestly significant differences (HSD)
  113. UMP test
    1. Karlin and Rubin theorem
    2. non-existence
    3. normal
  114. unbiased estimator
    1. definition
    2. UMVUE
  115. uniform prior
    1. binomial distribution
    2. birthday problem
  116. uniform RV
    1. Bayesian estimation
    2. convolution
    3. definition
    4. expectation
    5. variance
  117. variance-covariance matrix
    1. to correlation matrix
  118. vector
    1. arithmetic
    2. inner product
    3. introduction
    4. norm
    5. orthogonal
    6. projection
    7. sum
  119. vectors
  120. Wald-Wolfowitz test
    1. ww.test
    2. example
    3. run
  121. weak law of large numbers
    1. simulation
  122. Wilcoxon signed-rank test
    1. one-sample
      1. large sample approximation
    2. statistic
    3. two-sample
  123. Wilson confidence interval
  124. Wishart RV
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