Probability Theory / 1: |
Set Theory / 1.1: |
Basics of Probability Theory / 1.2: |
Axiomatic Foundations / 1.2.1: |
The Calculus of Probabilities / 1.2.2: |
Counting / 1.2.3: |
Enumerating Outcomes / 1.2.4: |
Conditional Probability and Independence / 1.3: |
Random Variables / 1.4: |
Distribution Functions / 1.5: |
Density and Mass Functions / 1.6: |
Exercises / 1.7: |
Miscellanea / 1.8: |
Transformations and Expectations / 2: |
Distributions of Functions of a Random Variable / 2.1: |
Expected Values / 2.2: |
Moments and Moment Generating Functions / 2.3: |
Differentiating Under an Integral Sign / 2.4: |
Common Families of Distributions / 2.5: |
Introduction / 3.1: |
Discrete Distributions / 3.2: |
Continuous Distributions / 3.3: |
Exponential Families / 3.4: |
Location and Scale Families / 3.5: |
Inequalities and Identities / 3.6: |
Probability Inequalities / 3.6.1: |
Identities / 3.6.2: |
Multiple Random Variables / 3.7: |
Joint and Marginal Distributions / 4.1: |
Conditional Distributions and Independence / 4.2: |
Bivariate Transformations / 4.3: |
Hierarchical Models and Mixture Distributions / 4.4: |
Covariance and Correlation / 4.5: |
Multivariate Distributions / 4.6: |
Inequalities / 4.7: |
Numerical Inequalities / 4.7.1: |
Functional Inequalities / 4.7.2: |
Properties of a Random Sample / 4.8: |
Basic Concepts of Random Samples / 5.1: |
Sums of Random Variables from a Random Sample / 5.2: |
Sampling from the Normal Distribution / 5.3: |
Properties of the Sample Mean and Variance / 5.3.1: |
The Derived Distributions: Student's t and Snedecor's F / 5.3.2: |
Order Statistics / 5.4: |
Convergence Concepts / 5.5: |
Convergence in Probability / 5.5.1: |
Almost Sure Convergence / 5.5.2: |
Convergence in Distribution / 5.5.3: |
The Delta Method / 5.5.4: |
Generating a Random Sample / 5.6: |
Direct Methods / 5.6.1: |
Indirect Methods / 5.6.2: |
The Accept/Reject Algorithm / 5.6.3: |
Principles of Data Reduction / 5.7: |
The Sufficiency Principle / 6.1: |
Sufficient Statistics / 6.2.1: |
Minimal Sufficient Statistics / 6.2.2: |
Ancillary Statistics / 6.2.3: |
Sufficient, Ancillary, and Complete Statistics / 6.2.4: |
The Likelihood Principle / 6.3: |
The Likelihood Function / 6.3.1: |
The Formal Likelihood Principle / 6.3.2: |
The Equivariance Principle / 6.4: |
Point Estimation / 6.5: |
Methods of Finding Estimators / 7.1: |
Method of Moments / 7.2.1: |
Maximum Likelihood Estimators / 7.2.2: |
Bayes Estimators / 7.2.3: |
The EM Algorithm / 7.2.4: |
Methods of Evaluating Estimators / 7.3: |
Mean Squared Error / 7.3.1: |
Best Unbiased Estimators / 7.3.2: |
Sufficiency and Unbiasedness / 7.3.3: |
Loss Function Optimality / 7.3.4: |
Hypothesis Testing / 7.4: |
Methods of Finding Tests / 8.1: |
Likelihood Ratio Tests / 8.2.1: |
Bayesian Tests / 8.2.2: |
Union-Intersection and Intersection-Union Tests / 8.2.3: |
Methods of Evaluating Tests / 8.3: |
Error Probabilities and the Power Function / 8.3.1: |
Most Powerful Tests / 8.3.2: |
Sizes of Union-Intersection and Intersection-Union Tests / 8.3.3: |
p-Values / 8.3.4: |
Interval Estimation / 8.3.5: |
Methods of Finding Interval Estimators / 9.1: |
Inverting a Test Statistic / 9.2.1: |
Pivotal Quantities / 9.2.2: |
Pivoting the CDF / 9.2.3: |
Bayesian Intervals / 9.2.4: |
Methods of Evaluating Interval Estimators / 9.3: |
Size and Coverage Probability / 9.3.1: |
Test-Related Optimality / 9.3.2: |
Bayesian Optimality / 9.3.3: |
Asymptotic Evaluations / 9.3.4: |
Consistency / 10.1: |
Efficiency / 10.1.2: |
Calculations and Comparisons / 10.1.3: |
Bootstrap Standard Errors / 10.1.4: |
Robustness / 10.2: |
The Mean and the Median / 10.2.1: |
M-Estimators / 10.2.2: |
Asymptotic Distribution of LRTs / 10.3: |
Other Large-Sample Tests / 10.3.2: |
Approximate Maximum Likelihood Intervals / 10.4: |
Other Large-Sample Intervals / 10.4.2: |
Analysis of Variance and Regression / 10.5: |
Oneway Analysis of Variance / 11.1: |
Model and Distribution Assumptions / 11.2.1: |
The Classic ANOVA Hypothesis / 11.2.2: |
Inferences Regarding Linear Combinations of Means / 11.2.3: |
The ANOVA F Test / 11.2.4: |
Simultaneous Estimation of Contrasts / 11.2.5: |
Partitioning Sums of Squares / 11.2.6: |
Simple Linear Regression / 11.3: |
Least Squares: A Mathematical Solution / 11.3.1: |
Best Linear Unbiased Estimators: A Statistical Solution / 11.3.2: |
Models and Distribution Assumptions / 11.3.3: |
Estimation and Testing with Normal Errors / 11.3.4: |
Estimation and Prediction at a Specified x = x[subscript 0] / 11.3.5: |
Simultaneous Estimation and Confidence Bands / 11.3.6: |
Regression Models / 11.4: |
Regression with Errors in Variables / 12.1: |
Functional and Structural Relationships / 12.2.1: |
A Least Squares Solution / 12.2.2: |
Maximum Likelihood Estimation / 12.2.3: |
Confidence Sets / 12.2.4: |
Logistic Regression / 12.3: |
The Model / 12.3.1: |
Estimation / 12.3.2: |
Robust Regression / 12.4: |
Computer Algebra / 12.5: |
Table of Common Distributions |
References |
Author Index |
Subject Index |
Probability Theory / 1: |
Set Theory / 1.1: |
Basics of Probability Theory / 1.2: |