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An Introduction to Probability and Statistical Inference, 2nd Edition

Book Description


    • Content, examples, an enhanced number of exercises, and graphical illustrations where appropriate to motivate the reader and demonstrate the applicability of probability and statistical inference in a great variety of human activities
    • Reorganized material in the statistical portion of the book to ensure continuity and enhance understanding
    • A relatively rigorous, yet accessible and always within the prescribed prerequisites, mathematical discussion of probability theory and statistical inference important to students in a broad variety of disciplines
    • Relevant proofs where appropriate in each section, followed by exercises with useful clues to their solutions
    • Brief answers to even-numbered exercises at the back of the book and detailed solutions to all exercises available to instructors in an Answers Manual

Table of Contents

  1. Cover image
  2. Title page
  3. Table of Contents
  4. Inside Front Matter
  5. Copyright
  6. Dedication
  7. Preface
    1. Overview
    2. Chapter Descriptions
    3. Features
    4. Brief Preface of the Revised Version
    5. Acknowledgments and Credits
  8. Chapter 1: Some motivating examples and some fundamental concepts
    1. 1.1 Some Motivating Examples
    2. 1.2 Some Fundamental Concepts
    3. 1.3 Random Variables
  9. Chapter 2: The concept of probability and basic results
    1. 2.1 Definition of Probability and Some Basic Results
    2. 2.2 Distribution of a Random Variable
    3. 2.3 Conditional Probability and Related Results
    4. 2.4 Independent Events and Related Results
    5. 2.5 Basic Concepts and Results in Counting
  10. Chapter 3: Numerical characteristics of a random variable, some special random variables
    1. 3.1 Expectation, Variance, and Moment Generating Function of a Random Variable
    2. 3.2 Some Probability Inequalities
    3. 3.3 Some Special Random Variables
    4. 3.4 Median and Mode of a Random Variable
  11. Chapter 4: Joint and conditional p.d.f.’s, conditional expectation and variance, moment generating function, covariance, and correlation coefficient
    1. 4.1 Joint D.F. and Joint p.d.f. of Two Random Variables
    2. 4.2 Marginal and Conditional p.d.f.'s, Conditional Expectation and Variance
    3. 4.3 Expectation of a Function of Two r.v.'s, Joint and Marginal m.g.f.'s, Covariance, and Correlation Coefficient
    4. 4.4 Some Generalizations to <span xmlns="http://www.w3.org/1999/xhtml" xmlns:epub="http://www.idpf.org/2007/ops" class="italic">k</span> Random Variables Random Variables
    5. 4.5 The Multinomial, the Bivariate Normal, and the Multivariate Normal Distributions
  12. Chapter 5: Independence of random variables and some applications
    1. 5.1 Independence of Random Variables and Criteria of Independence
    2. 5.2 The Reproductive Property of Certain Distributions
  13. Chapter 6: Transformation of random variables
    1. 6.1 Transforming a Single Random Variable
    2. 6.2 Transforming Two or More Random Variables
    3. 6.3 Linear Transformations
    4. 6.4 The Probability Integral Transform
    5. 6.5 Order Statistics
  14. Chapter 7: Some modes of convergence of random variables, applications
    1. 7.1 Convergence in Distribution or in Probability and Their Relationship
    2. 7.2 Some Applications of Convergence in Distribution: WLLN and CLT
    3. 7.3 Further Limit Theorems
  15. Chapter 8: An overview of statistical inference
    1. 8.1 The Basics of Point Estimation
    2. 8.2 The Basics of Interval Estimation
    3. 8.3 The Basics of Testing Hypotheses
    4. 8.4 The Basics of Regression Analysis
    5. 8.5 The Basics of Analysis of Variance
    6. 8.6 The Basics of Nonparametric Inference
  16. Chapter 9: Point estimation
    1. 9.1 Maximum Likelihood Estimation: Motivation and Examples
    2. 9.2 Some Properties of MLE's
    3. 9.3 Uniformly Minimum Variance Unbiased Estimates
    4. 9.4 Decision-Theoretic Approach to Estimation
    5. 9.5 Other Methods of Estimation
  17. Chapter 10: Confidence intervals and confidence regions
    1. 10.1 Confidence Intervals
    2. 10.2 Confidence Intervals in The Presence of Nuisance Parameters
    3. 10.3 A Confidence Region for (<span xmlns="http://www.w3.org/1999/xhtml" xmlns:epub="http://www.idpf.org/2007/ops" class="italic">&#956;</span>, , <span xmlns="http://www.w3.org/1999/xhtml" xmlns:epub="http://www.idpf.org/2007/ops" class="italic">&#963;</span><sup xmlns="http://www.w3.org/1999/xhtml" xmlns:epub="http://www.idpf.org/2007/ops">2</sup>) in the ) in the <span xmlns="http://www.w3.org/1999/xhtml" xmlns:epub="http://www.idpf.org/2007/ops" class="italic">N</span>((<span xmlns="http://www.w3.org/1999/xhtml" xmlns:epub="http://www.idpf.org/2007/ops" class="italic">&#956;</span>, , <span xmlns="http://www.w3.org/1999/xhtml" xmlns:epub="http://www.idpf.org/2007/ops" class="italic">&#963;</span><sup xmlns="http://www.w3.org/1999/xhtml" xmlns:epub="http://www.idpf.org/2007/ops">2</sup>) Distribution) Distribution
    4. 10.4 Confidence Intervals with Approximate Confidence Coefficient
  18. Chapter 11: Testing hypotheses
    1. 11.1 General Concepts, Formulation of Some Testing Hypotheses
    2. 11.2 Neyman-Pearson Fundamental Lemma, Exponential Type Families, UMP Tests for Some Composite Hypotheses
    3. 11.3 Some Applications of Theorems 2
    4. 11.4 Likelihood Ratio Tests
  19. Chapter 12: More about testing hypotheses
    1. 12.1 Likelihood Ratio Tests in the Multinomial Case and Contingency Tables
    2. 12.2 A Goodness-of-Fit Test
    3. 12.3 Decision-Theoretic Approach to Testing Hypotheses
    4. 12.4 Relationship between Testing Hypotheses and Confidence Regions
  20. Chapter 13: A simple linear regression model
    1. 13.1 Setting up The Model—The Principle of Least Squares
    2. 13.2 The Least Squares Estimates of <span xmlns="http://www.w3.org/1999/xhtml" xmlns:epub="http://www.idpf.org/2007/ops" class="italic">&#946;</span><sub xmlns="http://www.w3.org/1999/xhtml" xmlns:epub="http://www.idpf.org/2007/ops">1</sub> and and <span xmlns="http://www.w3.org/1999/xhtml" xmlns:epub="http://www.idpf.org/2007/ops" class="italic">&#946;</span><sub xmlns="http://www.w3.org/1999/xhtml" xmlns:epub="http://www.idpf.org/2007/ops">2</sub> and Some of Their Properties and Some of Their Properties
    3. 13.3 Normally Distributed Errors: MLE's of <span xmlns="http://www.w3.org/1999/xhtml" xmlns:epub="http://www.idpf.org/2007/ops" class="italic">&#946;</span><sub xmlns="http://www.w3.org/1999/xhtml" xmlns:epub="http://www.idpf.org/2007/ops">1</sub>, , <span xmlns="http://www.w3.org/1999/xhtml" xmlns:epub="http://www.idpf.org/2007/ops" class="italic">&#946;</span><sub xmlns="http://www.w3.org/1999/xhtml" xmlns:epub="http://www.idpf.org/2007/ops">2</sub>, and , and <span xmlns="http://www.w3.org/1999/xhtml" xmlns:epub="http://www.idpf.org/2007/ops" class="italic">&#963;</span><sup xmlns="http://www.w3.org/1999/xhtml" xmlns:epub="http://www.idpf.org/2007/ops">2</sup>, Some Distributional Results, Some Distributional Results
    4. 13.4 Confidence Intervals and Hypotheses Testing Problems
    5. 13.5 Some Prediction Problems
    6. 13.6 Proof of Theorem 5
    7. 13.7 Concluding Remarks
  21. Chapter 14: Two models of analysis of variance
    1. 14.1 One-Way Layout with the Same Number of Observations Per Cell
  22. Chapter 15: Some topics in nonparametric inference
    1. 15.1 Some Confidence Intervals with Given Approximate Confidence Coefficient
    2. 15.2 Confidence Intervals for Quantiles of a Distribution Function
    3. 15.3 The Two-Sample Sign Test
    4. 15.4 The Rank Sum and the Wilcoxon–Mann–Whitney Two-Sample Tests
    5. 15.5 Nonparametric Curve Estimation
  23. Tables
  24. Some notation and abbreviations
  25. Answers to even-numbered exercises
    1. Chapter 1
    2. Chapter 2
    3. Chapter 3
    4. Chapter 4
    5. Chapter 5
    6. Chapter 6
    7. Chapter 7
    8. Chapter 9
    9. Chapter 10
    10. Chapter 11
    11. Chapter 12
    12. Chapter 13
    13. Chapter 14
    14. Chapter 15
  26. Index
  27. Inside Back Matter