Examples and Problems in Mathematical Statistics

Subject Index

(1−α) level p–content intervals

(β, γ)–upper tolerance limit

F–distributions

M–estimates

P–value

S–method

α–trimmed means

α–similar

α–similar on the boundary

σ-field

σ–finite measure

p–content prediction interval

p–content tolerance intervals

p–quantiles

t–test

absolutely continuous

acceptance probability

admissibility of estimators

algebra

alternative hypothesis

analysis of variance

ancillarity

ancillary statistic

association

asymptotic confidence intervals

asymptotic efficacy of Tn

asymptotic efficiency of MLE

asymptotic variance

asymptotically efficient

asymptotically normal

asymptotically size α test

augmented symmetric functions

autoregressive time–series

average predictive error probability

Bahadur’s theorem

Barndorff–Nielsen p*–formula

Bartlett test

Basu’s theorem

Bayes

Bayes decision function

Bayes equivariant

Bayes factor

Bayes procedures

Bayes theorem

Bayesian analysis

Bayesian approach

Bayesian estimation

Bayesian inference

Bayesian testing

Bernoulli trials

best linear combination of order statistics

best linear unbiased estimators

Beta distributions

beta function

Bhattacharyya lower bound

binomial distribution

bivariate distribution function

Bonferroni inequality

Borel σ–field

Borel–Cantelli Lemma

Box–Muller transformation

C.R. regularity conditions

canonical parameters

Cantelli’s theorem

Cantor distribution

Cauchy distribution

Central Limit Theorem

central moments

Chapman–Robbins inequality

characteristic function

Chebychev inequality

Chebychev–Hermite ...