Index

A

Acceptance region 126
ACF  See Autocorrelation function (ACF)
Additive model 314
Akaike information criterion (AIC) 
heuristic derivation 349–352
predictive likelihood 349
uniform integrability 350–351
Almost sure convergence 189–191
Alternative hypothesis 
hypothesis testing 71, 125
null hypothesis 77–78
simple hypothesis 126
two-decision problem 77
Analysis of covariance (ANCOVA) 
application of 344–345
β and γ estimation of 340–341
γ and β inference for 342–344
residual sum of squares 342
Analysis of variance (ANOVA) 309, 311, 318–319
Ancillary statistic 96, 110, 153
ANCOVA  See Analysis of covariance (ANCOVA)
ANOVA  See Analysis of variance (ANOVA)
ARIMA  See Integrated autoregressive-moving average (ARIMA)
ARMA  See Autoregressive-moving ...

Get Theory and Methods of Statistics now with the O’Reilly learning platform.

O’Reilly members experience books, live events, courses curated by job role, and more from O’Reilly and nearly 200 top publishers.

Start your free trial