| Preface |
|
ix | |
|
1 Introduction and overview |
|
|
1 | (16) |
|
1.1 Statistical inference |
|
|
1 | (3) |
|
|
|
4 | (1) |
|
1.3 Statistics and probability |
|
|
5 | (2) |
|
1.4 Some typical problems |
|
|
7 | (6) |
|
1.5 Statistics and real problems |
|
|
13 | (1) |
|
|
|
14 | (3) |
|
|
|
17 | (34) |
|
|
|
17 | (5) |
|
2.2 Statistical likelihood |
|
|
22 | (7) |
|
2.3 Sufficient statistics |
|
|
29 | (9) |
|
|
|
38 | (9) |
|
|
|
47 | (4) |
|
3 Maximum likelihood estimation |
|
|
51 | (54) |
|
|
|
51 | (17) |
|
|
|
68 | (10) |
|
3.3 Properties of the MLE |
|
|
78 | (14) |
|
3.4 Some numerical examples |
|
|
92 | (8) |
|
|
|
100 | (5) |
|
|
|
105 | (58) |
|
|
|
105 | (5) |
|
4.2 Three test statistics related to the likelihood |
|
|
110 | (6) |
|
4.3 Likelihood ratio test |
|
|
116 | (6) |
|
4.4 Some important applications |
|
|
122 | (19) |
|
|
|
141 | (18) |
|
|
|
159 | (4) |
|
|
|
163 | (60) |
|
5.1 Relationships among variables |
|
|
163 | (4) |
|
5.2 Second-order hypotheses |
|
|
167 | (18) |
|
|
|
185 | (6) |
|
5.4 Some important applications |
|
|
191 | (21) |
|
|
|
212 | (6) |
|
|
|
218 | (5) |
|
6 Generalized linear models |
|
|
223 | (42) |
|
6.1 Some limitations of linear models |
|
|
223 | (3) |
|
6.2 Generalized linear models |
|
|
226 | (16) |
|
6.3 Examining model adequacy |
|
|
242 | (5) |
|
6.4 Applications to frequency tables |
|
|
247 | (11) |
|
|
|
258 | (4) |
|
|
|
262 | (3) |
|
Appendix: Complements of probability theory |
|
|
265 | (48) |
|
|
|
265 | (4) |
|
A.2 Some univariate continuous distributions |
|
|
269 | (6) |
|
A.3 Some univariate discrete distributions |
|
|
275 | (3) |
|
A.4 Random vectors: general concepts |
|
|
278 | (6) |
|
A.5 The multivariate normal distribution |
|
|
284 | (13) |
|
A.6 The multinomial distribution |
|
|
297 | (3) |
|
|
|
300 | (3) |
|
A.8 Sequences of random variables |
|
|
303 | (7) |
|
|
|
310 | (3) |
| Main abbreviations and symbols |
|
313 | (2) |
| Answers to selected exercises |
|
315 | (8) |
| Essential bibliography |
|
323 | (2) |
| References |
|
325 | (4) |
| Author index |
|
329 | (2) |
| Subject index |
|
331 | |
Shopping Cart
