Introduction to Mathematical Statistics, Books a la Carte Edition

by Hogg, Robert V.; McKean, Joseph W.; Craig, Allen T.

• ISBN13: 9780134689135
• ISBN10: 0134689135
• Edition: 8th
• Format: Loose-leaf
• Copyright: 2018-01-10
• Publisher: Pearson

Summary

NOTE: This edition features the same content as the traditional text in a convenient, three-hole-punched, loose-leaf version. Books a la Carte also offer a great value; this format costs significantly less than a new textbook. Before purchasing, check with your instructor or review your course syllabus to ensure that you select the correct ISBN. For Books a la Carte editions that include MyLab™ or Mastering™, several versions may exist for each title–including customized versions for individual schools–and registrations are not transferable. In addition, you may need a Course ID, provided by your instructor, to register for and use MyLab or Mastering platforms.

For courses in mathematical statistics.

Comprehensive coverage of mathematical statistics – with a proven approach

Introduction to Mathematical Statistics by Hogg, McKean, and Craig enhances student comprehension and retention with numerous, illustrative examples and exercises. Classical statistical inference procedures in estimation and testing are explored extensively, and the text’s flexible organization makes it ideal for a range of mathematical statistics courses.

Substantial changes to the 8th Edition – many based on user feedback – help students appreciate the connection between statistical theory and statistical practice, while other changes enhance the development and discussion of the statistical theory presented. 

0134689135 / 9780134689135   Introduction to Mathematical Statistics, Books a la Carte Edition, 8/e

Table of Contents

(Note: Sections marked with an asterisk * are optional.)

1. Probability and Distributions 

1.1 Introduction 

1.2 Sets 

1.3 The Probability Set Function 

1.4 Conditional Probability and Independence 

1.5 Random Variables 

1.6 Discrete Random Variables 

1.7 Continuous Random Variables 

1.8 Expectation of a Random Variable

1.9 Some Special Expectations 

1.10 Important Inequalities

2. Multivariate Distributions

2.1 Distributions of Two Random Variables 

2.2 Transformations: Bivariate Random Variables 

2.3 Conditional Distributions and Expectations 

2.4 Independent Random Variables

2.5 The Correlation Coefficient 

2.6 Extension to Several Random Variables 

2.7 Transformations for Several Random Variables 

2.8 Linear Combinations of Random Variables 

3. Some Special Distributions

3.1 The Binomial and Related Distributions 

3.2 The Poisson Distribution 

3.3 The Γ, χ2, and β Distributions 

3.4 The Normal Distribution 

3.5 The Multivariate Normal Distribution

3.6 t- and F-Distributions

3.7 Mixture Distributions*

4. Some Elementary Statistical Inferences

4.1 Sampling and Statistics

4.2 Confidence Intervals 

4.3 ∗Confidence Intervals for Parameters of Discrete Distributions 

4.4 Order Statistics 

4.5 Introduction to Hypothesis Testing 

4.6 Additional Comments About Statistical Tests 

4.7 Chi-Square Tests 

4.8 The Method of Monte Carlo 

4.9 Bootstrap Procedures 

4.10 Tolerance Limits for Distributions* 

5. Consistency and Limiting Distributions

5.1 Convergence in Probability 

5.2 Convergence in Distribution 

5.3 Central Limit Theorem 

5.4 Extensions to Multivariate Distributions* 

6. Maximum Likelihood Methods

6.1 Maximum Likelihood Estimation 

6.2 Rao—Cramér Lower Bound and Efficiency 

6.3 Maximum Likelihood Tests 

6.4 Multiparameter Case: Estimation

6.5 Multiparameter Case: Testing 

6.6 The EM Algorithm 

7. Sufficiency

7.1 Measures of Quality of Estimators 

7.2 A Sufficient Statistic for a Parameter

7.3 Properties of a Sufficient Statistic

7.4 Completeness and Uniqueness

7.5 The Exponential Class of Distributions 

7.6 Functions of a Parameter 

7.7 The Case of Several Parameters 

7.8 Minimal Sufficiency and Ancillary Statistics 

7.9 Sufficiency, Completeness, and Independence

8. Optimal Tests of Hypotheses

8.1 Most Powerful Tests 

8.2 Uniformly Most Powerful Tests 

8.3 Likelihood Ratio Tests

8.3.2 Likelihood Ratio Tests for Testing Variances of Normal Distributions

8.4 The Sequential Probability Ratio Test* 

8.5 Minimax and Classification Procedures*

9. Inferences About Normal Linear Models

9.1 Introduction 

9.2 One-Way ANOVA 

9.3 Noncentral χ2 and F-Distributions 

9.4 Multiple Comparisons 

9.5 Two-Way ANOVA 

9.6 A Regression Problem

9.7 A Test of Independence

9.8 The Distributions of Certain Quadratic Forms 

9.9 The Independence of Certain Quadratic Forms 

10. Nonparametric and Robust Statistics

10.1 Location Models 

10.2 Sample Median and the Sign Test 

10.3 Signed-Rank Wilcoxon 

10.4 Mann—Whitney—Wilcoxon Procedure 

10.5 General Rank Scores*

10.6 Adaptive Procedures* 

10.7 Simple Linear Model 

10.8 Measures of Association 

10.9 Robust Concepts

11. Bayesian Statistics

11.1 Bayesian Procedures 

11.2 More Bayesian Terminology and Ideas 

11.3 Gibbs Sampler 

11.4 Modern Bayesian Methods 

Appendices:

A. Mathematical Comments

A.1 Regularity Conditions 

A.2 Sequences 

B. R Primer

B.1 Basics 

B.2 Probability Distributions 

B.3 R Functions 

B.4 Loops

B.5 Input and Output 

B.6 Packages

C. Lists of Common Distributions

D. Table of Distributions

E. References

F. Answers to Selected Exercises

Index