Statistical InferenceDiscusses both theoretical statistics and the practical applications of the theoretical developments. Includes a large numer of exercises covering both theory and applications. |
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a₁ acceptance region ancillary statistic ANOVA approximation Bayes estimator Bayes rule best unbiased estimator binomial bivariate calculate conditional confidence interval confidence set constant coverage probability decision rule defined definition denote derived Example Exercise Find Fx(x given hence hypothesis testing independent Inequality inference integral interval estimator joint pdf Lemma Let X1 level a test likelihood function Likelihood Principle linear loss function mean and variance method minimal sufficient statistic minimax Neyman-Pearson Lemma normal observed oneway ANOVA parameter pdf or pmf point estimation population power function Proof random sample random variable regression rejection region risk function sample mean sample points sample space satisfies Section Show sufficient statistic sum of squares Suppose Theorem Type I Error UMP level unbiased estimator verify versus H₁ Xn be iid Y₁ zero σ²