Page 406 - Fundamentals of Probability and Statistics for Engineers

Subject Index

Average value, see M ean Correlation coefficient, 88–89
Axioms of probability, 13–14 Covariance, 88
matrix, 93
Bayes’s theorem, 24–25 Crame ´r–Rao inequality, 267–270
Bernoulli trials, 161 lower bound (CRLB), 269
Beta distribution, 221–226, 237 Cumulant, 101
generalized, 225–226 Cumula tive dist ribution function see
mean, 223, 237 Probability distribution function
variance, 223, 237
Bias, 265 D 2 distribution, 327
Binomial distribution, 43, 162, 182–183 table, 372
characteristic function, 164 De Morgan’s laws, 11–12
mean, 164, 184 D ensit y function see Probability density

Poisson approximation, 182–183 function

table, 365–366 D ist ribution function, see Probability
variance, 164, 184 distribution function
Boole’s inequality, 30
Brownian motion, 106 Efficiency, 270
asymptotic, 271
Cauchy distribution, 126 Error, 316
Central limit theorem, 199–201 type I, 316
Characteristic function, 98 type II, 316
joint, 108 Estimate, 264
Chebyshev inequality, 86–87 Estimator, 265
Chi-squared distribution, 219–221, 236 consistent, 274
mean, 221, 236 efficient, 270,271
table, 371 sufficient, 275
variance, 221, 236 unbiased minimum-variance, 266
Chi-squared text, 316 Event, 12
Coefficient of excess, 83 Excel 2000, 3
Coefficient of skewness, 83 Expectation, 75–76
Coefficient of variation, 81 conditional, 83–85
Computer software, 3, 375–377 mathematical, 75
Confidence interval, 295, 296, 298, 302 operator, 75
Confidence limit, 347 Exponential distribution, 45, 78, 215–219,
Consistency, 274 236
Correlation, 88–90 mean, 215, 236
perfect, 90 variance, 215, 236
zero, 90 Exponential failure law, 218

Fundamentals of Probability and Statistics for Engineers T.T. Soong  2004 John Wiley & Sons, Ltd

ISBNs: 0-470-86813-9 (HB) 0-470-86814-7 (PB)
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